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A double-oracle, logic-based Benders decomposition approach to solve the K-adaptability problem
Ghahtarani, Alireza; Saif, Ahmed; Ghasemi, Alireza; … - In: Computers & operations research : and their … 155 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014339028
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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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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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Special issue on "Robust optimization and applications"
Delage, Erick (ed.); Iancu, Dan A. (ed.) - 2016
Persistent link: https://www.econbiz.de/10011669251
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Decision rule approximations for the risk averse reservoir management problem
Gauvin, Charles; Delage, Erick; Gendreau, Michel - In: European journal of operational research : EJOR 261 (2017) 1, pp. 317-336
Persistent link: https://www.econbiz.de/10011765029
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A stochastic program with time series and affine decision rules for the reservoir management problem
Gauvin, Charles; Delage, Erick; Gendreau, Michel - In: European journal of operational research : EJOR 267 (2018) 2, pp. 716-732
Persistent link: https://www.econbiz.de/10011812732
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The value of flexibility in robust location-transportation problems
Ardestani-Jaafari, Amir; Delage, Erick - In: Transportation science : a journal of the Institute for … 52 (2018) 1, pp. 189-209
Persistent link: https://www.econbiz.de/10011818272
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Minimizing risk exposure when the choice of a risk measure is ambiguous
Delage, Erick; Li, Jonathan Yu-Meng - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 327-344
Persistent link: https://www.econbiz.de/10011819577
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Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng - 2022 - Revised: August 2022
Persistent link: https://www.econbiz.de/10013433493
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Linearized robust counterparts of two-wtage robust optimization problems with applications in operations management
Ardestani-Jaafari, Amir; Delage, Erick - In: INFORMS journal on computing : JOC 33 (2021) 3, pp. 1138-1161
Persistent link: https://www.econbiz.de/10012631660