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Miguel Lejeune

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Miguel Lejeune

Professor of Decision Sciences; Professor of Electrical and Computer Engineering

Contact:

Office Phone: (202) 994-6576
2201 G Street NW, Suite 406 Washington, D.C. 20052

Dr. Miguel Lejeune is a tenured full professor of decision sciences at the GW School of Business and a professor of electrical and computer engineering at the GW School of Engineering & Applied Science. He is also a visiting professor in the Department of Mechanical Engineering at the University of Maryland.

Dr. Lejeune is the recipient of the 2019 Koopman Award of the INFORMS Society, the 2024 Excellence Research Award in Applied Mathematics from the Washington Academy of Science, CAREER/Young Investigator Research Grant from the Army Research Office, and the IBM Smarter Planet Faculty Innovation Award. He received the 2022 Best Paper Award from the Journal of Global Optimization for the paper “Data-Driven Distributionally Robust Chance-Constrained Optimization with Wasserstein Metric” co-authored with his former PhD student Ran Ji.

At GWU, he received in 2020 and 2024 the Dean’s Best Senior Faculty Research Award (GW School of Business) and has been an Ave Tucker Research Fellow since 2014. In 2024, he received the “Formidable Force” Teaching Award from full-time MBA Students at the GWSB.

His research is currently supported by the Office of Naval Research for the project entitled Vehicle Fleet Management for Resilience in Energy Networks: Stochastic Programming Advancements Under Endogenous Uncertainty (2022-2025) and by the following three grants from the National Science Foundation (NSF):

  • Mobility-As-A-Service for Resilience Delivery: Stochastic Programming Advancements under Decision-Dependent Uncertainties (2021-2024).
  • AMPS: Risk-Averse Optimization for Stressed Power Grids: Models, Theory, and Algorithms (2024-2027).
  • Collaborative Research: NNA Research: Foundations for Improving Resilience in the Energy Sector against Wildfires on ALaskan Lands (FIREWALL) (2022-2026).

The last project listed above is a $2.82M 4-year multi-institutional and multidisciplinary national effort related to Navigating the New Arctic (NNA) which is one of NSF's 10 Big Ideas.

His research is also supported by the Duke Energy Innovation Fund, the GW Cross-Disciplinary Research Fund, and the GW University Facilitating Fund.

Dr. Lejeune’s areas of expertise/research interests include stochastic programming, distributionally robust optimization, mixed-integer nonlinear programming, and prescriptive and predictive analytics. His application areas include energy and power systems, health care, financial risk, supply chain management, disaster management, and military operations.

Dr. Lejeune has published articles in Operations Research, Management Science, Mathematical Programming, Manufacturing & Service Operations Management, INFORMS Journal on Computing, Interfaces, Journal of Operations Management, European Journal of Operational Research, Quantitative Finance, IEEE Transactions on Power Systems, IEEE Power and Energy Society Letters, IEEE Transactions on Control of Network Systems, IIE Transactions, Decision Analysis, Operations Research Letters, Journal of Global Optimization, Journal of Optimization Theory and Applications, Naval Research Logistics, Networks, Annals of Operations Research, Computers and Operations Research, International Transactions of Operational Research, and American Journal of Mathematical and Management Sciences, among other publications.

Dr. Lejeune is an Associate Editor for the journals INFORMS Journal on Computing, Computational Optimization and Applications, Open Journal on Mathematical Optimization, and Mathematical Programming.

Dr. Lejeune is a Fellow of the Washington Academy of Science and was an elected board committee member (July 2013 – June 2019) of the Stochastic Programming Society.

He has held visiting positions at Carnegie Mellon University, Georgetown University, the University of California – Irvine, the Foundation Getulio Vargas in Rio de Janeiro, Paris-Saclay University, CentraleSupélec, Laboratoire Signaux et Systèmes in Paris, the Naval Postgraduate School, and the University of Maryland.

Prior to joining GW, he was a visiting Assistant Professor of Operations Research at Carnegie Mellon University and worked as a credit risk manager at FORTIS Bank.

  1. Drone-Delivery Network for Opioid Overdose - Nonlinear Integer Queueing-Optimization Models and Methods. Operations Research. Accepted, 2025. With W. Ma.
  2. Risk-Adaptive Local Decision Rules. Operations Research. Accepted, 2025. With J. Royset.
  3. Relaxations for Probabilistically Constrained Stochastic Programming Problems: Review and Extensions. Annals of Operations Research. Accepted, 2024. With A. Prekopa.
  4. Distributionally Robust Portfolio Optimization under Marginal and Copula Ambiguity. Journal of Optimization Theory and Applications 203, 2870–2907, 2024. With Z. Fan, R. Ji.
  5. Multi-Agent Search for a Moving and Camouflaging Target. Naval Research Logistics 71, 532-552, 2024. With J. Royset, W. Ma.
  6. On the Use of Battery-Electric Locomotive as a Grid-Support Service in Electric Power Systems. IEEE Transactions on Power Systems. Accepted, 2024. With F. Kochakkashani., P. Dehghanian.
  7. Quasi Second-Order Stochastic Dominance Model for Balancing Wildfire Risks and Power Outages due to Proactive Public Safety De-Energizations. IEEE Transactions on Power Systems 39 (2), 2528-2542, 2024. With J. Su, S. Mehrani, P. Dehghanian.
  8. Profit-Based Unit Commitment Models with Price-Responsive Decision-Dependent Uncertainty. European Journal of Operational Research 314(3), 1052-1064, 2024. With P. Dehghanian, W. Ma.
  9. On the Use of Mobile Power Sources in Distribution Networks under Endogenous Uncertainty. IEEE Transactions on Control of Network Systems 10(4), 1937-1949, 2023. With J. Su, D. Anokhin, P. Dehghanian.
  10. Data-Driven Project Portfolio Selection: Decision-Dependent Stochastic Programming Formulations with Reliability and Time to Market Requirements. Computers & Operations Research 2023, 105537. With J. Kettunen.
  11. Liquidity-constrained Index Tracking Optimization Models. Annals of Operations Research 330, 73-118, 2023. With E.B.F. Vieira, T.P. Filomema, L.R. Sant'Anna.
  12. 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.
  13. Spatiotemporal Data Set of Out-of-Hospital Cardiac Arrests. INFORMS Journal on Computing 34 (1), 4-10, 2022. With J. Custodio.
  14. Distributionally Robust Portfolio Optimization with Linearized STARR Performance Measure. Quantitative Finance 22 (1), 113-127, 2022. With R. Ji, Z. Fan.
  15. Price-Based Unit Commitment with Decision-Dependent Uncertainty in Hourly Demand. IET Smart Grid 5 (1), 12-24, 2022. With J. Su, P. Dehghanian.
  16. 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.
  17. Data-Driven Distributionally Robust Chance-Constrained Optimization with Wasserstein Metric. Journal of Global Optimization 79, 779-811, 2021. With R. Ji.
  18. A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs. INFORMS Journal on Computing 33 (3), 1015–1036, 2021. With R. Karimi, J. Cheng.
  19. Data-Driven Optimization of Reward-Risk Ratio Measures. INFORMS Journal on Computing 33 (3), 1120–1137, 2021. With R. Ji.   
  20. Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations. Operations Research 68 (5), 1356-1363, 2020. With J. Kettunen.
  21. Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution. Management Science 66 (8), 3735-3753, 2020. With S. Chun.
  22. 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.
  23. Electric Power Grids Under High-Absenteeism Pandemics: History, Context, Response, and Opportunities. IEEE Access 8, 215727-215747, 2020. With B. Wortmuth, S. Wang, P. Dehghanian, M. Barati, A. Estebsari, T.P. Filomena, M. Heidari Kapourchali.
  24. Distributionally Robust Optimization AUC Support Vector Machine Models. Operations Research Letters 48 (4): 460-466, 2020. With W. Ma.
  25. Regularized Deterministic and Stochastic Dual Dynamic Programming and Application to Portfolio Selection with Direct Transaction and Market Impact Costs. Optimization and Engineering 21, 1133-1165, 2020. With V. Guigues, W. Tekaya.
  26. Planning Online Advertising Using Gini Indices. Operations Research 67 (5), 1222-1245, 2019. With J. Turner.
  27. Note on a Chance-Constrained Programming Framework to Handle Uncertainties in Radiation Therapy Treatment Planning. European Journal of Operational Research 75 (20), 793-794, 2019. With J. Custodio, A. Zavaleta.
  28. Resource Deployment and Donation Allocation for Epidemic Outbreaks. Annals of Operations Research 283, 9-32, 2019. With A. Anparasan.
  29. Aeromedical Battlefield Evacuation under Endogenous Uncertainty in Casualty Delivery Times. Management Science 64 (12), 5481-5496, 2018. With F. Margot.
  30. Recent Advances in the Theory and Practice of Logical Analysis of Data. European Journal of Operational Research (Invited Review) 275 (1), 1-15, 2018. With V. Lozin, I. Lozina, A. Ragab, S. Yacout.
  31. Data Laboratory for Supply Chain Response Models During Epidemic Outbreaks. Annals of Operations Research 270 (6), 1-12, 2018. With A. Anparasan.
  32. A Fractional Stochastic Integer Programming Problem for Reliability-to-Stability Ratio in Forest Harvesting. Computational Management Science 15 (3), 583-597, 2018. With J. Kettunen.
  33. Risk-Budgeting Multi-Portfolio Optimization with Portfolio and Marginal Risk Constraints. Annals of Operations Research 262 (2), 547-578, 2018. With R. Ji.
  34. Managing Reliability and Stability Risks in Forest Harvesting. Manufacturing & Service Operations Management 19 (4), 620-638, 2017. With J. Kettunen.
  35. Analyzing the Response to Epidemics: Concept of Evidence-Based Haddon Matrix. Journal of Humanitarian Logistics and Supply Chain Management 7 (3), 266-283, 2017. With A. Anparasan.
  36. Portfolio Optimization Using Mean-Gini Criteria: Some Extensions and Comparisons. Annals of Operations Research 248 (1–2), 305-343, 2017. With R. Ji, S. Prasad.
  37. Multistage Stochastic Asset-Liability Management Model with Integrated Chance Constraint - Application to Brazilian Market. Optimization and Engineering 18 (2), 349-368, 2017. With A. Delgado de Oliveira, T. Filomena, M. Scherer Perlin, G. Ribeiro de Macedo.
  38. Solving Chance Constrained Problems with Random Technology Matrix and Stochastic Quadratic Inequalities. Operations Research 64 (4), 939-957, 2016. With F. Margot.
  39. Multi-Objective Probabilistically Constrained Programs with Variable Risk: Models for Multi-Portfolio Financial Optimization. European Journal of Operational Research 252 (2), 522–539, 2016. With S. Shen.
  40. Stochastic Network Design for Disaster Preparedness. IIE Transactions 47 (4), 329-357, 2015. With X. Hong, N. Noyan.
  41. Threshold Boolean Form for Joint Probabilistic Constraints with Random Technology Matrix. Mathematical Programming 147 (1-2), 391-427, 2014. With A. Kogan.
  42. Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs. Journal of Optimization Theory and Applications 161 (1), 308-329, 2014. With T. Filomena.
  43. Public Facility Location Using Dispersion, Population, and Equity Criteria. European Journal of Operational Research 234 (3), 819-829, 2014. With R. Batta, S. Prasad.
  44. How Supply Chain Competency Affects FDI Decisions: Some Insights. International Journal of Production Economics 147, 239-251, 2014. With P. Bagchi, A. Alam.
  45. Construction of Risk-Averse Enhanced Index Funds. INFORMS Journal on Computing 25 (4), 701-719, 2013. With G. Samatli-Paç.
  46. Effectiveness-Equity Models for Facility Location Problems on Tree Networks. Networks 62 (4), 243-254, 2013. With S. Prasad.
  47. Probabilistic Modeling of Multiperiod Service Levels. European Journal of Operational Research 230, 299-312, 2013.
  48. Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems. Operations Research 60 (6), 1356-1372, 2012.
  49. Stochastic Portfolio Optimization with Proportional Transaction Costs: Convex Reformulations and Computational Experiments. Operations Research Letters 40 (1), 207-212, 2012. With T. Filomena.
  50. A Logical Analysis of Banks’ Financial Strength Ratings. Expert Systems with Applications 39 (9), 7808-7821, 2012. With P.L. Hammer, A. Kogan.
  51. Game Theoretical Approach for Reliable Enhanced Indexation. DecisionAnalysis 9 (2), 146-155, 2012.
  52. Pattern Definition of the p-Efficiency Concept. Annals of Operations Research 200 (1), 23-36, 2012.
  53. Desempenho do Modelo Estocástico de Média-Variância Para o Mercado Brasileiro de Ações. Produto & Produção 13 (3), 63-74, 2012. With H.H. Hoeltgebaum, T. Filomena, D. Borenstein, F.A. Ziegelmann.
  54. A VaR Black-Litterman Model for the Construction of Absolute Return Fund-of-Funds. Quantitative Finance 11 (10), 1489-1501, 2011.
  55. Optimization for Simulation: LAD Accelerator. Annals of Operations Research 188, 285-305, 2011. With F. Margot.
  56. Reverse Engineering Country Risk Ratings: Statistical and Combinatorial Non-Recursive Models. Annals of Operations Research 188, 185-213, 2011. With P.L. Hammer, A. Kogan.
  57. Mathematical Programming Generation of p-Efficient Points. European Journal of Operational Research 207 (2), 590-600, 2010. With N. Noyan.
  58. MIP Reformulations of the Probabilistic Set Covering Problem. Mathematical Programming 121 (1), 1-31, 2010. With A. Saxena, V. Goyal.
  59. An Exact Solution Approach for Integer Constrained Portfolio Optimization Problems under Stochastic Constraints. Operations Research 57 (3), 650-670, 2009. With P. Bonami.
  60. Preprocessing Techniques and Column Generation Algorithms for Stochastically Efficient Demand Trajectories. Journal of the Operational Research Society 59, 1239-1252, 2008.
  61. Showcase Scheduling at Fred Astaire Dance Studio. Interfaces 38 (3), 176-186, 2008.With N. Yakova.
  62. Integer Programming Solution Approach for Inventory-Production-Distribution Problems with Direct Shipments. International Transactions in Operational Research 15, 259-281, 2008. With F. Margot.
  63. An Efficient Trajectory Method for Probabilistic Inventory-Production-Distribution Problems. Operations Research 55 (2), 378-394, 2007. With A. Ruszczyński.
  64. Modeling Country Risk Ratings Using Partial Orders. European Journal of Operational Research 175 (2), 836-859, 2006. With P.L. Hammer, A. Kogan.
  65. A Variable Neighborhood Decomposition Search Methodology for Supply Chain Management Planning Problems. European Journal of Operational Research 175 (2), 959-976, 2006.
  66. On Characterizing the 4 C's in Supply Chain Management. Journal of Operations Management 23 (1), 81-100, 2005. With N. Yakova.
  67. A Coordinate-Columnwise Exchange Algorithm for the Construction of Supersaturated, Saturated and Non-Saturated Designs. American Journal of Mathematical and Management Sciences 23 (1-2), 109-142, 2003. Also appeared in: Modern Mathematical, Management, and Statistical Sciences II:Advances in Theory & Application. Eds: E.J. Dudewicz, B.L. Golden, Z. Govindarajulu. American Sciences Press, Columbus, OH, 2004.
  68. Heuristic Optimization of Experimental Designs. European Journal of Operational Research 147 (3), 484-498, 2003.
  69. Awareness of Distributed Denial of Service Attacks’ Dangers: Role of Internet Pricing Mechanisms. NETNOMICS:Economic Research and Electronic Networking 4 (2), 145-162, 2002.
  70. Measuring the Impact of Data Mining on Churn Management. Internet Research: Electronic Networking Applications and Policy 11 (5), 375-387, 2001.
  71. Boolean Reformulation Method for Linear and Nonlinear Joint Chance Constraints. Encyclopedia of Optimization. Eds: P.M. Pardalos, O.A. Prokopyev. Springer. Accepted, 2025.
  72. Stochastic Mixed-Integer Nonlinear Programming Model for Drone-Based Healthcare Delivery. Winter Simulation Conference Proceedings. Eds: N. Mustafee, K.-H.G. Bae, S. Lazarova-Molnar, M. Rabe, C. Szabo, P. Haas, Y.-J. Son. National Harbor, MD, December 2019. With J. Custodio.
  73. A Mixed-Integer Distributionally Robust Chance-Constrained Model for Optimal Topology Control in Power Grids with Uncertain Renewables. Proceedings of the 13th IEEE Power and Energy Society (PES) PowerTech Conference. Milano, Italy, 2019. With M. Nazemi, P. Dehghanian.
  74. Interactive Portfolio Optimization Using Mean-Gini Criteria. Financial Decision Aid using Multiple Criteria Models. Eds: H. Masri, B. Pérez-Gladish, C. Zopounidis. Springer, 49-91, 2018. With R. Ji, S. Prasad.
  75. Chance-Constrained Programming with Decision-Dependent Uncertainty. Proceedings of the Workshop New Directions in Stochastic Optimisation. Editors: J. De Loera, D. Dentcheva, G.C. Pflug, R. Schultz. Report 38/2018, 2018, 31. Mathematisches Forschungsinstitut Oberwolfach, Germany. With F. Margot, A. Delgado de Oliveira.
  76. Managing Reliability and Stability Risks in Forest Harvesting. INFORMS Editor's Cut on Feeding the World with Analytics. Editors: R. Lougee, S. Bansal. With J. Kettunen.
  77. Dynamic Portfolio Optimization with Risk-Aversion Adjustment Utilizing Technical Indicators. 20th International Conference on Information Fusion Proceedings, Xi'an, China, 1787-1794, 2017. With R. Ji, S. Prasad.
  78. Stochastic Optimization Investment Models with Portfolio and Marginal Risk Constraints. Advances and Trends in Optimization with Engineering Applications. SIAM. Editors: S. Ahmed, M. Anjos, T. Terlaky, 427-436, 2017.
  79. Portfolio Optimization with Combinatorial and Downside Return Constraints. Springer Proceedings in Mathematics and Statistics: Proceedings Volume of the MOPTA 2012 Conference 62, 31-50, 2013.
  80. Combinatorial Methods for Constructing Credit Risk Ratings. 2010. In: Handbook of Quantitative Finance and Risk Management. Eds: C.-F. Lee, A.C. Lee, J. Lee. Springer, 639-664. With A. Kogan. Also in: Handbook of Financial Econometrics and Statistics. Eds: C.-F. Lee, J. Lee. Springer, 2013.
  81. A Coordinate-Columnwise Exchange Algorithm for the Construction of Supersaturated, Saturated and Non-Saturated Designs. 2004. In: Modern Mathematical, Management, and Statistical Sciences II:Advances in Theory & Application. Eds: E.J. Dudewicz, B.L. Golden, Z. Govindarajulu. American Sciences Press. Columbus, OH, 2004.
  82. Optimization of Experimental Designs. 15th International Workshop on Statistical Modeling. Bilbao, Spain, 356-359, 2001.
  83. A Methodology for Probabilistic Inventory-Production-Distribution Problems. UMI Dissertation 3131759. ProQuest. Ann Arbor, MI, 2004.
  • Excellence Research Award in Applied Mathematics. Washington Academy of Science (2024). Citation: “For scientific contributions to understand the mathematical structure of optimization problems, design computationally efficient model formulations and scalable algorithms, and provide scientific solutions to societal and industry problems.”
  • Dean’s Best Senior Faculty Research Award. George Washington University School of Business. (2021 & 2024).
  • Washington Academy of Science Fellow (2024).
  • INFORMS Senior Member. INFORMS, March 2024.
  • "Formidable Force" Teaching Award from full-time MBA Students, George Washington University (2024).
  • Managerial Guest Editor for the Mathematical Programming journal and its special issue on Stochastic Programming and Distributionally Robust Optimization with Decision-Dependent Uncertainty.
  • Recipient of the 2022 Best Paper Award from the Journal of Global Optimization for the paper “Data-Driven Distributionally Robust Chance-Constrained Optimization with Wasserstein Metric.” Journal of Global Optimization 79, 779-811, 2021.
  • General Chair of the 2022 INFORMS Conference on Security. Arlington, VA.
  • Ave Tucker Research Fellow (2014-2024): Research Scholarship for tenured GWSB faculty.
  • Recipient of the 2019 Koopman Award of the INFORMS Military and Security Application Society for the paper “Aeromedical Battlefield Evacuation Under Endogenous Uncertainty in Casualty Delivery Times" published in Management Science.
  • Elected Board Committee Member (COSP) of the Stochastic Programming Society (2013-2016 and 2016-2019).
  • IBM Smarter Planet Faculty Innovation Award (2011).  
  • CAREER (Young Investigator) Award, Army Research Office, Department of Defense, Decision Sciences Directorate (2009).
  • "Golden Tie" Teaching Award from MBA Students, Carnegie Mellon University (2007).
  • INFORMS Young Researcher Roundtable (2006).
  • Research Excellence Award, Center for Information Management Integration and Connectivity, Rutgers University (2004).
  • Excellence Fellowship, Newark Graduate Center, Rutgers University (2000-2003).
  • Royal Belgian Academia Award for Undergraduate Thesis entitled “Heuristic Optimization of Experimental Designs for Linear Models” (1999).
  1. National Science Foundation: AMPS: Risk-Averse Optimization for Stressed Power Grids: Models, Theory, and Algorithms (2024-2027).
  2. National Science Foundation: Collaborative Research: NNA Research: Foundations for Improving Resilience in the Energy Sector against Wildfires on ALaskan Lands (FIREWALL) (2022-2026).
  3. Office of Naval Research Grant: Electric Vehicle Fleet Management for Resilience in Energy Networks: Stochastic Programming Advancements under Endogenous Uncertainty (2022-2025).
  4. National Science Foundation Grant: Mobility-As-A-Service for Resilience Delivery in Power Grids: Stochastic Programming Advancements under Decision-Dependent Uncertainties (2021-2024).
  5. National Science Foundation Grant: Foundations for Improving Resilience in the Energy Sector against Wildfire on Alaskan Lands (2020-2023).
  6. Office of Naval Research Grant: MINLP Methods for Chance-Constrained Problems with Endogenous and Exogenous Uncertainty (2017-2022).
  7. HSAP/URAP Grant from Army Research Office: Stochastic Optimization and Risk in Supply Chain Management (2012 - 2013).
  8. CAREER (Young Investigator) Grant Army Research Office: A Methodology for Programming under Probabilistic Constraints (2009 - 2012).
  9. IBM Smarter Planet Faculty Innovation Award: Risk Analytics in Supply Chain Management (2011).
  10. Duke Energy Innovation Fund: Community-in-the-Loop Decision Support for Resilience Against Wildfire (2020-2021).
  11. Duke Energy Innovation Fund: Weathering the Storms: Maximum Wind Utilization and Harnessing the Power Grids’ Built-In Flexibility (2019-2020).
  12. GW Cross-Disciplinary Research Fund: Resilience to Environmental Stressors in Rural Localities: Stochastic Emergency-Response Network of Mobile Wind Turbines (2023-2024).
  13. University Facilitating Fund: Queuing Optimization Framework for Cloud Computing in Data Centers: New Performance Metrics, Models, and Algorithms (2022-2023).
  14. GW Cross-Disciplinary Research Fund: Power Grid Resilience against Heatwaves: Algorithms and Solutions (2022-2023).
  15. GW Cross-Disciplinary Research Fund: Equitable Pricing for Electricity under Endogenous Uncertainty (2021-2022).
  16. University Facilitating Fund: Drone-Aided Healthcare – Data-Driven Predictive and Prescriptive Analytics (2020-2021).
  17. GW Cross-Disciplinary Research Fund: Effective Management of Endogenous Uncertainties in Large-Scale Power Grids (2019-2021).
  18. University Facilitating Fund: Data-Driven Optimization Models for Resiliency in Public Infrastructure (2019-2020).

Methodology

  • Stochastic Programming
  • Distributionally Robust Optimization
  • Mixed-integer Nonlinear Programming
  • Decision-Dependent Uncertainty
  • Data-Driven Optimization and Prescriptive Analytics

Application Areas

  • Healthcare
  • Energy and Power Systems
  • Financial Risk
  • Disaster Management
  • Supply Chain Management
  • Military Operations
  • Computational Optimization
  • Stochastic Programming
  • Supply Chain Risk & Analytics
  • Decision-Making and Data Analysis
  • Judgment, Uncertainty, and Decisions
  • Operations Management