Miguel Lejeune

Miguel Lejeune

Visiting Associate Professor    Personal website  


PhD in Management Science/Operations Research, Rutgers University
MBA in Management Science/Supply Chain Management, Rutgers University
DES in Management, RWTH Aachen University
Master’s in Management Engineering, University of Liège
Bachelor's in Management Engineering,University of Liège

Research Interest

Stochastic Programming

Applied Optimization

Supply Chain and Disaster Management

Financial Risk

Miguel Lejeune is a tenured Associate Professor of Decision Sciences at the George Washington University (GWU). He is the recipient of the CAREER/Young Investigator Research Grant from the Army Research Office and of the IBM Smarter Planet Faculty Innovation Award. He was appointed (July 2013) committee member of the Stochastic Programming Society (COSP).

Prior to joining GWU, he was a Visiting Assistant Professor in Operations Research at Carnegie Mellon University and worked as a Credit Risk Manager at FORTIS Bank. Dr. Lejeune completed his PhD studies at Rutgers University where he also obtained an MBA degree. Additionally, he obtained a DEA in Management (MS degree) from RWTH Aachen, Germany and University of Liege, Belgium, and a Management Sciences Engineering degree from University of Liege.

Selected Publications, News & Honors

  • Threshold Boolean Form for Joint Probabilistic Constraints with Random Technology Matrix. Mathematical Programming. Accepted (October 2013). With A. Kogan.
  • Stochastic Network Design for Disaster Preparedness. IIE Transactions. Accepted (April 2014). With X. Hong, N. Noyan. 
  • 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. 
  • Public Facility Location Using Dispersion, Population, and Equity Criteria. European Journal of Operational Research 234 (3), 819-829, 2014. With R. Batta, S. Prasad.
  • How Supply Chain Competency Affects FDI Decisions: Some Insights. International Journal of Production Economics 147, 239-251, 2014. With P. Bagchi, A. Alam.
  • Construction of Risk-Averse Enhanced Index Funds. INFORMS Journal of Computing 25 (4), 701-719, 2013. With G. Samatli-Paç. 
  • Effectiveness-Equity Models for Facility Location Problems on Tree Networks. Networks 62 (4), 243-254, 2013. With S. Prasad. 
  • Probabilistic Modeling of Multiperiod Service Levels. European Journal of Operational Research 230, 299-312, 2013.
  • Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems. Operations Research 60 (6), 1356-1372, 2012. 
  • Pattern Definition of the p-Efficiency Concept. Annals of Operations Research 200 (1), 23-36, 2012. 
  • Game Theoretical Approach for Reliable Enhanced Indexation. Decision Analysis 9 (2), 146-155, 2012. 
  • Stochastic Portfolio Optimization with Proportional Transaction Costs: Convex Reformulations and Computational Experiments. Operations Research Letters 40 (1), 207-212, 2012. With T. Filomena.
  • A Logical Analysis of Banks’ Financial Strength Ratings. Expert Systems with Applications 39 (9), 7808-7821, 2012. With P.L. Hammer, A. Kogan.