| Publication | Date of Publication | Type |
|---|
Correction to: ``The CoMirror algorithm with random constraint sampling for convex semi-infinite programming
Annals of Operations Research | 2024-09-03 | Paper |
An inexact primal-dual smoothing framework for large-scale non-bilinear saddle point problems
Journal of Optimization Theory and Applications | 2024-01-25 | Paper |
Risk Aware Minimum Principle for Optimal Control of Stochastic Differential Equations
IEEE Transactions on Automatic Control | 2023-09-24 | Paper |
A dynamic analytic method for risk-aware controlled martingale problems
The Annals of Applied Probability | 2023-06-05 | Paper |
Preference Robust Optimization for Choice Functions on the Space of CDFs
SIAM Journal on Optimization | 2022-07-08 | Paper |
A Multilevel Simulation Optimization Approach for Quantile Functions
INFORMS Journal on Computing | 2022-06-28 | Paper |
Convergence of Recursive Stochastic Algorithms Using Wasserstein Divergence
SIAM Journal on Mathematics of Data Science | 2021-12-27 | Paper |
Information projection on Banach spaces with applications to state independent KL-weighted optimal control
Applied Mathematics and Optimization | 2021-11-02 | Paper |
Stochastic Approximation for Risk-Aware Markov Decision Processes
IEEE Transactions on Automatic Control | 2021-05-28 | Paper |
The CoMirror algorithm with random constraint sampling for convex semi-infinite programming
Annals of Operations Research | 2021-05-05 | Paper |
Asymptotic Analysis for Data-Driven Inventory Policies
| 2020-08-19 | Paper |
An inexact primal-dual algorithm for semi-infinite programming
Mathematical Methods of Operations Research | 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
IEEE Transactions on Automatic Control | 2020-01-28 | Paper |
Distributionally robust optimization for sequential decision-making
Optimization | 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
Journal of Optimization Theory and Applications | 2019-03-06 | Paper |
Stochastic L-BFGS: Improved Convergence Rates and Practical Acceleration Strategies
IEEE Transactions on Signal Processing | 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
IEEE Transactions on Automatic Control | 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
Annals of Operations Research | 2017-08-22 | Paper |
Primal-dual algorithms for optimization with stochastic dominance
SIAM Journal on Optimization | 2017-01-12 | Paper |
Empirical dynamic programming
Mathematics of Operations Research | 2016-05-19 | Paper |
A dynamic traveling salesman problem with stochastic arc costs
Operations Research | 2015-09-11 | Paper |
A convex analytic approach to risk-aware Markov decision processes
SIAM Journal on Control and Optimization | 2015-06-24 | Paper |
Optimization with a class of multivariate integral stochastic order constraints
Annals of Operations Research | 2013-09-03 | Paper |
Stochastic dominance-constrained Markov decision processes
SIAM Journal on Control and Optimization | 2013-05-16 | Paper |
Dynamic Capital Requirements for Markov Decision Processes
| N/A | Paper |
