hec.ca > Faculty

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 : 4.315

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 (25)

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.

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

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.

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.

POURSOLTANI, Mehran, DELAGE, Erick, GEORGHIOU, Angelos; « Risk-Averse Regret Minimization in Multistage Stochastic Programs », Operations Research, 2023 (status : online).

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.


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

This selection of supervision activities covers the last five years.

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Dissertation direction – PhD in Administration (3)
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Master's thesis direction – MSc in Management (2)
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Supervised project supervision – MSc in Management (5)
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

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