The following pages link to Erick Delage (Q723958):
Displaying 24 items.
- A stochastic program with time series and affine decision rules for the reservoir management problem (Q723959) (← links)
- Decision rule approximations for the risk averse reservoir management problem (Q1753579) (← links)
- A successive linear programming algorithm with non-linear time series for the reservoir management problem (Q1789638) (← links)
- Data-driven distributionally robust capacitated facility location problem (Q2030664) (← links)
- Robust integration of electric vehicles charging load in smart grid's capacity expansion planning (Q2172104) (← links)
- Dynamic portfolio choice: a simulation-and-regression approach (Q2402578) (← links)
- Affine decision rule approximation to address demand response uncertainty in smart grids' capacity planning (Q2673591) (← links)
- Robust Partitioning for Stochastic Multivehicle Routing (Q2846428) (← links)
- Distributionally Robust Stochastic Knapsack Problem (Q2934487) (← links)
- The Value of Stochastic Modeling in Two-Stage Stochastic Programs with Cost Uncertainty (Q2941431) (← links)
- Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (Q3098258) (← links)
- Percentile Optimization for Markov Decision Processes with Parameter Uncertainty (Q3100462) (← links)
- Automatic Single-Image 3d Reconstructions of Indoor Manhattan World Scenes (Q3564076) (← links)
- A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study (Q4969341) (← links)
- Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem (Q4995096) (← links)
- Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems (Q5058052) (← links)
- Shortfall Risk Models When Information on Loss Function Is Incomplete (Q5060520) (← links)
- Equal risk pricing and hedging of financial derivatives with convex risk measures (Q5068070) (← links)
- The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems (Q5084655) (← links)
- Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management (Q5085483) (← links)
- Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems (Q5740224) (← links)
- Generalization bounds for regularized portfolio selection with market side information (Q5882397) (← links)
- A double-oracle, logic-based Benders decomposition approach to solve the \(K\)-adaptability problem (Q6164623) (← links)
- The Value of Randomized Strategies in Distributionally Robust Risk-Averse Network Interdiction Problems (Q6202875) (← links)
