Miguel Lejeune

Miguel Lejeune is a professor of decision sciences and of electrical and computer engineering at the George Washington University.

He is the recipient of the 2019 Koopman Award of the INFORMS Society, the 2020 Dean’s Best Senior Faculty Research Award (GW School of Business), a CAREER/Young Investigator Research Grant from the Army Research Office, and the IBM Smarter Planet Faculty Innovation Award. The Office of Naval Research (ONR) is currently supporting his research on “MINLP Methods for Chance-Constrained Problems with Endogenous and Exogenous Uncertainty." The National Science Foundation (NSF) is supporting his research on “Foundations for Improving Resilience in the Energy Sector against Wildfire.” 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 was an elected board committee member (July 2013 – June 2019) of the Stochastic Programming Society (COSP). He has held visiting positions at Carnegie Mellon University, Georgetown University, the University of California – Irvine, and the Foundation Getulio Vargas in Rio de Janeiro.

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.

Dr. Lejeune completed his Ph.D. 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 the University of Liege, Belgium, and a Management Sciences engineering degree from the University of Liege.

Miguel Lejeune’s areas of expertise/research interests include stochastic programming, large-scale and data-driven optimization, prescriptive and predictive analytics, distributionally robust optimization, decision-dependent uncertainty, financial risk, and supply chain management. He has published articles in Operations Research, Management Science, Mathematical Programming, Manufacturing & Service Operations Management, the INFORMS Journal of Computing, Interfaces, the Journal of Operations Management, the European Journal of Operational Research, Quantitative Finance, Decision Analysis, Operations Research Letters, the Journal of Optimization Theory and Applications, Networks, Annals of Operations Research, International Transactions of Operational Research, and the American Journal of Mathematical and Management Sciences, among other publications.

Research Interests

• Stochastic Programming
• Distributionally Robust Optimization
• Decision-Dependent Uncertainty
• Financial Risk
• Data-Driven & Applied Optimization
• Disaster and Supply Chain Management
• Business Analytics