William B. Haskell

Available identifiers

zbMath Open haskell.william-benjaminMaRDI QIDQ323316

List of research outcomes

Publication	Date of Publication	Type
Correction to: ``The CoMirror algorithm with random constraint sampling for convex semi-infinite programming	2024-09-03	Paper
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
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	N/A	Paper

Research outcomes over time

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