Working papers

Ardestani-Jaafari, A., E. Delage. Robust Optimization of a Class of Bi-Convex Functions with Application to Inventory Problems. Working draft.

Ardestani-Jaafari, A., E. Delage. The Value of Flexibility in Robust Location-Transportation Problem. Working draft.

Delage, M. Denault, J.-G. Simonato. A simulation-and-regression approach for dynamic programming, and its application to portfolio choice. Working draft.

 

Published papers

Armbruster, B., E. Delage. Decision Making under Uncertainty when Preference Information is Incomplete. Management Science, 61(1), pp. 111-128.

Delage, E., Y. Ye, S. Arroyo. The Value of Stochastic Modeling in Two-Stage Stochastic Programs with Cost Uncertainty. Operations Research, 62(6), pp. 1377-1393.

Cheng, J., E. Delage, A. Lisser. Distributionally Robust Stochastic Knapsack Problem. SIAM Journal on Optimization, Vol. 24, No. 3, pp. 1485-1506, 2014.

Ardestani-Jaafari, E. Delage. Affinely Adjustable Robust Location Transportation Problem. Proceedings of the 2014 Industrial and Systems Engineering Research Conference.

Carlsson, J. G., E. Delage. 2013. Robust Partitioning for Stochastic Multi-Vehicle Routing. Operations Research. 61(3): 727-744.

Agrawal, S., E. Delage, M. Peters, Z. Wang, Y. Ye. 2011. A Unified Framework for Dynamic Prediction Market Design. Operations Research. 59(3): 550-568.

Delage, E., Y. Ye. 2010. Distributionally Robust Optimization under Moment Uncertainty with Application to Data-Driven Problems. Operations Research. 58(3): 596-612.

Delage, E., S. Mannor. 2010. Percentile Optimization for MDP with Parameter Uncertainty. Operations Research. 58(1): 203-213.

Delage, E. 2009. Regret-based Online Ranking for a Growing Digital Library. Proceedings of the 15th ACM SIGKDD Conference on Knowledge Discovery and Data Mining. 229-238.