William B. Haskell

From MaRDI portal
Person:323316

Available identifiers

zbMath Open haskell.william-benjaminMaRDI QIDQ323316

List of research outcomes





PublicationDate of PublicationType
Correction to: ``The CoMirror algorithm with random constraint sampling for convex semi-infinite programming2024-09-03Paper
An inexact primal-dual smoothing framework for large-scale non-bilinear saddle point problems2024-01-25Paper
Risk Aware Minimum Principle for Optimal Control of Stochastic Differential Equations2023-09-24Paper
A dynamic analytic method for risk-aware controlled martingale problems2023-06-05Paper
Preference Robust Optimization for Choice Functions on the Space of CDFs2022-07-08Paper
A Multilevel Simulation Optimization Approach for Quantile Functions2022-06-28Paper
Convergence of Recursive Stochastic Algorithms Using Wasserstein Divergence2021-12-27Paper
Information projection on Banach spaces with applications to state independent KL-weighted optimal control2021-11-02Paper
Stochastic Approximation for Risk-Aware Markov Decision Processes2021-05-28Paper
The CoMirror algorithm with random constraint sampling for convex semi-infinite programming2021-05-05Paper
Asymptotic Analysis for Data-Driven Inventory Policies2020-08-19Paper
An inexact primal-dual algorithm for semi-infinite programming2020-08-03Paper
Convergence of Recursive Stochastic Algorithms using Wasserstein Divergence2020-03-25Paper
A Randomized Nonlinear Rescaling Method in Large-Scale Constrained Convex Optimization2020-03-24Paper
A Universal Empirical Dynamic Programming Algorithm for Continuous State MDPs2020-01-28Paper
Distributionally robust optimization for sequential decision-making2019-10-28Paper
A Flexible Multi-Facility Capacity Expansion Problem with Risk Aversion2019-05-13Paper
Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem2019-03-06Paper
Stochastic L-BFGS: Improved Convergence Rates and Practical Acceleration Strategies2019-02-12Paper
A Multi-Level Simulation Optimization Approach for Quantile Functions2019-01-17Paper
An Accelerated Fitted Value Iteration Algorithm for MDPs with Finite and Vector-Valued Action Space2019-01-16Paper
Corporative Stochastic Approximation with Random Constraint Sampling for Semi-Infinite Programming2018-12-21Paper
Approximate Value Iteration for Risk-Aware Markov Decision Processes2018-09-18Paper
Index-Based Policy for Risk-Averse Multi-Armed Bandit2018-09-14Paper
Stochastic Approximation for Risk-aware Markov Decision Processes2018-05-11Paper
An Empirical Dynamic Programming Algorithm for Continuous MDPs2017-09-21Paper
Aspects of optimization with stochastic dominance2017-08-22Paper
Primal-Dual Algorithms for Optimization with Stochastic Dominance2017-01-12Paper
Empirical dynamic programming2016-05-19Paper
A Dynamic Traveling Salesman Problem with Stochastic Arc Costs2015-09-11Paper
A Convex Analytic Approach to Risk-Aware Markov Decision Processes2015-06-24Paper
Optimization with a class of multivariate integral stochastic order constraints2013-09-03Paper
Stochastic Dominance-Constrained Markov Decision Processes2013-05-16Paper
Dynamic Capital Requirements for Markov Decision ProcessesN/APaper

Research outcomes over time

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