William B. Haskell

Orcid: 0000-0002-9518-4310

Affiliations:
  • Purdue University, West Lafayette, IN, USA


According to our database1, William B. Haskell authored at least 53 papers between 2012 and 2024.

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Bibliography

2024
An Inexact Primal-Dual Smoothing Framework for Large-Scale Non-Bilinear Saddle Point Problems.
J. Optim. Theory Appl., January, 2024

Correction to: The CoMirror algorithm with random constraint sampling for convex semi-infinite programming.
Ann. Oper. Res., January, 2024

Supply Chain Contracts in the Small Data Regime.
Manuf. Serv. Oper. Manag., 2024

Managing Volunteers and Paid Workers in a Nonprofit Operation.
Manag. Sci., 2024

2022
Preference Robust Optimization for Choice Functions on the Space of CDFs.
SIAM J. Optim., June, 2022

Risk Aware Minimum Principle for Optimal Control of Stochastic Differential Equations.
IEEE Trans. Autom. Control., 2022

A Unifying Framework for Variance-Reduced Algorithms for Findings Zeroes of Monotone operators.
J. Mach. Learn. Res., 2022

A Multilevel Simulation Optimization Approach for Quantile Functions.
INFORMS J. Comput., 2022

Learning to Price Supply Chain Contracts against a Learning Retailer.
CoRR, 2022

Robustness to Modeling Errors in Risk-Sensitive Markov Decision Problems with Markov Risk Measures.
CoRR, 2022

2021
Stochastic Approximation for Risk-Aware Markov Decision Processes.
IEEE Trans. Autom. Control., 2021

Convergence of Recursive Stochastic Algorithms Using Wasserstein Divergence.
SIAM J. Math. Data Sci., 2021

2020
A Universal Empirical Dynamic Programming Algorithm for Continuous State MDPs.
IEEE Trans. Autom. Control., 2020

An inexact primal-dual algorithm for semi-infinite programming.
Math. Methods Oper. Res., 2020

The CoMirror algorithm with random constraint sampling for convex semi-infinite programming.
Ann. Oper. Res., 2020

Model and Reinforcement Learning for Markov Games with Risk Preferences.
Proceedings of the Thirty-Fourth AAAI Conference on Artificial Intelligence, 2020

2019
A Unifying Framework for Variance Reduction Algorithms for Finding Zeroes of Monotone Operators.
CoRR, 2019

Model and Algorithm for Time-Consistent Risk-Aware Markov Games.
CoRR, 2019

Empirical Algorithms for General Stochastic Systems with Continuous States and Actions.
Proceedings of the 58th IEEE Conference on Decision and Control, 2019

An Optimal Algorithm for Stochastic Three-Composite Optimization.
Proceedings of the 22nd International Conference on Artificial Intelligence and Statistics, 2019

2018
Stochastic L-BFGS: Improved Convergence Rates and Practical Acceleration Strategies.
IEEE Trans. Signal Process., 2018

Approximate Value Iteration for Risk-Aware Markov Decision Processes.
IEEE Trans. Autom. Control., 2018

Modeling Stochastic Dominance as Infinite-Dimensional Constraint Systems via the Strassen Theorem.
J. Optim. Theory Appl., 2018

Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions.
CoRR, 2018

Distributionally Robust Optimization for Sequential Decision Making.
CoRR, 2018

Quantile simulation Optimization with stochastic Co-Kriging Model.
Proceedings of the 2018 Winter Simulation Conference, 2018

2017
Primal-Dual Algorithms for Optimization with Stochastic Dominance.
SIAM J. Optim., 2017

A Unified Framework for Stochastic Matrix Factorization via Variance Reduction.
CoRR, 2017

Aspects of optimization with stochastic dominance.
Ann. Oper. Res., 2017

Stochastic L-BFGS Revisited: Improved Convergence Rates and Practical Acceleration Strategies.
Proceedings of the Thirty-Third Conference on Uncertainty in Artificial Intelligence, 2017

Dynamic programming for risk-aware sequential optimization.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

Risk-aware semi-Markov decision processes.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

Risk-aware Q-learning for Markov decision processes.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

Randomized function fitting-based empirical value iteration.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

A random monotone operator framework for strongly convex stochastic optimization.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

Sequential smoothing framework for convex-concave saddle point problems with application to large-scale constrained optimization.
Proceedings of the 55th Annual Allerton Conference on Communication, 2017

Inexact iteration of averaged operators for non-strongly convex stochastic optimization.
Proceedings of the 55th Annual Allerton Conference on Communication, 2017

2016
Empirical Dynamic Programming.
Math. Oper. Res., 2016

Optimized Financial Systems Helps Customers Meet Their Personal Finance Goals with Optimization.
Interfaces, 2016

Ambiguity in risk preferences in robust stochastic optimization.
Eur. J. Oper. Res., 2016

A dynamical systems framework for stochastic iterative optimization.
Proceedings of the 55th IEEE Conference on Decision and Control, 2016

2015
A Convex Analytic Approach to Risk-Aware Markov Decision Processes.
SIAM J. Control. Optim., 2015

Robust Strategy against Unknown Risk-averse Attackers in Security Games.
Proceedings of the 2015 International Conference on Autonomous Agents and Multiagent Systems, 2015

2014
A Dynamic Traveling Salesman Problem with Stochastic Arc Costs.
Oper. Res., 2014

Addressing Scalability and Robustness in Security Games with Multiple Boundedly Rational Adversaries.
Proceedings of the Decision and Game Theory for Security - 5th International Conference, 2014

Empirical policy iteration for approximate dynamic programming.
Proceedings of the 53rd IEEE Conference on Decision and Control, 2014

Online planning for optimal protector strategies in resource conservation games.
Proceedings of the International conference on Autonomous Agents and Multi-Agent Systems, 2014

Building THINC: user incentivization and meeting rescheduling for energy savings.
Proceedings of the International conference on Autonomous Agents and Multi-Agent Systems, 2014

Empirical Value Iteration for approximate dynamic programming.
Proceedings of the American Control Conference, 2014

Robust Protection of Fisheries with COmPASS.
Proceedings of the Twenty-Eighth AAAI Conference on Artificial Intelligence, 2014

2013
Stochastic Dominance-Constrained Markov Decision Processes.
SIAM J. Control. Optim., 2013

Optimization with a class of multivariate integral stochastic order constraints.
Ann. Oper. Res., 2013

2012
Dominance-constrained Markov decision processes.
Proceedings of the 51th IEEE Conference on Decision and Control, 2012


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