Erick Delage

  1. Title:
    Worst-case regret minimization in a two-stage linear program

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  2. Title:
    Measuring the Value of Randomized Solutions in Distributionally Robust Optimization

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  3. Title:
    On a Class of Uncertainty Sets for Distributionally Robust Optimization

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  4. Title:
    Linear and Conic Programming Reformulations of Two-Stage Robust Linear Programs

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  5. Title:
    Towards Data-driven Equal Risk Pricing and Hedging of Financial Derivatives

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