Search Results

Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management,
Amir Ardestani-Jaafari and Erick Delage, in INFORMS Journal on Computing (2021)
Keywords: two-stage adjustable robust optimization, affinely adjustable robust counterpart, linear programming relaxation, bilinear programming

“Dice”-sion–Making Under Uncertainty: When Can a Random Decision Reduce Risk?,
Erick Delage, Daniel Kuhn and Wolfram Wiesemann, in Management Science (2019)
Keywords: stochastic programming; risk measures; distributionally robust optimization; ambiguity aversion; randomized decisions

Robust Partitioning for Stochastic Multivehicle Routing,
John Gunnar Carlsson and Erick Delage, in Operations Research (2013)
Keywords: programming, infinite dimensional, transportation, vehicle routing

The Value of Stochastic Modeling in Two-Stage Stochastic Programs with Cost Uncertainty,
Erick Delage, Sharon Arroyo and Yinyu Ye, in Operations Research (2014)
Keywords: robust optimization, value of stochastic solution, mean value problem, regret minimization, fleet mix optimization, programming, stochastic, inventory, uncertainty

Shortfall Risk Models When Information on Loss Function Is Incomplete,
Erick Delage, Shaoyan Guo and Huifu Xu, in Operations Research (2022)
Keywords: Optimization, preference robust optimization, utility-based shortfall risk measure, preference elicitation, linear programming, tractability

Decision rule approximations for the risk averse reservoir management problem,
Charles Gauvin, Erick Delage and Michel Gendreau, in European Journal of Operational Research (2017)
Keywords: Stochastic programming; Robust optimization; Risk analysis; OR in energy;

A stochastic program with time series and affine decision rules for the reservoir management problem,
Charles Gauvin, Erick Delage and Michel Gendreau, in European Journal of Operational Research (2018)
Keywords: Stochastic programming; Stochastic processes; Robust optimization; Forecasting; OR in energy;

Crowdkeeping in Last-Mile Delivery,
Xin Wang, Okan Arslan and Erick Delage, in Transportation Science (2024)
Keywords: last-mile delivery, crowdkeeping, bilevel program, pricing and routing, row generation

Minimizing Risk Exposure When the Choice of a Risk Measure Is Ambiguous,
Erick Delage and Jonathan Yu-Meng Li, in Management Science (2018)
Keywords: risk measure; robust optimization; conditional value at risk; preference ambiguity

Technical Note—Risk-Averse Regret Minimization in Multistage Stochastic Programs,
Mehran Poursoltani, Erick Delage and Angelos Georghiou, in Operations Research (2024)
Keywords: Optimization, regret minimization, risk measures, multistage stochastic programming, robust optimization

Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems,
Amir Ardestani-Jaafari and Erick Delage, in Operations Research (2016)
Keywords: robust optimization, piecewise linear, linear programming relaxation, semidefinite program, tractable approximations, newsvendor problem, inventory problem

A successive linear programming algorithm with non-linear time series for the reservoir management problem,
Charles Gauvin, Erick Delage and Michel Gendreau, in Computational Management Science (2018)
Keywords: Mathematical programming, Stochastic processes, Forecasting, Risk analysis

Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures,
Saeed Marzban, Erick Delage and Jonathan Yumeng Li, from arXiv.org (2020)

Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures,
Saeed Marzban, Erick Delage and Jonathan Yumeng Li, from arXiv.org (2021)

Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem,
Filipe Rodrigues, Agostinho Agra, Cristina Requejo and Erick Delage, in INFORMS Journal on Computing (2021)
Keywords: Lagrangian relaxation, robust optimization, lot sizing, demand uncertainty, affine approximation, budgeted uncertainty polytope

Affine decision rule approximation to address demand response uncertainty in smart Grids’ capacity planning,
Sajad Aliakbari Sani, Olivier Bahn and Erick Delage, in European Journal of Operational Research (2022)
Keywords: OR In energy; Multi-period adaptive robust optimization; Affine decision rule; Bottom-up energy model; Demand response;

Robust Energy Transition Pathways for Global Warming Targets,
Claire Nicolas, Stephane Tchung-Ming, Olivier Bahn and Erick Delage, from HAL (2016)

Equal risk pricing and hedging of financial derivatives with convex risk measures,
Saeed Marzban, Erick Delage and Jonathan Yu-Meng Li, in Quantitative Finance (2022)

Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures,
Saeed Marzban, Erick Delage and Jonathan Yu-Meng Li, in Quantitative Finance (2023)

Robust Enough? Exploring Temperature-Constrained Energy Transition Pathways under Climate Uncertainty,
Claire Nicolas, Stephane Tchung-Ming, Olivier Bahn and Erick Delage, in Energies (2021)
Keywords: robust optimization; climate change; climate modelling; uncertainty; decision-making under uncertainty

WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management,
Saeed Marzban, Erick Delage, Jonathan Yumeng Li, Jeremie Desgagne-Bouchard and Carl Dussault, from arXiv.org (2021)

A Unified Framework for Dynamic Pari-Mutuel Information Market Design,
Shipra Agrawal, Erick Delage, Mark Peters, Zizhuo Wang and Yinyu Ye, from arXiv.org (2009)

A Unified Framework for Dynamic Prediction Market Design,
Shipra Agrawal, Erick Delage, Mark Peters, Zizhuo Wang and Yinyu Ye, in Operations Research (2011)
Keywords: programming, convex, applications, games/group decisions, bidding/auctions, gambling, risk, decision analysis, risk, finance, asset pricing

Distributional Robustness and Inequity Mitigation in Disaster Preparedness of Humanitarian Operations,
Hongming Li, Erick Delage, Ning Zhu, Michael Pinedo and Shoufeng Ma, in Manufacturing & Service Operations Management (2024)
Keywords: disaster preparedness, shortage, equity, distributionally robust optimization

Robust self-scheduling of a price-maker energy storage facility in the New York electricity market,
Adrien Barbry, Miguel F. Anjos, Erick Delage and Kristen R. Schell, in Energy Economics (2019)
Keywords: Energy storage; Electricity market; Bidding strategy; Arbitrage; Quantile regression; Robust optimization;

Robustifying Conditional Portfolio Decisions via Optimal Transport,
Viet Anh Nguyen, Fan Zhang, Shanshan Wang, Jose Blanchet, Erick Delage and Yinyu Ye, from arXiv.org (2024)

A survey of contextual optimization methods for decision-making under uncertainty,
Utsav Sadana, Abhilash Chenreddy, Erick Delage, Alexandre Forel, Emma Frejinger and Thibaut Vidal, in European Journal of Operational Research (2025)
Keywords: Contextual optimization; Conditional stochastic programming; Task-based learning; Data-driven optimization; Policy optimization;

Robust Integration of Electric Vehicles Charging Load in Smart Grid’s Capacity Expansion Planning,
Sajad Aliakbari Sani, Olivier Bahn, Erick Delage and Rinel Foguen Tchuendom, in Dynamic Games and Applications (2022)
Keywords: Multi-period adjustable robust optimization, Mean field game, Demand response, Electric vehicles

Energy Transition Pathways for Deep Decarbonization of the Greater Montreal Region: An Energy Optimization Framework,
Sajad Aliakbari Sani, Azadeh Maroufmashat, Frédéric Babonneau, Olivier Bahn, Erick Delage, Alain Haurie, Normand Mousseau and Kathleen Vaillancourt, in Energies (2022)
Keywords: bottom–up energy model; cities; deep decarbonization; energy policy; ETEM

Choix du bétail laitier et coût de production,
Jacques Delage, in Économie rurale (1956)

Concurrence fiscale: un survol,
Benoit Delage, in L'Actualité Economique (1999)

Multivariate Empirical Mode Decomposition and Recurrence Quantification for the Multiscale, Spatiotemporal Analysis of Electricity Demand—A Case Study of Japan,
Rémi Delage and Toshihiko Nakata, in Energies (2022)
Keywords: energy systems; electricity demand; complex systems; time series; nonlinear analysis; empirical mode decomposition; recurrence plot

La fortune antillaise des Delahaye-Lebouis (fin XVIIIe - début XIXe siècles),
Erick Noël, in Histoire, économie & société (1997)

Économie solidaire, lien social et compétence des salariés,
Erick Roussel, in Timisoara Journal of Economics (2008)

La economía y la política económica algunas tendencias recientes,
Erick Roll, in El Trimestre Económico (1992)

Correction/Clarification about FDA Review Documents,
Erick Turner, in PLOS Medicine (2005)

Executive Summary of Business Plan,
Erick Wibisono, from Center for Open Science (2022)

Persiapan Menghadapi Resesi dari Perspektif Business Plan,
Erick Wibisono, from Center for Open Science (2022)

Solving the Incomplete Markets Model With Aggregate Uncertainty: The Method of Mixtures,
Erick Sager, from Bureau of Labor Statistics (2016)

De los mecanismos de participación ciudadana a la consolidación del gobierno abierto,
Erick Navarro, from Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL) (2021)

International tourism receipts and economic growth in Kenya 1980 -2013,
Erick Akama, from University Library of Munich, Germany (2016)
Keywords: International Tourism Receipts, Economic growth

Predicción del mercado de TES en el corto plazo,
Erick Translateur, from Quantil (2018)
Keywords: Eficiencia de MercadosTES, Algoritmo de TradingMinería de Datos

Dynamic Fiscal Policy with Regime-Duration Uncertainty: The Tax-Cut Case,
Erick Elder, in Journal of Macroeconomics (1999)

Suburban Transit in Mexico City,
Erick Guerra, from University of California Transportation Center (2015)
Keywords: Architecture, Arts and Humanities, Engineering

HIV Testing and Risky Sexual Behaviour,
Erick Gong, in Economic Journal (2015)

The folklore of the freeway: race and revolt in the modernist city,
Erick Guerra, in Planning Perspectives (2016)

The geography of car ownership in Mexico City: a joint model of households’ residential location and car ownership decisions,
Erick Guerra, in Journal of Transport Geography (2015)
Keywords: Global urbanization; Mexico City; Suburbanization; Car ownership; Residential location;

The Linder hypothesis during the globalization era,
Erick Kitenge, in Economics Letters (2021)
Keywords: Globalization; Linder hypothesis; Gravity model;

Weathering the Next Recession: How Prepared Are the 50 States?,
Erick Elder, in Annals of Computational Economics (2016)

Determinants of entries into and exits from the US farming sector,
Erick Kitenge, in The Quarterly Review of Economics and Finance (2022)
Keywords: Entries and exits; Farming sector; United States;

Investment effects of departures from governmental present-value budget balance,
Erick Elder, in Applied Economics (1999)

Effects of food and agricultural imports on domestic factors in the U.S. agricultural sector: a translog cost function framework,
Erick Kitenge, in Applied Economics Letters (2016)

Registered author: Erick Treviño

Monitoring dates of maximal risk,
Erick Treviño, from arXiv.org (2009)

T-Systems and the lower Snell envelope,
Erick Treviño, from arXiv.org (2009)

Introduction,
Erick Duchesne, in The World Economy (2006)

Effects of Tax Incentives and Subsidies on Economic Growth in Developing Economies,
Okoth Erick, in International Journal of Research and Innovation in Social Science (2023)

Registered author: Erick Cespedes

COINTEGRATION AND WAVELETS: AN EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN MONEY AND OUTPUT IN PERU,
Erick Lahura, from Econometric Society (2004)
Keywords: wavelets, timescale, money, output, cointegration, hidden cointegration,

La relación dinero-producto, brecha del producto e inflación subyacente: algunas aplicaciones de las funciones Wavelets,
Erick Lahura, in Revista Estudios Económicos (2004)

El efecto traspaso de la tasa de interés y la política monetaria en el Perú: 1995-2004,
Erick Lahura, in Revista Estudios Económicos (2006)

Sistema financiero, informalidad y evasión tributaria en Perú,
Erick Lahura, in Revista Estudios Económicos (2016)

El efecto traspaso de la tasa de interés de política monetaria en Perú: evidencia reciente,
Erick Lahura, in Revista Estudios Económicos (2017)

Sistema financiero, informalidad y evasión tributaria en el Perú,
Erick Lahura, in Revista Moneda (2017)

El efecto traspaso de la tasa de interés de Política Monetaria: 2010-2017,
Erick Lahura, in Revista Moneda (2017)

Midiendo los efectos de la política monetaria a través de las expectativas de mercado,
Erick Lahura, in Revista Estudios Económicos (2012)

HIV Testing and Risky Sexual Behavior,
Erick Gong, from Middlebury College, Department of Economics (2011)
Keywords: HIV/AIDS; risk behavior; information; beliefs

Mexico City's suburban land use and transit connection: The effects of the Line B Metro expansion,
Erick Guerra, in Transport Policy (2014)
Keywords: Transit investments; Mexico City; Land use and transportation; Suburbs; Metro; Developing-world transit;

Addressing Systemic Issues in the WTO: Lessons from the Singapore Issues,
Erick Duchesne, from University of Western Ontario, Economic Policy Research Institute (2005)

Monetary Aggregates and Monetary Policy in Peru,
Erick Lahura, from Birkbeck Centre for Applied Macroeconomics (2017)
Keywords: Bayesian Model Averaging, cointegration, Granger causality, monetary aggregates, monetary policy, real-time data, strong exogeneity.

El efecto traspaso de la tasa de interés y la política monetaria en el Perú: 1995-2004,
Erick Lahura, from Departamento de Economía - Pontificia Universidad Católica del Perú (2005)

La relación dinero-producto, brecha del producto e inflación subyacente: una introducción a la teoría de wavelets y sus aplicaciones,
Erick Lahura, from Departamento de Economía - Pontificia Universidad Católica del Perú (2004)

El coeficiente de correlación y correlaciones espúreas,
Erick Lahura, from Departamento de Economía - Pontificia Universidad Católica del Perú (2003)

The Effects Of Monetary Policy Shocks In Peru: Semi-Structural Identification Using A Factor-Augmented Vector Autoregressive Model,
Erick Lahura, from Banco Central de Reserva del Perú (2010)
Keywords: VAR, FAVAR, Monetary Policy, Semi-Structural Identification.

Monetary aggregates and monetary policy: an empirical assessment for Peru,
Erick Lahura, from Banco Central de Reserva del Perú (2010)
Keywords: cointegration, dollarization, Granger causality, monetary aggregates, monetary policy, structural change, weak and strong exogeneity

An Empirical Analysis of the Credit-Output Relationship: Evidence from Peru,
Erick Lahura, from Banco Central de Reserva del Perú (2011)
Keywords: Credit growth, output growth, vector error correction models, structural shocks.

Measuring the Effects of Monetary Policy Using Market Expectations,
Erick Lahura, from Banco Central de Reserva del Perú (2012)
Keywords: Monetary policy shocks, media, survey

Sistema financiero, informalidad y evasión tributaria en el Perú,
Erick Lahura, from Banco Central de Reserva del Perú (2016)

Evasión tributaria en las rentas del trabajo: evidencia de la Encuesta Nacional de Hogares,
Erick Lahura, from Banco Central de Reserva del Perú (2016)

Monetary Aggregates and Monetary Policy in Peru,
Erick Lahura, from Banco Central de Reserva del Perú (2017)
Keywords: Bayesian Model Averaging, cointegration, Granger causality, monetary aggregates, monetary policy, real-time data, strong exogeneity

Política tributaria, distribución del ingreso y diferencias de género en Perú,
Erick Lahura, from Banco Central de Reserva del Perú (2021)
Keywords: Impuesto a la renta del trabajo, desigualdad, Gini, distribución del ingreso.

Registered author: Erick Lahura

Registered author: Erick Gong

Registered author: Erick Boy

Les problèmes de l'économie laitière,
M. Delage and F. D. Mills, in Etudes et conjoncture - Institut national de la statistique et des études économiques (1956)

Le commerce dans la fabrique périurbaine: centralités commerciales et pratiques habitantes au nord de la métropole parisienne,
Sandrine Berroir, Matthieu Delage and Antoine Fleury, in Géographie, économie, société (2016)
Keywords: retail, peri-urban areas, proximity, mobility, Paris metropolitan area

The role of regional renewable energy integration in electricity decarbonization—A case study of Japan,
Hiroaki Onodera, Rémi Delage and Toshihiko Nakata, in Applied Energy (2024)
Keywords: Renewable energy system; Regional integration; Decarbonization; Social acceptance; Optimization; Opportunity cost;

Machine learning application for estimating electricity demand by municipality,
Yoshiki Kusumoto, Rémi Delage and Toshihiko Nakata, in Energy (2024)
Keywords: Electricity demand; Demand sectors; Machine learning; Multilayer perceptron;

L’écart à terme comme indicateur de l’activité économique: l’expérience des années 90,
Paul Delâge and Jean-François Fillion, from Department of Finance Canada

A bottom-up estimation of woody biomass energy potential including forest growth in Japan,
Ryoga Ono, Rémi Delage and Toshihiko Nakata, in Renewable Energy (2024)
Keywords: Woody biomass energy potential; Renewable energy systems; Forest growth; Bottom-up estimation; Spatial distribution; Hierarchical clustering;