Erick Delage : Publications : GERAD

juin 2018

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

Charles Gauvin, Erick Delage et Michel Gendreau

European Journal of Operational Research, 267(2), 716–732, 2018 référence BibTeX

avr. 2018

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

Erick Delage, Daniel Kuhn et Wolfram Wiesemann

À paraître dans : Management Science, 2018 référence BibTeX

fév. 2018

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

Erick Delage, Luca G. Gianoli et Brunilde Sansò

Operations Research, 66(2), 535–567, 2018 référence BibTeX

jan. 2018

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

Erick Delage et Jonathan Y. Li

Management Science, 64(1), 327–344, 2018 référence BibTeX

jan. 2018

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

Charles Gauvin, Erick Delage et Michel Gendreau

Computational Management Science, 15(1), 55–86, 2018 référence BibTeX

août 2017

Decision rule approximations for the risk averse reservoir management problem

Charles Gauvin, Erick Delage et Michel Gendreau

European Journal of Operational Research, 261(1), 317–336, 2017 référence BibTeX

juin 2017

Dynamic portfolio choice: A simulation-and-regression approach

Michel Denault, Erick Delage et Jean-Guy Simonato

Optimization and Engineering, 18(2), 369–406, 2017 référence BibTeX

avr. 2016

The value of flexibility in robust location-transportation problem

Amir Ardestani Jaafari et Erick Delage

Transportation Science, 52(1), 189–209, 2016 référence BibTeX

mars 2016

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

Amir Ardestani Jaafari et Erick Delage

Operations Research, 64(2), 474–494, 2016 référence BibTeX

oct. 2015

Robust multistage decision making

Erick Delage et Dan A. Iancu

Tutorials in Operations Research, 20–46, 2015 référence BibTeX

jan. 2015

Decision making under uncertainty when preference information is incomplete

Benjamin Armbruster et Erick Delage

Management Science, 61(1), 111–128, 2015 référence BibTeX

oct. 2014

The value of stochastic modeling in two-stage stochastic programs with cost uncertainty

Erick Delage, Sharon Arroyo et Yinyu Ye

Operations Research, 62(6), 1377–1393, 2014 référence BibTeX

sept. 2014

Distributionally robust stochastic knapsack problem

Jianqiang Cheng, Erick Delage et Abdel Lisser

SIAM Journal on Optimization, 24(3), 1485–1506, 2014 référence BibTeX

juin 2013

Robust partitioning for stochastic multi-vehicle routing

John Gunnar Carlsson et Erick Delage

Operations Research, 61(3), 727–744, 2013 référence BibTeX

juin 2011

A unified framework for dynamic prediction market design

Shipra Agrawal, Erick Delage, Mark Peters, Zizhuo Wang et Yinyu Ye

Operations Research, 59(3), 550–568, 2011 référence BibTeX

jan. 2010

Distributionally robust optimization under moment uncertainty with application to data-driven problems

Erick Delage et Yinyu Ye

Operations Research, 58(3), 596–612, 2010 référence BibTeX

jan. 2010

Percentile optimization for MDP with parameter uncertainty

Erick Delage et Shie Mannor

Operations Research, 58(1), 203–213, 2010 référence BibTeX

juin 2014

Affinely adjustable robust location transportation problem

Amir Ardestani Jaafari et Erick Delage

Proceedings of the 2014 Industrial and Systems Engineering Research Conference, 1505–1514, 2014 référence BibTeX

jan. 2009

Regret-based online ranking for a growing digital library

Erick Delage

ACM SIGKDD Conference on Knowledge Discovery and Data Mining 2009, 229–238, 2009 référence BibTeX

jan. 2009

A unified framework for dynamic pari-mutuel information market design

Shipra Agrawal, Erick Delage, Mark Peters, Zizhuo Wang et Yinyu Ye

10th ACM Electronic Commerce Conference, 255–264, 2009 référence BibTeX

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Erick Delage

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