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Erick Delage
Researcher
PaperActor-Critic Algorithm for Dynamic Expectile and CVaRAuthorship / preprint / 2026Yudong LuoCo-authorship / ResearcherTopicMachine LearningWorks on / 49008 worksPaperEqual Risk Pricing and Hedging of Financial Derivatives with Convex Risk MeasuresAuthorship / preprint / 2020PaperThe value of randomized strategies in distributionally robust risk averse network interdiction gamesAuthorship / preprint / 2020PaperMitigating optimistic bias in entropic risk estimation and optimizationAuthorship / preprint / 2026PaperA Double-oracle, Logic-based Benders decomposition approach to solve the K-adaptability problemAuthorship / preprint / 2022