William B. Haskell

Available identifiers

zbMath Open haskell.william-benjaminMaRDI QIDQ323316

List of research outcomes

Publication	Date of Publication	Type
An inexact primal-dual smoothing framework for large-scale non-bilinear saddle point problems	2024-01-25	Paper
Risk Aware Minimum Principle for Optimal Control of Stochastic Differential Equations	2023-09-24	Paper
A dynamic analytic method for risk-aware controlled martingale problems	2023-06-05	Paper
Preference Robust Optimization for Choice Functions on the Space of CDFs	2022-07-08	Paper
A Multilevel Simulation Optimization Approach for Quantile Functions	2022-06-28	Paper
Convergence of Recursive Stochastic Algorithms Using Wasserstein Divergence	2021-12-27	Paper
Information projection on Banach spaces with applications to state independent KL-weighted optimal control	2021-11-02	Paper
Stochastic Approximation for Risk-Aware Markov Decision Processes	2021-05-28	Paper
The CoMirror algorithm with random constraint sampling for convex semi-infinite programming	2021-05-05	Paper
Asymptotic Analysis for Data-Driven Inventory Policies	2020-08-19	Paper
An inexact primal-dual algorithm for semi-infinite programming	2020-08-03	Paper
Convergence of Recursive Stochastic Algorithms using Wasserstein Divergence	2020-03-25	Paper
A Randomized Nonlinear Rescaling Method in Large-Scale Constrained Convex Optimization	2020-03-24	Paper
A Universal Empirical Dynamic Programming Algorithm for Continuous State MDPs	2020-01-28	Paper
Distributionally robust optimization for sequential decision-making	2019-10-28	Paper
A Flexible Multi-Facility Capacity Expansion Problem with Risk Aversion	2019-05-13	Paper
Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem	2019-03-06	Paper
Stochastic L-BFGS: Improved Convergence Rates and Practical Acceleration Strategies	2019-02-12	Paper
A Multi-Level Simulation Optimization Approach for Quantile Functions	2019-01-17	Paper
An Accelerated Fitted Value Iteration Algorithm for MDPs with Finite and Vector-Valued Action Space	2019-01-16	Paper
Corporative Stochastic Approximation with Random Constraint Sampling for Semi-Infinite Programming	2018-12-21	Paper
Approximate Value Iteration for Risk-Aware Markov Decision Processes	2018-09-18	Paper
Index-Based Policy for Risk-Averse Multi-Armed Bandit	2018-09-14	Paper
Stochastic Approximation for Risk-aware Markov Decision Processes	2018-05-11	Paper
An Empirical Dynamic Programming Algorithm for Continuous MDPs	2017-09-21	Paper
Aspects of optimization with stochastic dominance	2017-08-22	Paper
Primal-Dual Algorithms for Optimization with Stochastic Dominance	2017-01-12	Paper
Ambiguity in risk preferences in robust stochastic optimization	2016-10-07	Paper
Empirical Dynamic Programming	2016-05-19	Paper
A Dynamic Traveling Salesman Problem with Stochastic Arc Costs	2015-09-11	Paper
A Convex Analytic Approach to Risk-Aware Markov Decision Processes	2015-06-24	Paper
Optimization with a class of multivariate integral stochastic order constraints	2013-09-03	Paper
Stochastic Dominance-Constrained Markov Decision Processes	2013-05-16	Paper
Dynamic Capital Requirements for Markov Decision Processes	0001-01-03	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: William B. Haskell