Erick Delage
Erick Delage is a professor of decision sciences whose research connects machine learning and reinforcement learning with optimization under uncertainty. He earned a B.S. in computer engineering at McGill and completed a PhD in electrical engineering at Stanford in 2009, where he worked with Andrew Ng, Shie Mannor and Yinyu Ye. At HEC Montréal, he became a professor in 2009, held the Canada Research Chair in Decision Making Under Uncertainty from 2014 to 2025, and joined the Royal Society of Canada's College of New Scholars in 2020. His research includes deep reinforcement learning for equal-risk option pricing and hedging, a 2025 survey of contextual optimization and robust portfolio decisions, and a 2026 data-driven vehicle-routing paper. Since 2025, he holds HEC Montréal's Research Chair in Data-driven Decision Making, is a full professor in its Department of Decision Sciences, and is an associate academic member of Mila, where his research topics include optimization and reinforcement learning.
- Now at
- HEC Montréal and Mila
Timeline
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By 2009
McGill and a Stanford PhD
He earns a B.S. in computer engineering at McGill and completes a PhD in electrical engineering at Stanford in 2009. There, he works with Andrew Ng, Shie Mannor and Yinyu Ye.
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2009
Joining HEC Montréal
In 2009, he joins HEC Montréal as a professor in its Department of Decision Sciences. His research spans robust and stochastic optimization, decision theory, machine learning, reinforcement learning and risk management.
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2014–2025
Canada Research Chair
From 2014 to 2025, he holds the Canada Research Chair in Decision Making Under Uncertainty.
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2020
Royal Society membership
In 2020, he joins the Royal Society of Canada's College of New Scholars, Artists and Scientists.
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2021–2023
Risk-aware reinforcement learning
In 2021, he coauthors a deep reinforcement learning paper that extends an off-policy actor-critic algorithm to risk-averse Markov decision processes with dynamic expectile risk. Its 2023 journal version applies the method to equal-risk option pricing and hedging.
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2025
A contextual optimization survey
In 2025, he coauthors A survey of contextual optimization methods for decision-making under uncertainty with Utsav Sadana, Abhilash Chenreddy, Alexandre Forel, Emma Frejinger and Thibaut Vidal. He also coauthors Robustifying Conditional Portfolio Decisions via Optimal Transport with Viet Anh Nguyen, Fan Zhang, Shanshan Wang, José Blanchet and Yinyu Ye.
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February 2026
Data-driven vehicle routing
In February 2026, he coauthors Data-Driven Stochastic Vehicle Routing Problems with Deadlines Under Decision-Dependent Travel Time with Shanshan Wang and Leandro C. Coelho. The paper is due to appear in Manufacturing & Service Operations Management in 2026.
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Since 2025
HEC Montréal research chair
Since 2025, he holds the Research Chair in Data-driven Decision Making at HEC Montréal. He is a full professor in its Department of Decision Sciences and an associate academic member of Mila, where his research topics include optimization and reinforcement learning.
Career
- Since 2009HEC MontréalFull professor, Canada Research Chair in Decision Making Under Uncertainty
- NowMilaAssociate academic member
Education
- 2009Stanford UniversityPhD in electrical engineering
- McGill UniversityB.S. in computer engineering
Sources and credits
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