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ECONIS (ZBW)
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Pattern-based modeling and solution of probabilistically constrained optimization problems
Lejeune, Miguel A.
- In:
Operations research
60
(
2012
)
6
,
pp. 1356-1372
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009701930
Saved in:
2
Stochastic portfolio optimization with proportional transaction costs : convex reformulations and computational experiments
Filomena, Tiago P.
;
Lejeune, Miguel A.
- In:
Operations research letters
40
(
2012
)
3
,
pp. 212-217
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009546517
Saved in:
3
Optimization for simulation : LAD accelerator
Lejeune, Miguel A.
;
Margot, François
-
2011
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009296522
Saved in:
4
Showcase scheduling at Fred Astaire East Side Dance Studio
Lejeune, Miguel A.
;
Yakova, Nevena
- In:
Interfaces : the INFORMS journal on the practice of …
38
(
2008
)
3
,
pp. 176-186
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003745597
Saved in:
5
Solving chance-constrained optimization problems with stochastic quadraric inequalities
Lejeune, Miguel A.
;
Margot, François
- In:
Operations research
64
(
2016
)
4
,
pp. 939-957
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011538579
Saved in:
6
A factional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting
Lejeune, Miguel A.
;
Kettunen, Janne
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 583-597
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011923008
Saved in:
7
Managing reliability and stability risks in forest harvesting
Lejeune, Miguel A.
;
Kettunen, Janne
- In:
Manufacturing & service operations management : M & SOM
19
(
2017
)
4
,
pp. 620-638
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011770573
Saved in:
8
Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints
Ji, Ran
;
Lejeune, Miguel A.
- In:
Risk management decisions and wealth management in …
,
(pp. 547-578)
.
2018
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011871712
Saved in:
9
Multi-objective probabilistically constrained programs with variable risk : models for multi-portfolio financial optimization
Lejeune, Miguel A.
;
Shen, Siqian
- In:
European journal of operational research : EJOR
252
(
2016
)
2
,
pp. 522-539
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011457705
Saved in:
10
A framework for solving chance-constrained linear matrix inequality programs
Karimi, Roya
;
Cheng, Jianqiang
;
Lejeune, Miguel A.
- In:
INFORMS journal on computing : JOC
33
(
2021
)
3
,
pp. 1015-1036
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012631641
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