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A survey of contextual optimization methods for decision-making under uncertainty
Sadana, Utsav; Chenreddy, Abhilash; Delage, Erick; … - In: European journal of operational research : EJOR 320 (2025) 2, pp. 271-289
Persistent link: https://www.econbiz.de/10015085172
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Data-driven conditional robust optimization
Chenreddy, Abhilash; Bandi, Nymisha; Delage, Erick - 2022
Persistent link: https://www.econbiz.de/10013411726
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The value of randomized strategies in distributionally robust risk-averse network interdiction problems
Sadana, Utsav; Delage, Erick - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 1, pp. 216-232
Persistent link: https://www.econbiz.de/10014327403
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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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Decision making under uncertainty when preference information is incomplete
Armbruster, Benjamin; Delage, Erick - In: Management science : journal of the Institute for … 61 (2015) 1, pp. 111-128
Persistent link: https://www.econbiz.de/10010496061
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WaveCorr : deep reinforcement learning with permutation invariant policy networks for portfolio management
Marzban, Saeed; Delage, Erick; Li, Jonathan Yumeng; … - 2021
Persistent link: https://www.econbiz.de/10013166337
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Data-driven optimization with distributionally robust secondorder stochastic dominance constraints
Peng, Chun; Delage, Erick - 2021
Persistent link: https://www.econbiz.de/10012939420
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Risk-averse regret minimization in multi-stage stochastic programs
Poursoltani, Mehran; Delage, Erick; Georghiou, Angelos - 2021
Persistent link: https://www.econbiz.de/10012939439
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Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng - In: Quantitative finance 22 (2022) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10012872521