Cahiers : GERAD

Jun 2018

The value of randomized solutions in mixed-integer distributionally robust optimization problems

Erick Delage and Ahmed Saif

G-2018-45

May 2018

Robust self-scheduling of a price-maker energy storage facility in the New York electricity market

Adrien Barbry, Miguel F. Anjos, and Erick Delage

G-2018-33

Nov 2017

Shortfall risk models when information of loss function is incomplete

Erick Delage, Shaoyan Guo, and Huifu Xu

G-2017-104

Mar 2017

A successive linear programming algorithm with non-linear time series for the reservoir management problem

Charles Gauvin, Erick Delage, and Michel Gendreau

G-2017-13

Nov 2016

Robust energy transition pathways for global warming targets

Claire Nicolas, Stéphane Tchung-Ming, Olivier Bahn, and Erick Delage

G-2016-116

Sep 2016

Linearized robust counterparts of two-stage robust optimization problems with applications in operations management

Amir Ardestani Jaafari and Erick Delage

G-2016-69

Aug 2016

"Dice"-sion making under uncertainty: When can a random decision reduce risk?

Erick Delage, Daniel Kuhn, and Wolfram Wiesemann

G-2016-64

Apr 2016

A stochastic program with time series and affine decision rules for the reservoir management problem

Charles Gauvin, Erick Delage, and Michel Gendreau

G-2016-24

Dec 2015

A robust optimization model for the risk averse reservoir management problem

Charles Gauvin, Erick Delage, and Michel Gendreau

G-2015-131

Mar 2015

A practicable robust counterpart formulation for decomposable functions: A network congestion case study

Erick Delage, Luca G. Gianoli, and Brunilde Sansò

G-2015-27

Mar 2015

Robust optimization of sums of piecewise linear functions with application to inventory problems

Amir Ardestani Jaafari and Erick Delage

G-2015-19

Jan 2015

Minimizing risk exposure when the choice of a risk measure is ambiguous

Erick Delage and Jonathan Y. Li

G-2015-05

Nov 2014

The value of flexibility in robust location-transportation problem

Amir Ardestani Jaafari and Erick Delage

G-2014-83

Jun 2014

A simulation-and-regression approach for dynamic programming, and its application to portfolio choice

Erick Delage, Michel Denault, and Jean-Guy Simonato

G-2014-42

Feb 2012

The Value of Stochastic Modeling in Two-Stage Stochastic Programs with Cost Uncertainty

Erick Delage, Sharon Arroyo, and Yinyu Ye

G-2012-05

Feb 2012

Robust Partitioning for Stochastic Multi-Vehicle Routing

John Gunnar Carlsson and Erick Delage

G-2012-04

Cahiers du GERAD

Erick Delage

Annual Reports