Erick Delage

According to our database, Erick Delage authored at least 55 papers between 2005 and 2025.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2025

A survey of contextual optimization methods for decision-making under uncertainty.

Utsav Sadana, Abhilash Reddy Chenreddy, Erick Delage, Alexandre Forel, Emma Frejinger, Thibaut Vidal

Eur. J. Oper. Res., 2025

2024

Distributional Robustness and Inequity Mitigation in Disaster Preparedness of Humanitarian Operations.

Hongming Li, Erick Delage, Ning Zhu, Michael L. Pinedo, Shoufeng Ma

Manuf. Serv. Oper. Manag., January, 2024

Crowdkeeping in Last-Mile Delivery.

Xin Wang, Okan Arslan, Erick Delage

Transp. Sci., 2024

Technical Note - Risk-Averse Regret Minimization in Multistage Stochastic Programs.

Mehran Poursoltani, Erick Delage, Angelos Georghiou

Oper. Res., 2024

Data-Driven Optimization with Distributionally Robust Second Order Stochastic Dominance Constraints.

Chun Peng, Erick Delage

Oper. Res., 2024

A Column Generation Scheme for Distributionally Robust Multi-Item Newsvendor Problems.

Shanshan Wang, Erick Delage

INFORMS J. Comput., 2024

Q-learning for Quantile MDPs: A Decomposition, Performance, and Convergence Analysis.

Jia Lin Hau, Erick Delage, Esther Derman, Mohammad Ghavamzadeh, Marek Petrik

CoRR, 2024

Planning and Learning in Risk-Aware Restless Multi-Arm Bandit Problem.

Nima Akbarzadeh, Erick Delage, Yossiri Adulyasak

CoRR, 2024

Data-driven decision-making under uncertainty with entropic risk measure.

Utsav Sadana, Erick Delage, Angelos Georghiou

CoRR, 2024

End-to-end Conditional Robust Optimization.

Abhilash Reddy Chenreddy, Erick Delage

CoRR, 2024

Robust Data-driven Prescriptiveness Optimization.

Mehran Poursoltani, Erick Delage, Angelos Georghiou

Proceedings of the Forty-first International Conference on Machine Learning, 2024

2023

WaveCorr: Deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management.

Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li, Jeremie Desgagne-Bouchard, Carl Dussault

Oper. Res. Lett., November, 2023

A double-oracle, logic-based Benders decomposition approach to solve the K-adaptability problem.

Alireza Ghahtarani, Ahmed Saif, Alireza Ghasemi, Erick Delage

Comput. Oper. Res., July, 2023

The Value of Randomized Strategies in Distributionally Robust Risk-Averse Network Interdiction Problems.

Utsav Sadana, Erick Delage

INFORMS J. Comput., 2023

On Dynamic Program Decompositions of Static Risk Measures.

Jia Lin Hau, Erick Delage, Mohammad Ghavamzadeh, Marek Petrik

CoRR, 2023

On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes.

Jia Lin Hau, Erick Delage, Mohammad Ghavamzadeh, Marek Petrik

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

2022

Shortfall Risk Models When Information on Loss Function Is Incomplete.

Erick Delage, Shaoyan Guo, Huifu Xu

Oper. Res., November, 2022

Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems.

Mehran Poursoltani, Erick Delage

Oper. Res., 2022

The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems.

Erick Delage, Ahmed Saif

INFORMS J. Comput., 2022

Affine decision rule approximation to address demand response uncertainty in smart Grids' capacity planning.

Sajad Aliakbari Sani, Olivier Bahn, Erick Delage

Eur. J. Oper. Res., 2022

Robust Integration of Electric Vehicles Charging Load in Smart Grid's Capacity Expansion Planning.

Sajad Aliakbari Sani, Olivier Bahn, Erick Delage, Rinel Foguen Tchuendom

Dyn. Games Appl., 2022

Data-Driven Conditional Robust Optimization.

Abhilash Reddy Chenreddy, Nymisha Bandi, Erick Delage

Proceedings of the Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, 2022

Risk-Aware Bid Optimization for Online Display Advertisement.

Rui Fan, Erick Delage

Proceedings of the 31st ACM International Conference on Information & Knowledge Management, 2022

2021

Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem.

Filipe Rodrigues, Agostinho Agra, Cristina Requejo, Erick Delage

INFORMS J. Comput., 2021

Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management.

Amir Ardestani-Jaafari, Erick Delage

INFORMS J. Comput., 2021

Data-driven distributionally robust capacitated facility location problem.

Ahmed Saif, Erick Delage

Eur. J. Oper. Res., 2021

WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management.

Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li, Jeremie Desgagne-Bouchard, Carl Dussault

CoRR, 2021

Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures.

Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li

CoRR, 2021

Deep Reinforcement Learning for Optimal Stopping with Application in Financial Engineering.

Abderrahim Fathan, Erick Delage

CoRR, 2021

2020

Adaptive Distributionally Robust Optimization for Electricity and Electrified Transportation Planning.

Ali Hajebrahimi, Innocent Kamwa, Erick Delage, Morad Mohamed Abdelmageed Abdelaziz

IEEE Trans. Smart Grid, 2020

Probabilistic Envelope Constrained Multiperiod Stochastic Emergency Medical Services Location Model and Decomposition Scheme.

Chun Peng, Erick Delage, Jinlin Li

Transp. Sci., 2020

Generalization bounds for regularized portfolio selection with market side information.

Thierry Bazier-Matte, Erick Delage

INFOR Inf. Syst. Oper. Res., 2020

The value of randomized strategies in distributionally robust risk averse network interdiction games.

Utsav Sadana, Erick Delage

CoRR, 2020

Distributionally Robust Local Non-parametric Conditional Estimation.

Viet Anh Nguyen, Fan Zhang, José H. Blanchet, Erick Delage, Yinyu Ye

Proceedings of the Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, 2020

2019

"Dice"-sion-Making Under Uncertainty: When Can a Random Decision Reduce Risk?

Erick Delage, Daniel Kuhn, Wolfram Wiesemann

Manag. Sci., 2019

2018

The Value of Flexibility in Robust Location-Transportation Problems.

Amir Ardestani-Jaafari, Erick Delage

Transp. Sci., 2018

Minimizing Risk Exposure When the Choice of a Risk Measure Is Ambiguous.

Erick Delage, Jonathan Yu-Meng Li

Manag. Sci., 2018

A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study.

Erick Delage, Luca Giovanni Gianoli, Brunilde Sansò

Oper. Res., 2018

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

Charles Gauvin, Erick Delage, Michel Gendreau

Eur. J. Oper. Res., 2018

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

Charles Gauvin, Erick Delage, Michel Gendreau

Comput. Manag. Sci., 2018

2017

Decision rule approximations for the risk averse reservoir management problem.

Charles Gauvin, Erick Delage, Michel Gendreau

Eur. J. Oper. Res., 2017

2016

Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems.

Amir Ardestani-Jaafari, Erick Delage

Oper. Res., 2016

Computational management science special issue on "Robust Optimization and Applications".

Erick Delage, Dan Andrei Iancu

Comput. Manag. Sci., 2016

2015

Decision Making Under Uncertainty When Preference Information Is Incomplete.

Benjamin Armbruster, Erick Delage

Manag. Sci., 2015

2014

Distributionally Robust Stochastic Knapsack Problem.

Jianqiang Cheng, Erick Delage, Abdel Lisser

SIAM J. Optim., 2014

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

Erick Delage, Sharon Arroyo, Yinyu Ye

Oper. Res., 2014

2013

Robust Partitioning for Stochastic Multivehicle Routing.

John Gunnar Carlsson, Erick Delage

Oper. Res., 2013

2011

A Unified Framework for Dynamic Prediction Market Design.

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

Oper. Res., 2011

2010

Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems.

Erick Delage, Yinyu Ye

Oper. Res., 2010

Percentile Optimization for Markov Decision Processes with Parameter Uncertainty.

Erick Delage, Shie Mannor

Oper. Res., 2010

2009

A unified framework for dynamic pari-mutuel information market design.

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

Proceedings of the Proceedings 10th ACM Conference on Electronic Commerce (EC-2009), 2009

Regret-based online ranking for a growing digital library.

Erick Delage

Proceedings of the 15th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, Paris, France, June 28, 2009

2007

Percentile optimization in uncertain Markov decision processes with application to efficient exploration.

Erick Delage, Shie Mannor

Proceedings of the Machine Learning, 2007

2006

A Dynamic Bayesian Network Model for Autonomous 3D Reconstruction from a Single Indoor Image.

Erick Delage, Honglak Lee, Andrew Y. Ng

Proceedings of the 2006 IEEE Computer Society Conference on Computer Vision and Pattern Recognition (CVPR 2006), 2006

2005

Automatic Single-Image 3d Reconstructions of Indoor Manhattan World Scenes.

Erick Delage, Honglak Lee, Andrew Y. Ng

Proceedings of the Robotics Research: Results of the 12th International Symposium, 2005