MS1 en-us
MS2 Professor (m)
MS3 Professor (m)
MS4 Professor
MS2 Professor (m)
MS3 Professor (m)
MS4 Professor
Erick Delage
Professor, Department of Decision Sciences
Contact information
HEC Montréal3000, 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 : 4.315
Personal page
Other title(s)
- Holder of the Canada Research Chair in Decision Making Under Uncertainty
- Member, Group for Research in Decision Analysis (GERAD)
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 (25)
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.
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.
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.
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.
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.
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.
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.
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, 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.
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.
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.
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.
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.
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.
BAZIER-MATTE, Thierry, DELAGE, Erick;
« Generalization bounds for regularized portfolio selection with market side information »,
INFOR: Information Systems and Operational Research, vol. 58, no 2, 2020, p. 374-401.
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.
DELAGE, Erick, KUHN, Daniel, WIESEMANN, Wolfram;
« “Dice”-sion–Making Under Uncertainty: When Can a Random Decision Reduce Risk? »,
Management Science, vol. 65, no 7, 2019, p. 3282-3301.
This award and honor selection covers the last five years.
DELAGE, Erick
Nommé membre, Collège de nouveaux chercheurs et créateurs en art et en science, Société royale du Canada, 2020
Nommé membre, Collège de nouveaux chercheurs et créateurs en art et en science, Société royale du Canada, 2020
This selection of supervision activities covers the last five years.
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Dissertation direction – PhD in Administration (3)
Regret Minimization in Multistage Decision Problems, by Mehran Poursoltani
August 2023
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
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
March 2022
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Master's thesis direction – MSc in Management (2)
Risk-Aware Bid Optimization for Online Display Advertisement, by Rui Fan
May 2022
May 2022
Techniques de simulation pour la recherche sur le perfectionnement de la méthode AHP, by Robin Rivest
November 2019
November 2019
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Supervised project supervision – MSc 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
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
May 2021
Outils de suivi et d'aide à la prise de décision pour la gestion de production , by Hassen Bouacida
March 2021
March 2021
Fall 2024
MATH 60615