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Erick Delage

Associate Professor,  Department of Decision Sciences


Erick Delage

Contact information

HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7

Email: erick.delage@hec.ca
Phone: 514 340-7040
Secretary: 514 340-6472
Fax: 514 340-5634
Office: 4.809

Personal page

Education

  • B. S. (génie informatique), McGill University 
  • M. S. (génie électrique), Stanford University
  • Ph. D. (génie électrique), Stanford University

Expertise

  • Optimization under Uncertainty
  • Applications of Operations Research

This publication selection covers the last five years.


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Journal articles (13)


DELAGE, Erick et al.; « "Dice"-sion Making under Uncertainty: When Can a Random Decision Reduce Risk? », Management Science, 2019 (status : accepted).

GAUVIN, Charles, DELAGE, Erick, GENDREAU, Michel; « A stochastic program with time series and affine decision rules for the reservoir management problem », European Journal of Operational Research, vol. 267, no 2, 2018, p. 716-732.

ARDESTANI JAAFARI, Amir, DELAGE, Erick; « The Value of Flexibility in Robust Location–Transportation Problems », Transportation Science, vol. 52, no 1, 2018, p. 189-209.

GAUVIN, Charles, DELAGE, Erick, GENDREAU, Michel; « A successive linear programming algorithm with non-linear time series for the reservoir management problem », Computational Management Science, vol. 15, no 1, 2018, p. 55-86.

DELAGE, Erick, LI, Jonathan Yumeng; « Minimizing Risk Exposure When the Choice of a Risk Measure Is Ambiguous », Management Science, vol. 64, no 1, 2018, p. 327-344.

DELAGE, Erick, GIANOLI, Luca-Giovanni, SANSO, Brunilde; « A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study », Operations Research, vol. 66, no 2, 2018, p. 535-567.

DENAULT, Michel, DELAGE, Erick, SIMONATO, Jean-Guy; « Dynamic portfolio choice: a simulation-and-regression approach », Optimization and Engineering, vol. 18, no 2, 2017, p. 396-406.

GAUVIN, Charles, DELAGE, Erick, GENDREAU, Michel; « Decision rule approximations for the risk averse reservoir management problem », European Journal of Operational Research, vol. 261, no 1, 2017, p. 317-336.

ARDESTANI JAAFARI, Amir, DELAGE, Erick; « Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems », Operations Research, vol. 64, no 2, Mars-Avril 2016, p. 474-494.

ARMBRUSTER, Benjamin, DELAGE, Erick; « Decision Making Under Uncertainty When Preference Information Is Incomplete », Management Science, vol. 61, no 1, Janvier 2015, p. 111-128.

CHENG, Jianqiang, DELAGE, Erick, LISSER, Abdel; « DISTRIBUTIONALLY ROBUST STOCHASTIC KNAPSACK PROBLEM », SIAM Journal on Optimization, vol. 24, no 3, 2014, p. 1485-1506.

DELAGE, Erick, ARROYO, Sharon, YE, Yinyu; « The Value of Stochastic Modeling in Two-Stage Stochastic Programs with Cost Uncertainty », Operations Research, vol. 62, no 6, Novembre-décembre 2014, p. 1377-1393.

CARLSSON, John Gunnar, DELAGE, Erick; « Robust Partitioning for Stochastic Multivehicle Routing », Operations Research, vol. 61, no 3, Mai-juin 2013, p. 727-744.



This award and honor selection covers the last five years.


DELAGE, Erick
Prix Chenelière Éducation/Gaëtan Morin 2015, qui reconnaît l'excellence en ce qui a trait aux publications scientifiques et professionnelles d'un professeur agrégé, au cours des trois dernières années


This selection of supervision activities covers the last five years.

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Supervised project supervision – MSc in Management (1)

In codirection with : PERRON, Sylvain, CAPOROSSI, Gilles
Approximation de la frontière de Pareto avec un VNS pour un problème de localisation , by Antoine Baudouin
March 2017


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