Erick Delage
HEC Montréal
H-index: 23
North America-Canada
Top articles of Erick Delage
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Conformal Inverse Optimization | arXiv preprint arXiv:2402.01489 | Bo Lin Erick Delage Timothy CY Chan | 2024/2/2 |
A column generation scheme for distributionally robust multi-item newsvendor problems | INFORMS Journal on Computing | Shanshan Wang Erick Delage | 2024/1/3 |
A survey of contextual optimization methods for decision-making under uncertainty | Utsav Sadana Abhilash Chenreddy Erick Delage Alexandre Forel Emma Frejinger | 2024/3/15 | |
Data-driven stochastic vehicle routing problems with dead-lines | Les Cahiers du GERAD ISSN | Shanshan Wang Erick Delage Leandro C Coelho | 2024/3 |
Crowdkeeping in last-mile delivery | Transportation Science | Xin Wang Okan Arslan Erick Delage | 2024/2/29 |
On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes | Advances in Neural Information Processing Systems | Jia Lin Hau Erick Delage Mohammad Ghavamzadeh Marek Petrik | 2024/2/13 |
The value of randomized strategies in distributionally robust risk-averse network interdiction problems | INFORMS Journal on Computing | Utsav Sadana Erick Delage | 2023/1 |
A Double-oracle, Logic-based Benders decomposition approach to solve the K-adaptability problem | Computers & Operations Research | Alireza Ghahtarani Ahmed Saif Alireza Ghasemi Erick Delage | 2023/4 |
Robust data-driven prescriptiveness optimization | arXiv preprint arXiv:2306.05937 | Mehran Poursoltani Erick Delage Angelos Georghiou | 2023/6/9 |
Deep Reinforcement Learning for Risk Averse Sequential Decision Making Problems | Erick Delage | 2023/6/4 | |
Network Design for Ultra-fast Delivery Services via Probabilistic Envelope Constrained Programs | Available at SSRN 4672554 | Xin Wang Okan Arslan Jean-François Cordeau Erick Delage | 2023/12/21 |
Deep Reinforcement Learning for Risk Averse Multi-stage Decision Making Problems | Erick Delage | 2023/5/29 | |
WaveCorr: Deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management | Operations Research Letters | Saeed Marzban Erick Delage Jonathan Yu-Meng Li Jeremie Desgagne-Bouchard Carl Dussault | 2023/11/1 |
On Dynamic Program Decompositions of Static Risk Measures | arXiv preprint arXiv:2304.12477 | Jia Lin Hau Erick Delage Mohammad Ghavamzadeh Marek Petrik | 2023/4/24 |
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures | Quantitative Finance | Saeed Marzban Erick Delage Jonathan Yu-Meng Li | 2023/10/3 |
The value of randomized solutions in mixed-integer distributionally robust optimization problems | INFORMS Journal on Computing | Erick Delage Ahmed Saif | 2022/1 |
Robust integration of electric vehicles charging load in smart grid’s capacity expansion planning | Dynamic Games and Applications | Sajad Aliakbari Sani Olivier Bahn Erick Delage Rinel Foguen Tchuendom | 2022/9 |
Data-driven conditional robust optimization | Advances in Neural Information Processing Systems | Abhilash Reddy Chenreddy Nymisha Bandi Erick Delage | 2022/12/6 |
Adjustable robust optimization reformulations of two-stage worst-case regret minimization problems | Operations Research | Mehran Poursoltani Erick Delage | 2022/9 |
Data-driven optimization with distributionally robust second order stochastic dominance constraints | Operations Research | Chun Peng Erick Delage | 2022/11/22 |
Co-Authors
