Erick Delage

70 papers A* 8A 5C 1Journal 55Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
Boosting CVaR Policy Optimization with Quantile Gradients.
CoRR
Yudong Luo, Erick Delage
2026 J jnl
Reward Redistribution for CVaR MDPs using a Bellman Operator on L-infinity.
CoRR
Aneri Muni, Vincent Taboga, Esther Derman, Pierre-Luc Bacon, Erick Delage
2025 J jnl
A survey of contextual optimization methods for decision-making under uncertainty.
Eur. J. Oper. Res.
Utsav Sadana, Abhilash Reddy Chenreddy, Erick Delage, Alexandre Forel, Emma Frejinger, Thibaut Vidal
2025 A conf
Fair Resource Allocation in Weakly Coupled Markov Decision Processes.
AISTATS
Xiaohui Tu, Yossiri Adulyasak, Nima Akbarzadeh, Erick Delage
2025 J jnl
Navigating Demand Uncertainty in Container Shipping: Deep Reinforcement Learning for Enabling Adaptive and Feasible Master Stowage Planning.
CoRR
Jaike van Twiller, Yossiri Adulyasak, Erick Delage, Djordje Grbic, Rune Møller Jensen
2025 J jnl
Planning and Learning in Average Risk-aware MDPs.
CoRR
Weikai Wang, Erick Delage
2025 A conf
Planning and Learning in Risk-Aware Restless Multi-Arm Bandits.
AISTATS
Nima Akbarzadeh, Yossiri Adulyasak, Erick Delage
2025 A conf
Q-learning for Quantile MDPs: A Decomposition, Performance, and Convergence Analysis.
AISTATS
Jia Lin Hau, Erick Delage, Esther Derman, Mohammad Ghavamzadeh, Marek Petrik
2025 J jnl
Robustifying Conditional Portfolio Decisions via Optimal Transport.
Oper. Res.
Viet Anh Nguyen, Fan Zhang, Shanshan Wang, Jose H. Blanchet, Erick Delage, Yinyu Ye
2024 J jnl
A Column Generation Scheme for Distributionally Robust Multi-Item Newsvendor Problems.
INFORMS J. Comput.
Shanshan Wang, Erick Delage
2024 A* conf
Conformal Inverse Optimization.
NeurIPS
Bo Lin, Erick Delage, Timothy C. Y. Chan
2024 J jnl
Crowdkeeping in Last-Mile Delivery.
Transp. Sci.
Xin Wang, Okan Arslan, Erick Delage
2024 J jnl
Data-Driven Optimization with Distributionally Robust Second Order Stochastic Dominance Constraints.
Oper. Res.
Chun Peng, Erick Delage
2024 J jnl
Data-driven decision-making under uncertainty with entropic risk measure.
CoRR
Utsav Sadana, Erick Delage, Angelos Georghiou
2024 J jnl
Distributional Robustness and Inequity Mitigation in Disaster Preparedness of Humanitarian Operations.
Manuf. Serv. Oper. Manag.
Hongming Li, Erick Delage, Ning Zhu, Michael L. Pinedo, Shoufeng Ma
2024 A conf
End-to-end Conditional Robust Optimization.
UAI
Abhilash Reddy Chenreddy, Erick Delage
2024 J jnl
End-to-end Conditional Robust Optimization.
CoRR
Abhilash Reddy Chenreddy, Erick Delage
2024 J jnl
Fair Resource Allocation in Weakly Coupled Markov Decision Processes.
CoRR
Xiaohui Tu, Yossiri Adulyasak, Nima Akbarzadeh, Erick Delage
2024 J jnl
Planning and Learning in Risk-Aware Restless Multi-Arm Bandit Problem.
CoRR
Nima Akbarzadeh, Erick Delage, Yossiri Adulyasak
2024 J jnl
Q-learning for Quantile MDPs: A Decomposition, Performance, and Convergence Analysis.
CoRR
Jia Lin Hau, Erick Delage, Esther Derman, Mohammad Ghavamzadeh, Marek Petrik
2024 A* conf
Robust Data-driven Prescriptiveness Optimization.
ICML
Mehran Poursoltani, Erick Delage, Angelos Georghiou
2024 J jnl
Technical Note - Risk-Averse Regret Minimization in Multistage Stochastic Programs.
Oper. Res.
Mehran Poursoltani, Erick Delage, Angelos Georghiou
2023 J jnl
A Survey of Contextual Optimization Methods for Decision Making under Uncertainty.
CoRR
Utsav Sadana, Abhilash Reddy Chenreddy, Erick Delage, Alexandre Forel, Emma Frejinger, Thibaut Vidal
2023 J jnl
A double-oracle, logic-based Benders decomposition approach to solve the K-adaptability problem.
Comput. Oper. Res.
Alireza Ghahtarani, Ahmed Saif, Alireza Ghasemi, Erick Delage
2023 J jnl
On Dynamic Program Decompositions of Static Risk Measures.
CoRR
Jia Lin Hau, Erick Delage, Mohammad Ghavamzadeh, Marek Petrik
2023 A* conf
On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes.
NeurIPS
Jia Lin Hau, Erick Delage, Mohammad Ghavamzadeh, Marek Petrik
2023 J jnl
Robust Data-driven Prescriptiveness Optimization.
CoRR
Mehran Poursoltani, Erick Delage, Angelos Georghiou
2023 J jnl
The Value of Randomized Strategies in Distributionally Robust Risk-Averse Network Interdiction Problems.
INFORMS J. Comput.
Utsav Sadana, Erick Delage
2023 J jnl
WaveCorr: Deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management.
Oper. Res. Lett.
Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li, Jeremie Desgagne-Bouchard, Carl Dussault
2022 J jnl
Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems.
Oper. Res.
Mehran Poursoltani, Erick Delage
2022 J jnl
Affine decision rule approximation to address demand response uncertainty in smart Grids' capacity planning.
Eur. J. Oper. Res.
Sajad Aliakbari Sani, Olivier Bahn, Erick Delage
2022 A* conf
Data-Driven Conditional Robust Optimization.
NeurIPS
Abhilash Reddy Chenreddy, Nymisha Bandi, Erick Delage
2022 A conf
Risk-Aware Bid Optimization for Online Display Advertisement.
CIKM
Rui Fan, Erick Delage
2022 J jnl
Risk-Aware Bid Optimization for Online Display Advertisement.
CoRR
Rui Fan, Erick Delage
2022 J jnl
Robust Integration of Electric Vehicles Charging Load in Smart Grid's Capacity Expansion Planning.
Dyn. Games Appl.
Sajad Aliakbari Sani, Olivier Bahn, Erick Delage, Rinel Foguen Tchuendom
2022 J jnl
Shortfall Risk Models When Information on Loss Function Is Incomplete.
Oper. Res.
Erick Delage, Shaoyan Guo, Huifu Xu
2022 J jnl
The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems.
INFORMS J. Comput.
Erick Delage, Ahmed Saif
2021 J jnl
Data-driven distributionally robust capacitated facility location problem.
Eur. J. Oper. Res.
Ahmed Saif, Erick Delage
2021 J jnl
Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures.
CoRR
Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li
2021 J jnl
Deep Reinforcement Learning for Optimal Stopping with Application in Financial Engineering.
CoRR
Abderrahim Fathan, Erick Delage
2021 J jnl
Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem.
INFORMS J. Comput.
Filipe Rodrigues, Agostinho Agra, Cristina Requejo, Erick Delage
2021 J jnl
Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management.
INFORMS J. Comput.
Amir Ardestani-Jaafari, Erick Delage
2021 J jnl
WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management.
CoRR
Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li, Jeremie Desgagne-Bouchard, Carl Dussault
2020 J jnl
Adaptive Distributionally Robust Optimization for Electricity and Electrified Transportation Planning.
IEEE Trans. Smart Grid
Ali Hajebrahimi, Innocent Kamwa, Erick Delage, Morad Mohamed Abdelmageed Abdelaziz
2020 A* conf
Distributionally Robust Local Non-parametric Conditional Estimation.
NeurIPS
Viet Anh Nguyen, Fan Zhang, José H. Blanchet, Erick Delage, Yinyu Ye
2020 J jnl
Distributionally Robust Local Non-parametric Conditional Estimation.
CoRR
Viet Anh Nguyen, Fan Zhang, José H. Blanchet, Erick Delage, Yinyu Ye
2020 J jnl
Generalization bounds for regularized portfolio selection with market side information.
INFOR Inf. Syst. Oper. Res.
Thierry Bazier-Matte, Erick Delage
2020 J jnl
Probabilistic Envelope Constrained Multiperiod Stochastic Emergency Medical Services Location Model and Decomposition Scheme.
Transp. Sci.
Chun Peng, Erick Delage, Jinlin Li
2020 J jnl
The value of randomized strategies in distributionally robust risk averse network interdiction games.
CoRR
Utsav Sadana, Erick Delage
2019 J jnl
"Dice"-sion-Making Under Uncertainty: When Can a Random Decision Reduce Risk?
Manag. Sci.
Erick Delage, Daniel Kuhn, Wolfram Wiesemann
2018 J jnl
A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study.
Oper. Res.
Erick Delage, Luca Giovanni Gianoli, Brunilde Sansò
2018 J jnl
A stochastic program with time series and affine decision rules for the reservoir management problem.
Eur. J. Oper. Res.
Charles Gauvin, Erick Delage, Michel Gendreau
2018 J jnl
A successive linear programming algorithm with non-linear time series for the reservoir management problem.
Comput. Manag. Sci.
Charles Gauvin, Erick Delage, Michel Gendreau
2018 J jnl
Minimizing Risk Exposure When the Choice of a Risk Measure Is Ambiguous.
Manag. Sci.
Erick Delage, Jonathan Yu-Meng Li
2018 J jnl
The Value of Flexibility in Robust Location-Transportation Problems.
Transp. Sci.
Amir Ardestani-Jaafari, Erick Delage
2017 J jnl
Decision rule approximations for the risk averse reservoir management problem.
Eur. J. Oper. Res.
Charles Gauvin, Erick Delage, Michel Gendreau
2016 J jnl
Computational management science special issue on "Robust Optimization and Applications".
Comput. Manag. Sci.
Erick Delage, Dan Andrei Iancu
2016 J jnl
Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems.
Oper. Res.
Amir Ardestani-Jaafari, Erick Delage
2015 J jnl
Decision Making Under Uncertainty When Preference Information Is Incomplete.
Manag. Sci.
Benjamin Armbruster, Erick Delage
2014 J jnl
Distributionally Robust Stochastic Knapsack Problem.
SIAM J. Optim.
Jianqiang Cheng, Erick Delage, Abdel Lisser
2014 J jnl
The Value of Stochastic Modeling in Two-Stage Stochastic Programs with Cost Uncertainty.
Oper. Res.
Erick Delage, Sharon Arroyo, Yinyu Ye
2013 J jnl
Robust Partitioning for Stochastic Multivehicle Routing.
Oper. Res.
John Gunnar Carlsson, Erick Delage
2011 J jnl
A Unified Framework for Dynamic Prediction Market Design.
Oper. Res.
Shipra Agrawal, Erick Delage, Mark Peters, Zizhuo Wang, Yinyu Ye
2010 J jnl
Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems.
Oper. Res.
Erick Delage, Yinyu Ye
2010 J jnl
Percentile Optimization for Markov Decision Processes with Parameter Uncertainty.
Oper. Res.
Erick Delage, Shie Mannor
2009 A* conf
A unified framework for dynamic pari-mutuel information market design.
EC
Shipra Agrawal, Erick Delage, Mark Peters, Zizhuo Wang, Yinyu Ye
2009 A* conf
Regret-based online ranking for a growing digital library.
KDD
Erick Delage
2007 A* conf
Percentile optimization in uncertain Markov decision processes with application to efficient exploration.
ICML
Erick Delage, Shie Mannor
2006 — conf
A Dynamic Bayesian Network Model for Autonomous 3D Reconstruction from a Single Indoor Image.
CVPR (2)
Erick Delage, Honglak Lee, Andrew Y. Ng
2005 C conf
Automatic Single-Image 3d Reconstructions of Indoor Manhattan World Scenes.
ISRR
Erick Delage, Honglak Lee, Andrew Y. Ng