Nov 2020 Affine decision rule approximation to immunize against demand response uncertainty in smart grids' capacity planning Sajad Aliakbarisani, Olivier Bahn, and Erick Delage G-2020-62
Oct 2020 Distributionally robust local non-parametric conditional estimation Viet Anh Nguyen, Fang Zhang, Jose H. Blanchet, Erick Delage, and Yinyue Ye G-2020-55
Sep 2020 Data-driven distributionally robust capacitated facility location problem Ahmed Saif and Erick Delage G-2020-49
Mar 2020 The value of randomized strategies in distributionally robust risk averse network interdiction games Utsav Sadana and Erick Delage G-2020-20
Feb 2020 Equal risk pricing and hedging of financial derivatives with convex risk measures Saeed Marzban, Erick Delage, and Jonathan Y. Li G-2020-02
Jul 2019 Adjustable robust optimization reformulations of two-stage worst-case regret minimization problems Mehran Poursoltani and Erick Delage G-2019-56
Apr 2019 Lagrangian duality for robust problems with decomposable functions: the case of a robust inventory problem Filipe Rodrigues, Agostinho Agra, Cristina Requejo, and Erick Delage G-2019-24
Oct 2018 Generalization bounds for regularized portfolio selection with market side information Thierry Bazier-Matte and Erick Delage G-2018-77
Jul 2018 Dynamic emergency medical services network design: A novel probabilistic envelope constrained stochastic program and decomposition scheme Chun Peng, Erick Delage, and Jinlin Li G-2018-57
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