Erick Delage

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 42

Top Topics

Portfolio Management

Robust Optimization

Reinforcement Learning

Top Venues

INFORMS J. Comput.

Eur. J. Oper. Res.

Publications

Chun Peng, Erick Delage
Data-Driven Optimization with Distributionally Robust Second Order Stochastic Dominance Constraints. Oper. Res. 72 (3) (2024)
Shanshan Wang, Erick Delage
A Column Generation Scheme for Distributionally Robust Multi-Item Newsvendor Problems. INFORMS J. Comput. 36 (3) (2024)
Hongming Li, Erick Delage, Ning Zhu, Michael L. Pinedo, Shoufeng Ma
Distributional Robustness and Inequity Mitigation in Disaster Preparedness of Humanitarian Operations. Manuf. Serv. Oper. Manag. 26 (1) (2024)
Abhilash Reddy Chenreddy, Erick Delage
End-to-end Conditional Robust Optimization. CoRR (2024)
Xin Wang, Okan Arslan, Erick Delage
Crowdkeeping in Last-Mile Delivery. Transp. Sci. 58 (2) (2024)
Jia Lin Hau, Erick Delage, Mohammad Ghavamzadeh, Marek Petrik
On Dynamic Program Decompositions of Static Risk Measures. CoRR (2023)
Alireza Ghahtarani, Ahmed Saif, Alireza Ghasemi, Erick Delage
A double-oracle, logic-based Benders decomposition approach to solve the K-adaptability problem. Comput. Oper. Res. 155 (2023)
Jia Lin Hau, Erick Delage, Mohammad Ghavamzadeh, Marek Petrik
On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes. NeurIPS (2023)
Utsav Sadana, Erick Delage
The Value of Randomized Strategies in Distributionally Robust Risk-Averse Network Interdiction Problems. INFORMS J. Comput. 35 (1) (2023)
Mehran Poursoltani, Erick Delage, Angelos Georghiou
Robust Data-driven Prescriptiveness Optimization. CoRR (2023)
Utsav Sadana, Abhilash Reddy Chenreddy, Erick Delage, Alexandre Forel, Emma Frejinger, Thibaut Vidal
A Survey of Contextual Optimization Methods for Decision Making under Uncertainty. CoRR (2023)
Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li, Jeremie Desgagne-Bouchard, Carl Dussault
WaveCorr: Deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management. Oper. Res. Lett. 51 (6) (2023)
Erick Delage, Ahmed Saif
The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems. INFORMS J. Comput. 34 (1) (2022)
Rui Fan, Erick Delage
Risk-Aware Bid Optimization for Online Display Advertisement. CIKM (2022)
Erick Delage, Shaoyan Guo, Huifu Xu
Shortfall Risk Models When Information on Loss Function Is Incomplete. Oper. Res. 70 (6) (2022)
Sajad Aliakbari Sani, Olivier Bahn, Erick Delage, Rinel Foguen Tchuendom
Robust Integration of Electric Vehicles Charging Load in Smart Grid's Capacity Expansion Planning. Dyn. Games Appl. 12 (3) (2022)
Abhilash Reddy Chenreddy, Nymisha Bandi, Erick Delage
Data-Driven Conditional Robust Optimization. NeurIPS (2022)
Rui Fan, Erick Delage
Risk-Aware Bid Optimization for Online Display Advertisement. CoRR (2022)
Sajad Aliakbari Sani, Olivier Bahn, Erick Delage
Affine decision rule approximation to address demand response uncertainty in smart Grids' capacity planning. Eur. J. Oper. Res. 303 (1) (2022)
Mehran Poursoltani, Erick Delage
Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems. Oper. Res. 70 (5) (2022)
Filipe Rodrigues, Agostinho Agra, Cristina Requejo, Erick Delage
Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem. INFORMS J. Comput. 33 (2) (2021)
Ahmed Saif, Erick Delage
Data-driven distributionally robust capacitated facility location problem. Eur. J. Oper. Res. 291 (3) (2021)
Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li
Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures. CoRR (2021)
Abderrahim Fathan, Erick Delage
Deep Reinforcement Learning for Optimal Stopping with Application in Financial Engineering. CoRR (2021)
Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li, Jeremie Desgagne-Bouchard, Carl Dussault
WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management. CoRR (2021)
Amir Ardestani-Jaafari, Erick Delage
Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management. INFORMS J. Comput. 33 (3) (2021)
Ali Hajebrahimi, Innocent Kamwa, Erick Delage, Morad Mohamed Abdelmageed Abdelaziz
Adaptive Distributionally Robust Optimization for Electricity and Electrified Transportation Planning. IEEE Trans. Smart Grid 11 (5) (2020)
Viet Anh Nguyen, Fan Zhang, José H. Blanchet, Erick Delage, Yinyu Ye
Distributionally Robust Local Non-parametric Conditional Estimation. CoRR (2020)
Chun Peng, Erick Delage, Jinlin Li
Probabilistic Envelope Constrained Multiperiod Stochastic Emergency Medical Services Location Model and Decomposition Scheme. Transp. Sci. 54 (6) (2020)
Thierry Bazier-Matte, Erick Delage
Generalization bounds for regularized portfolio selection with market side information. INFOR Inf. Syst. Oper. Res. 58 (2) (2020)
Utsav Sadana, Erick Delage
The value of randomized strategies in distributionally robust risk averse network interdiction games. CoRR (2020)
Viet Anh Nguyen, Fan Zhang, José H. Blanchet, Erick Delage, Yinyu Ye
Distributionally Robust Local Non-parametric Conditional Estimation. NeurIPS (2020)
Erick Delage, Daniel Kuhn, Wolfram Wiesemann
"Dice"-sion-Making Under Uncertainty: When Can a Random Decision Reduce Risk? Manag. Sci. 65 (7) (2019)
Erick Delage, Luca Giovanni Gianoli, Brunilde Sansò
A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study. Oper. Res. 66 (2) (2018)
Charles Gauvin, Erick Delage, Michel Gendreau
A successive linear programming algorithm with non-linear time series for the reservoir management problem. Comput. Manag. Sci. 15 (1) (2018)
Erick Delage, Jonathan Yu-Meng Li
Minimizing Risk Exposure When the Choice of a Risk Measure Is Ambiguous. Manag. Sci. 64 (1) (2018)
Amir Ardestani-Jaafari, Erick Delage
The Value of Flexibility in Robust Location-Transportation Problems. Transp. Sci. 52 (1) (2018)
Charles Gauvin, Erick Delage, Michel Gendreau
A stochastic program with time series and affine decision rules for the reservoir management problem. Eur. J. Oper. Res. 267 (2) (2018)
Charles Gauvin, Erick Delage, Michel Gendreau
Decision rule approximations for the risk averse reservoir management problem. Eur. J. Oper. Res. 261 (1) (2017)
Erick Delage, Dan Andrei Iancu
Computational management science special issue on "Robust Optimization and Applications". Comput. Manag. Sci. 13 (2) (2016)
Amir Ardestani-Jaafari, Erick Delage
Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems. Oper. Res. 64 (2) (2016)
Benjamin Armbruster, Erick Delage
Decision Making Under Uncertainty When Preference Information Is Incomplete. Manag. Sci. 61 (1) (2015)
Erick Delage, Sharon Arroyo, Yinyu Ye
The Value of Stochastic Modeling in Two-Stage Stochastic Programs with Cost Uncertainty. Oper. Res. 62 (6) (2014)
Jianqiang Cheng, Erick Delage, Abdel Lisser
Distributionally Robust Stochastic Knapsack Problem. SIAM J. Optim. 24 (3) (2014)
John Gunnar Carlsson, Erick Delage
Robust Partitioning for Stochastic Multivehicle Routing. Oper. Res. 61 (3) (2013)
Shipra Agrawal, Erick Delage, Mark Peters, Zizhuo Wang, Yinyu Ye
A Unified Framework for Dynamic Prediction Market Design. Oper. Res. 59 (3) (2011)
Erick Delage, Shie Mannor
Percentile Optimization for Markov Decision Processes with Parameter Uncertainty. Oper. Res. 58 (1) (2010)
Erick Delage, Yinyu Ye
Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems. Oper. Res. 58 (3) (2010)
Erick Delage
Regret-based online ranking for a growing digital library. KDD (2009)
Shipra Agrawal, Erick Delage, Mark Peters, Zizhuo Wang, Yinyu Ye
A unified framework for dynamic pari-mutuel information market design. EC (2009)
Erick Delage, Shie Mannor
Percentile optimization in uncertain Markov decision processes with application to efficient exploration. ICML (2007)
Erick Delage, Honglak Lee, Andrew Y. Ng
A Dynamic Bayesian Network Model for Autonomous 3D Reconstruction from a Single Indoor Image. CVPR (2) (2006)
Erick Delage, Honglak Lee, Andrew Y. Ng
Automatic Single-Image 3d Reconstructions of Indoor Manhattan World Scenes. ISRR (2005)