4 citations · 6 across the 6 of their papers we have counts for
4 papers · 1 filter
Information Projection on Banach spaces with Applications to State Independent KL-Weighted Optimal Control
Zachary Selk, William Haskell, Harsha Honnappa
This paper studies constrained information projections on Banach spaces with respect to a Gaussian reference measure. Specifically our interest lies in characterizing projections o…
A dynamic analytic method for risk-aware controlled martingale problems
Jukka Isohätälä, William B. Haskell
We present a new, tractable method for solving and analyzing risk-aware control problems over finite and infinite, discounted time-horizons where the dynamics of the controlled pro…
A Randomized Nonlinear Rescaling Method in Large-Scale Constrained Convex Optimization
Bo Wei, William B. Haskell, Sixiang Zhao
We propose a new randomized algorithm for solving convex optimization problems that have a large number of constraints (with high probability). Existing methods like interior-point…
Convergence of Recursive Stochastic Algorithms using Wasserstein Divergence
Abhishek Gupta, William B. Haskell
This paper develops a unified framework, based on iterated random operator theory, to analyze the convergence of constant stepsize recursive stochastic algorithms (RSAs). RSAs use…