Erick Delage

Available identifiers

zbMath Open delage.erickMaRDI QIDQ723958

List of research outcomes

Publication	Date of Publication	Type
Technical note -- Risk-averse regret minimization in multistage stochastic programs	2024-09-05	Paper
Data-driven optimization with distributionally robust second order stochastic dominance constraints	2024-07-29	Paper
A column generation scheme for distributionally robust multi-item newsvendor problems	2024-07-29	Paper
WaveCorr: deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management	2024-06-17	Paper
The Value of Randomized Strategies in Distributionally Robust Risk-Averse Network Interdiction Problems	2024-02-27	Paper
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures	2023-11-07	Paper
A double-oracle, logic-based Benders decomposition approach to solve the \(K\)-adaptability problem	2023-07-04	Paper
Generalization bounds for regularized portfolio selection with market side information	2023-03-15	Paper
Shortfall Risk Models When Information on Loss Function Is Incomplete	2023-01-10	Paper
Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems	2022-12-01	Paper
Robust integration of electric vehicles charging load in smart grid's capacity expansion planning	2022-09-15	Paper
The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems	2022-06-28	Paper
Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management	2022-06-27	Paper
Affine decision rule approximation to address demand response uncertainty in smart grids' capacity planning	2022-06-10	Paper
Equal risk pricing and hedging of financial derivatives with convex risk measures	2022-04-05	Paper
Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem	2021-06-23	Paper
Data-driven distributionally robust capacitated facility location problem	2021-06-07	Paper
A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study	2020-10-05	Paper
A successive linear programming algorithm with non-linear time series for the reservoir management problem	2018-10-10	Paper
A stochastic program with time series and affine decision rules for the reservoir management problem	2018-07-25	Paper
Decision rule approximations for the risk averse reservoir management problem	2018-05-29	Paper
Dynamic portfolio choice: a simulation-and-regression approach	2017-09-08	Paper
Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems	2016-07-25	Paper
The Value of Stochastic Modeling in Two-Stage Stochastic Programs with Cost Uncertainty	2015-08-28	Paper
Distributionally Robust Stochastic Knapsack Problem	2014-12-12	Paper
Robust partitioning for stochastic multivehicle routing	2013-09-05	Paper
Percentile Optimization for Markov Decision Processes with Parameter Uncertainty	2011-11-24	Paper
Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems	2011-11-17	Paper
Automatic Single-Image 3d Reconstructions of Indoor Manhattan World Scenes	2010-06-02	Paper
Conformal Inverse Optimization	N/A	Paper

Research outcomes over time

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