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Erick Delage

End-to-end Conditional Robust Optimization

Mar 07, 2024
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A Survey of Contextual Optimization Methods for Decision Making under Uncertainty

Jun 17, 2023
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Robust Data-driven Prescriptiveness Optimization

Jun 09, 2023
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On Dynamic Program Decompositions of Static Risk Measures

Apr 24, 2023
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Risk-Aware Bid Optimization for Online Display Advertisement

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Oct 28, 2022
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WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management

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Sep 28, 2021
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Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures

Sep 09, 2021
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Deep Reinforcement Learning for Optimal Stopping with Application in Financial Engineering

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May 19, 2021
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Robustifying Conditional Portfolio Decisions via Optimal Transport

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Mar 30, 2021
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Distributionally Robust Local Non-parametric Conditional Estimation

Oct 12, 2020
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