About

MIGUEL LEJEUNE
Professor of Decision Sciences (GWSB)
Professor of Electrical and Computer Engineering (SEAS)
The George Washington University
2201 G Street, NW
Office: 415, Funger Hall
Washington, DC 20052

Some Recent Publications

• Distributionally Robust Optimization under Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics. INFORMS Journal on Computing. 34 (2), 729-751, 2022. With N. Noyan, G. Rudolf.
• Data-Driven Project Portfolio Selection: Decision-Dependent Stochastic Programming Formulations with Reliability and Time to Market Requirements. Computers & Operations Research. Accepted. With J. Kettunen.
• Distributionally Robust Portfolio Optimization with Linearized STARR Performance Measure. Quantitative Finance. Accepted. With R. Ji, Z. Fan.
• Mobility-As-A-Service for Resilience Delivery in Power Distribution Systems. Production and Operations Management 30 (8), 2492-2521, 2021. With D. Anokhin, P. Dehghanian, J. Su.
• Spatiotemporal Data Set of Out-of-Hospital Cardiac Arrests. INFORMS Journal on Computing 34 (1), 4-10, 2022. With J. Custodio.
• Data-Driven Distributionally Robust Chance-Constrained Optimization with Wasserstein Metric. Journal of Global Optimization 79, 779-811, 2021. With R. Ji.
• A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs. INFORMS Journal on Computing 33 (3), 1015–1036, 2021. With R. Karimi, J. Cheng.
• Data-Driven Optimization of Reward-Risk Ratio Measures. INFORMS Journal on Computing 33 (3), 1120–1137, 2021. With R. Ji.
• Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations. Operations Research 68 (5), 1356-1363, 2020. With J. Kettunen.
• Relaxations for Probabilistically Constrained Stochastic Programming Problems: Review and Extensions. Annals of Operations Research. Accepted, 2021. With A. Prekopa.
• Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution. Management Science 66 (8), 3735-3753, 2020. With S. Chun.
• Optimal Power Flow (OPF) Models with Probabilistic Guarantees: A Boolean Approach. IEEE Power and Energy Society Letters 35 (6), 4932-4935, 2020. With P. Dehghanian.
• Distributionally Robust Optimization AUC Support Vector Machine Models. Operations Research Letters 48 (4): 460-466, 2020. With W. Ma.
• All my publications here

Next Scheduled Conferences

• General Co-Chair. 2022 INFORMS Conference on Security. Arlington, VA, August 2022.
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