Delage Erick

Erick Delage

Information about the author Erick Delage will soon be added to the site.
Found 4 papers in total
Dynamic portfolio choice: a simulation-and-regression approach
Dynamic portfolio choice: a simulation-and-regression approach
2017
Simulation‐and‐regression algorithms have become a standard tool for...
A Unified Framework for Dynamic Prediction Market Design
A Unified Framework for Dynamic Prediction Market Design
2011
Recently, coinciding with and perhaps driving the increased popularity of prediction...
Distributionally robust optimization under moment uncertainty with application to data-driven problems
Distributionally robust optimization under moment uncertainty with application to data-driven problems
2010
Stochastic programming can effectively describe many decision-making problems in...
Percentile optimization for Markov decision processes with parameter uncertainty
Percentile optimization for Markov decision processes with parameter uncertainty
2010
Markov decision processes are an effective tool in modeling decision making in...
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