Erick H. Delage, Ph.D.

Affiliations: 
2009 Stanford University, Palo Alto, CA 
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"Erick Delage"

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Yinyu Ye grad student 2009 Stanford
 (Distributionally robust optimization in context of data-driven problems.)
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Publications

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Hajebrahimi A, Kamwa I, Delage E, et al. (2020) Adaptive Distributionally Robust Optimization for Electricity and Electrified Transportation Planning Ieee Transactions On Smart Grid. 11: 4278-4289
Bazier-Matte T, Delage E. (2020) Generalization bounds for regularized portfolio selection with market side information Infor. 58: 374-401
Delage E, Kuhn D, Wiesemann W. (2019) “Dice”-sion–Making Under Uncertainty: When Can a Random Decision Reduce Risk? Management Science. 65: 3282-3301
Barbry A, Anjos MF, Delage E, et al. (2019) Robust self-scheduling of a price-maker energy storage facility in the New York electricity market Energy Economics. 78: 629-646
Delage E, Gianoli LG, Sansò B. (2018) A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study Operations Research. 66: 535-567
Gauvin C, Delage E, Gendreau M. (2018) A stochastic program with time series and affine decision rules for the reservoir management problem European Journal of Operational Research. 267: 716-732
Ardestani-Jaafari A, Delage E. (2017) The Value of Flexibility in Robust Location–Transportation Problems Transportation Science. 52: 189-209
Delage E, Li JY. (2017) Minimizing Risk Exposure When the Choice of a Risk Measure Is Ambiguous Management Science. 64: 327-344
Gauvin C, Delage E, Gendreau M. (2017) Decision rule approximations for the risk averse reservoir management problem European Journal of Operational Research. 261: 317-336
Denault M, Delage E, Simonato J. (2017) Dynamic portfolio choice: a simulation-and-regression approach Optimization and Engineering. 18: 369-406
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