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8: Hoang Nam Nguyen, Miguel Lejeune: Convexification of Fractional Distributionally Robust Probability Maximization Problems under Phi-Divergence Ambiguity, Journal of Optimization Theory and Applications, Vol 209 (2), 47, (2026). https://doi.org/10.1007/s10957-026-02993-5
7: Hoang Nam Nguyen, Miguel Lejeune: Distributionally robust optimal uncertainty quantification under Phi-divergence ambiguity, European Journal of Operational Research, Vol 332 (2), 542-561, (2026). https://doi.org/10.1016/j.ejor.2026.02.036
6: Miguel Lejeune, Hoang Nam Nguyen (*): Distributionally robust fractional optimization of probability of exceedance, Journal of Global Optimization, Vol 94, 1-48, (2026). (*) Co-First Author https://doi.org/10.1007/s10898-025-01582-6
5: Hoang Nam Nguyen, Abdel Lisser, Vikas Vikram Singh: Distributionally robust chance-constrained Markov decision processes with random payoff, Applied Mathematics and Optimization, Vol 90, 1, (2024) https://doi.org/10.1007/s00245-024-10167-w
4: Hoang Nam Nguyen, Abdel Lisser, Vikas Vikram Singh: Random games under normal mean-variance mixture distributed independent linear joint chance constraints. Statistics and Probability Letters, Vol 208, 110036 (2024). https://doi.org/10.1016/j.spl.2024.110036
3: Hoang Nam Nguyen, Abdel Lisser, Liu Jia: Convexity of linear joint chance constrained optimization with elliptically distributed dependent rows. Results in Control and Optimization Vol 12, 100285, (2023). https://doi.org/10.1016/j.rico.2023.100285
2: Hoang Nam Nguyen, Vikas Vikram Singh, Abdel Lisser, Monika Arora, Distributionally robust chance-constrained zero-sum games with moments based and statistical based uncertainty sets International Journal on Advances in Systems and Measurements, Vol 15 (3-4), 107-120, (2022). sysmea_v15_n34_2022_paged.pdf (iariajournals.org)
1: Hoang Nam Nguyen, Abdel Lisser, Vikas Vikram Singh, Random games under elliptically distributed dependent joint chance constraints, Journal of Optimization Theory and Applications, Vol 195, 249-264, (2022). https://doi.org/10.1007/s10957-022-02077-0
Conference Proceedings:
1: Hoang Nam Nguyen, Vikas Vikram Singh, Abdel Lisser, Monika Arora, Zero-sum games with distributionally robust chance constraints, 17th International Conference on Internet and Web Applications and Services (ICIW), ISBN: 978-1-61208-957-7, Pages 7-12, 2022 (Best Paper Award).
1: Markov decision processes with uncertain transition probabilities matrix: A distributionally robust modelling framework
2: MILP Representability of single-server queueing optimization model: Network design with minimal response time
3: Chance constrained nonlinear optimization with skewed distributions
4: Maximization of Probabilistic Profit Target Exceedance under Ambiguous and Decision-Dependent Support.
5: Adaptive chance-constrained optimization under endogenous support and moment-based ambiguity
Working Papers:
1: Chance-constrained queueing-based optimization with stochastic and decision-dependent service rate: Emergency network design
2: Design of coupled power system and railway networks
3: Decision-dependent stochastic programming: A new modelling framework using distortion function
4: Reformulation and algorithmic framework for MINLP queueing-based optimization problems
5: Bilevel Optimization with a Convex User Equilibrium Model: Reformulation and Application to Infrastructure Investment