Erick Delage

This publication selection covers the last five years.

Journal articles (24)

NGUYEN, Viet Anh, ZHANG, Fan, WANG, Shanshan, BLANCHET, José, DELAGE, Erick, YE, Yinyu ; « Robustifying Conditional Portfolio Decisions via Optimal Transport »,  Operations Research,vol. 73, no 5,  2025, p. 2801-2829 .

SADANA, Utsav, CHENREDDY, Abhilash, DELAGE, Erick, FOREL, Alexandre, FREJINGER, Emma, VIDAL, Thibaut ; « A survey of contextual optimization methods for decision-making under uncertainty »,  European Journal of Operational Research,vol. 320, no 2,  2025, p. 271-289 .

WANG, Xin, ARSLAN, Okan, DELAGE, Erick ; « Crowdkeeping in Last-Mile Delivery »,  Transportation Science,vol. 58, no 2,  2024, p. 474-498 .

LI, Hongming, DELAGE, Erick, ZHU, Ning, PINEDO, Michael, MA, Shoufeng ; « Distributional Robustness and Inequity Mitigation in Disaster Preparedness of Humanitarian Operations »,  Manufacturing & Service Operations Management,vol. 26, no 1,  2024, p. 197-214 .

PENG, Chun, DELAGE, Erick ; « Data-Driven Optimization with Distributionally Robust Second Order Stochastic Dominance Constraints »,  Operations Research,vol. 72, no 3,  2024, p. 1298-1316 .

POURSOLTANI, Mehran, DELAGE, Erick, GEORGHIOU, Angelos ; « Technical Note - Risk-Averse Regret Minimization in Multistage Stochastic Programs »,  Operations Research,vol. 72, no 4,  2024, p. 1727-1738 .

WANG, Shanshan, DELAGE, Erick ; « A Column Generation Scheme for Distributionally Robust Multi-Item Newsvendor Problems »,  INFORMS Journal on Computing,vol. 36, no 3,  2024, p. 849-867 .

MARZBAN, Saeed, DELAGE, Erick, YU-MENG LI, Jonathan ; « Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures »,  Quantitative Finance,vol. 23, no 10,  2023, p. 1411-1430 .

MARZBAN, Saeed, DELAGE, Erick, YU-MENG LI, Jonathan, DESGAGNE-BOUCHARD, Jeremie, DUSSAULT, Carl ; « WaveCorr: Deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management »,  Operations Research Letters,vol. 51, no 6,  2023, p. 680-686 .

SADANA, Utsav, DELAGE, Erick ; « The Value of Randomized Strategies in Distributionally Robust Risk-Averse Network Interdiction Problems »,  INFORMS Journal on Computing,vol. 35, no 1,  2023, p. 216-232 .

GHAHTARANI, Alireza, SAIF, Ahmed, GHASEMI, Alireza, DELAGE, Erick ; « A double-oracle, logic-based Benders decomposition approach to solve the K-adaptability problem »,  Computers & Operations Research,vol. 155,  2023, p. 1-12 .

MARZBAN, Saeed, DELAGE, Erick, YU-MENG LI, Jonathan ; « Equal risk pricing and hedging of financial derivatives with convex risk measures »,  Quantitative Finance,vol. 22, no 1,  2022, p. 47-73 .

DELAGE, Erick, GUO, Shaoyan, XU, Huifu ; « Shortfall Risk Models When Information on Loss Function Is Incomplete »,  Operations Research,vol. 70, no 6,  2022, p. 3511-3518 .

ALIAKBARI SANI, Sajad, BAHN, Olivier, DELAGE, Erick, FOGUEN TCHUENDOM, Rinel ; « Robust Integration of Electric Vehicles Charging Load in Smart Grid’s Capacity Expansion Planning »,  Dynamic Games and Applications,vol. 12, no 3,  2022, p. 1010-1041 .

DELAGE, Erick, SAIF, Ahmed ; « The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems »,  INFORMS Journal on Computing,vol. 34, no 1,  2022, p. 333-353 .

ALIAKBARI SANI, Sajad, MAROUFMASHAT, Azadeh, BABONNEAU, Frédéric, BAHN, Olivier, DELAGE, Erick, HAURIE, Alain, MOUSSEAU, Normand, VAILLANCOURT, Kathleen ; « Energy Transition Pathways for Deep Decarbonization of the Greater Montreal Region: An Energy Optimization Framework  »,  Energies,vol. 15, no 10,  2022, p. 1-18 .

POURSOLTANI, Mehran, DELAGE, Erick ; « Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems »,  Operations Research,vol. 70, no 5,  2022, p. 2906-2930 .

ALIAKBARI SANI, Sajad, BAHN, Olivier, DELAGE, Erick ; « Affine decision rule approximation to address demand response uncertainty in smart Grids’ capacity planning »,  European Journal of Operational Research,vol. 303, no 1,  2022, p. 438-455 .

RODRIGUES, Filipe, AGRA, Agostinho, REQUEJO, Cristina, DELAGE, Erick ; « Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem »,  INFORMS Journal on Computing,vol. 33, no 2,  2021, p. 685-705 .

SAIF, Ahmed, DELAGE, Erick ; « Data-driven distributionally robust capacitated facility location problem »,  European Journal of Operational Research,vol. 291, no 3,  2021, p. 995-1007 .

ARDESTANI JAAFARI, Amir, DELAGE, Erick ; « Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management »,  INFORMS Journal on Computing,vol. 33, no 3,  2021, p. 1138-1161 .

NICOLAS, Claire, TCHUNG-MING, Stéphane, BAHN, Olivier, DELAGE, Erick ; « Robust Enough? Exploring Temperature-Constrained Energy Transition Pathways under Climate Uncertainty »,  Energies,vol. 14, no 24,  2021, p. 1-31 .

HAJEBRAHIMI, Ali, KAMWA, Innocent, DELAGE, Erick, ABDELAZIZ, Morad ; « Adaptive Distributionally Robust Optimization for Electricity and Electrified Transportation Planning »,  IEEE Transactions on Smart Grid,vol. 11, no 5,  2020, p. 4278-4289 .

PENG, Chun, DELAGE, Erick, LI, Jinlin ; « Probabilistic Envelope Constrained Multiperiod Stochastic Emergency Medical Services Location Model and Decomposition Scheme »,  Transportation Science,vol. 54, no 6,  2020, p. 1471-1494 .

This selection of supervision activities covers the last five years.

Thesis direction – Doctorate in Administration (5)

Conditional Robust Optimization for Data-driven Decison-Making, by Abhilash Chenreddy

October 2025

In codirection with :  ARSLAN, Okan

Quantifying the Impacts of Innovative Business Models in LastMile Delivery, by Xin Wang

September 2025

Regret Minimization in Multistage Decision Problems, by Mehran Poursoltani

August 2023

In codirection with :  BAHN, Olivier

A Robust Integration of Demand Response into Smart Grid's Capacity Expansion Planning: Considering the Uncertainty of Electric Vehicle's Charging Behavior, by Sajad Aliakbari Sani

May 2022

Equal-risk pricing, hedging, and portfolio management using dynamic risk measures and deep reinforcement learning methods, by Saeed Marzban

March 2022

Thesis direction – Master of Science in Management (1)

Risk-Aware Bid Optimization for Online Display Advertisement, by Rui Fan

May 2022

Supervised project direction – Master of Science in Management (3)

Implantation d'un outil d'analyse de décision pour soutenir la gestion des opérations dans une équipe de télémarketing, by Jonathan Jean Paul

November 2022

Optimiser la gestion de campagnes marketing: l'allocation des volumes d'appels sortants au Centre d'Affaires en Ligne, by Philip Mathieu

May 2021

Outils de suivi et d'aide à la prise de décision pour la gestion de production, by Hassen Bouacida

March 2021