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Robust optimization of sums of piecewise linear functions with application to inventory problems
Ardestani-Jaafari, Amir; Delage, Erick - In: Operations research 64 (2016) 2, pp. 474-494
Persistent link: https://www.econbiz.de/10011485597
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The value of stochastic modeling in two-stage stochastic programs with cost uncertainty
Delage, Erick; Arroyo, Sharon; Ye, Yinyu - In: Operations research 62 (2014) 6, pp. 1377-1393
Persistent link: https://www.econbiz.de/10010471839
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A practicable robust counterpart formulation for decomposable functions : a network congestion case study
Delage, Erick; Gianoli, Luca G.; Sansò, Brunilde - In: Operations research 66 (2018) 2, pp. 535-567
Persistent link: https://www.econbiz.de/10011846011
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Adjustable robust optimization reformulations of two-stage worst-case regret minimization problems
Poursoltani, Mehran; Delage, Erick - In: Operations research 70 (2022) 5, pp. 2906-2930
Persistent link: https://www.econbiz.de/10014307141
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Technical note: risk-averse regret minimization in multistage stochastic programs
Poursoltani, Mehran; Delage, Erick; Georghiou, Angelos - In: Operations research 72 (2024) 4, pp. 1727-1738
Persistent link: https://www.econbiz.de/10015045703