Journals

Journal Articles

[J29] L. Hien, R. Zhao, and W. B. Haskell. An inexact primal-dual smoothing framework for large-scale non-bilinear saddle point problems. Journal of Optimization Theory and Applications, Vol. 200, Pages 34 - 67, 2023. [Link]

[J28] G. Berenguer, W. B. Haskell, and L. Li. Managing Volunteers and Paid Workers in a Nonprofit Operation. Management Science, 2023. [Link]

[J27] J. Isohatala and W. B. Haskell. A Dynamic Analytic Method for Risk-Aware Controlled Martingale Problems. Annals of Applied Probability, Vol. 33, No. 3, Pages 1661 - 1700, 2023. [Link]

[J26] W. B. Haskell, W. Huang, and H. Xu. Preference Robust Optimization for Choice Functions on the Space of CDFs. SIAM Journal on Optimization, Vol. 32, No. 2, Pages 1446 - 1470, 2022. [Link]

[J25] S. Zhao, W. B. Haskell, and M. Cardin. A Flexible Multi-Facility Capacity Expansion Problem with Risk Aversion. IISE Transactions, 2021. [Link]

[J24] X. Zhang, W. B. Haskell, and Z. Ye. A Unifying Framework for Variance Reduction Algorithms for Finding Zeroes of Monotone Operators. To appear in Journal of Machine Learning Research, 2021. [arXiv]

[J23] J. Isohatala and W. B. Haskell. Risk Aware Minimum Principle for Optimal Control of Stochastic Differential Equations. IEEE Transactions on Automatic Control, 2021. [Link]

[J22] A. Gupta and W. B. Haskell. Convergence of Recursive Stochastic Algorithms using Wasserstein Divergence. SIAM Journal on Mathematics of Data Science, Vol. 3, No. 4, Pages 1141 - 1167, 2021. [Link]

[J21] Z. Selk, W. B. Haskell, and H. Honnappa. Information Projection on Banach spaces with Applications to State Independent KL-Weighted Optimal Control. Applied Mathematics & Optimization, Pages 1 - 31, 2021. [Link]

[J20] S. Wang, S. Ng, and W. B. Haskell. A Multi-Level Simulation Optimization Approach for Quantile Functions. INFORMS Journal on Computing, 2020. [Link]

[J19] B. Wei, W. B. Haskell, and S. Zhao. The CoMirror Algorithm with Random Constraint Sampling for Convex Semi-Infinite Programming. Annals of Operations Research, Vol. 295, Pages 809 - 841, 2020. [Link]

[J18] B. Wei, W. B. Haskell, and S. Zhao. Randomized Primal-Dual Algorithms for Semi-Infinite Programming. Mathematical Methods of Operations Research, Pages 1 - 44, January 2020. [Link]

[J17] Z. Chen, P. Yu, and W. B. Haskell. Distributionally Robust Optimization for Sequential Decision Making. Optimization, Vol. 68, No. 12, Pages 2397 - 2426, 2019. [Link]

[J16] W. Huang and W. B. Haskell. Stochastic approximation for risk-aware Markov decision processes. IEEE Transactions on Automatic Control, Vol. 66, No. 3, Pages 1314 - 1320, 2020. [Link]

[J15] W. B. Haskell, R. Jain, H. Sharma, and P. Yu. A Universal Empirical Dynamic Programming Algorithm for Continuous State MDPs. IEEE Transactions on Automatic Control, Vol. 65, No. 1, Pages 115 - 129, 2019. [Link]

[J14] W. B. Haskell and A. Toriello. Modeling stochastic dominance as infinite-dimensional constraint systems via Strassen’s theorem. Journal of Optimisation Theory and Applications, Vol. 178, No. 3, Pages 726 - 742, 2018. [Link]

[J13] S. Zhao, W. B. Haskell, and M. Cardin. Decision Rule based Method for Flexible Multi-Facility Capacity Expansion Problem. IISE Transactions, Vol. 50, No. 7, Pages 553 - 569, 2018. [Link]

[J12] R. Zhao, W. B. Haskell, and V. Tan. Stochastic LBFGS Revisited: Improved Convergence Rates and Practical Acceleration Strategies. IEEE Transactions on Signal Processing, Vol. 66, No. 5, Pages 129 - 138, 2018. [Link]

[J11] P. Yu, W. B. Haskell, and H. Xu. Approximate value iteration for risk-aware Markov decision processes. IEEE Transactions on Automatic Control, Vol. 63, No. 9, Pages 3135 - 3142, 2017. [Link]

[J10] G. Yu, W. B. Haskell, and Y. Liu. Resilient facility location against the risk of disruptions. Transportation Research Part B, Vol. 104, Pages 82 - 105, 2017. [Link]

[J9] W. B. Haskell, J. G. Shanthikumar, and Z. Shen. Primal-dual algorithms for optimization with stochastic dominance. SIAM Journal on Optimization, Vol. 27, No. 1, Pages 34 - 66, 2017. [Link]

[J8] W. B. Haskell, J. G. Shanthikumar, and Z. Shen. Aspects of optimization with stochastic dominance. Annals of Operations Research, Vol. 253, No. 1, Pages 247 - 273, 2017. [Link]

[J7] J. Woodruff, W. B. Haskell, and A. Toriello. Optimized Financial Systems Helps Customers Meet their Personal Finance Goals with Optimization. Interfaces, Vol. 46, No. 4, Pages 345 - 359, 2016. [Link]

[J6] W. B. Haskell, L. Fu, and M. Dessouky. Ambiguity in risk preferences in robust stochastic optimization. European Journal of Operational Research, Vol. 254, No. 1, Pages 214 - 225, 2016. [Link]

[J5] W. B. Haskell, R. Jain, and D. Kalathil. Empirical Dynamic Programming. Mathematics of Operations Research, Vol. 41, No. 2, Pages 402 - 429, 2016. [Link]

[J4] W. B. Haskell and R. Jain. A convex analytic approach for risk-aware Markov decision processes. SIAM Journal on Control and Optimization, Vol. 53, No. 3, Pages 1569 - 1598, 2015. [Link]

[J3] A. Toriello, W. B. Haskell, and M. Poremba. A dynamic traveling salesman problem with stochastic arc costs. Operations Research, Vol. 62, No. 5, Pages 1107 - 1125, 2014. [Link]

[J2] W. B. Haskell and R. Jain. Stochastic dominance-constrained Markov decision processes. SIAM Journal on Control and Optimization, Vol. 51, No. 1, Pages 273 - 303, 2013. [Link]

[J1] W. B. Haskell, J. G. Shanthikumar, and Z. Shen. Optimization with a class of multivariate integral stochastic order constraints. Annals of Operations Research, Vol. 206, No. 1, Pages 147 - 162, 2013. [Link]

Working Papers

[W3] W. B. Haskell, A. Gupta, and S. Shao. Dynamic Capital Requirements for Markov Decision Processes. [arXiv]

[W2] X. Zhao, R. Zhu, and W. B. Haskell. Learning to Price Supply Chain Contracts against a Learning Retailer. [SSRN]

[W1] X. Zhang, Z. Ye, and W. B. Haskell. Asymptotic Analysis for Data-Driven Inventory Policies. [arXiv]