Haskell, William B.
- Approximate Value Iteration for Risk-aware Markov Decision Processes
2017/01/05 by P. L. Yu, William B. Haskell, Yu, Pengqian +3 · 2 citations
Decision Sciences · Mathematics · #FOS: Electrical engineering #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design #Risk and Portfolio Optimization #Systems and Control (eess.SY) #electronic engineering #information engineering
- Stochastic dominance-constrained Markov decision processes
2012/06/20 by William B. Haskell, Rahul Jain, Haskell, William B. +1 · 1 citation
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Reinforcement Learning in Robotics #Risk and Portfolio Optimization
- Distributionally Robust Optimization for Sequential Decision Making
2018/01/15 by Zhi Chen, Chen, Zhi, P. L. Yu +3 · 1 citation
Decision Sciences · Mathematics · #FOS: Electrical engineering #FOS: Mathematics #Fuzzy Systems and Optimization #Multi-Criteria Decision Making #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Systems and Control (eess.SY) #electronic engineering #information engineering
- An Inexact Primal-Dual Algorithm for Semi-Infinite Programming
2018/03/29 by Bo Wei, William B. Haskell, Wei, Bo +3 · 1 citation
Decision Sciences · Engineering · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Sparse and Compressive Sensing Techniques
- Risk aware minimum principle for optimal control of stochastic\n differential equations
2018/12/21 by Jukka Isohätälä, Isohätälä, Jukka, William B. Haskell +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Monetary Policy and Economic Impact #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Stochastic processes and financial applications