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Erick Delage

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: 4.850

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 (14)


DELAGE, Erick, KUHN, Daniel, WIESEMANN, Wolfram; « "Dice"-sion Making under Uncertainty: When Can a Random Decision Reduce Risk? », Management Science, 2019 (status : online).

BARBRY, Adrien, ANJOS, Miguel, DELAGE, Erick, SCHELL, Kristen R.; « Robust self-scheduling of a price-maker energy storage facility in the New York electricity market », Energy Economics, vol. 78, 2019, p. 629-646.

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.

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.

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.

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, 2016, p. 474-494.

ARMBRUSTER, Benjamin, DELAGE, Erick; « Decision Making Under Uncertainty When Preference Information Is Incomplete », Management Science, vol. 61, no 1, 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, 2014, p. 1377-1393.

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



This award and honor selection covers the last five years.


DELAGE, Erick
Prix de recherche Chenelière Éducation/Gaëtan Morin 2015, Ce prix souligne l'excellence en ce qui a trait aux publications scientifiques et professionnelles d'un professeur agrégé de HEC Montréal, au cours des trois dernières années., HEC Montréal, 2015


This selection of supervision activities covers the last five years.

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Supervised project supervision – MSc in Management (3)

Gestion des risques de délais dans la confection d'horaires de travaux à partir de données , by Margaux Flipo
May 2019

Modélisation et quantification des risques opérationnels pour l'allocation stratégique des ressources , by Aina Baudelle-Ratsimbazafy
March 2019

Approximation de la frontière de Pareto avec un VNS pour un problème de localisation , by Antoine Baudouin
March 2017

Fall 2018

6-615-09
Analyse de décision
6-615-18A
Decision Analysis

Fall 2017

6-615-09
Analyse de décision
80-624-16A
Quatitative Risk Management Using Robust Optimization

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