Events Calendar

Teamcore Seminar: Dr. William Haskell (National University of Singapore) - Approximate Dynamic Programming

Speaker: Dr. William Haskell, National University of Singapore

Talk Title: Approximate Dynamic Programming

Series: Teamcore Seminar

Abstract: We develop a new technique for analyzing the convergence of stochastic algorithms. This technique is based on the notion of stochastic dominance and allows us to get sample complexity results. We apply this technique to study the convergence of several approximate dynamic programming algorithms for MDPs on continuous state spaces, as well as to propose some new algorithms.

Biography: Dr. William Haskell is an assistant professor in the department of the industrial & systems engineering at National University of Singapore. He obtained a PhD from the department of industrial engineering and operation research from UC Berkeley. He was a visiting scholar at USC ISE department from August 2011 to May 2013 and then a Postdoctoral Research Associate from June 2011 to May 2014 at the USC EE and CS department. His research has focused on risk-aware decision making, sequential and large-scale optimization and data-driven decision making.

Host: Teamcore Research Group

Location: Hughes Aircraft Electrical Engineering Center (EEB) - 248

Audiences: Everyone Is Invited

Contact: Assistant to CS chair