Jingnan Fan

Publication Activity (10 Years)

Years Active: 2015-2022
Publications (10 Years): 3

Top Topics

Partially Observable

Stochastic Programming

Decision Problems

Top Venues

SIAM Conf. on Control and its Applications

Math. Methods Oper. Res.

INFORMS J. Comput.

Publications

Jingnan Fan, Andrzej Ruszczynski
Process-based risk measures and risk-averse control of discrete-time systems. Math. Program. 191 (1) (2022)
Jingnan Fan, Andrzej Ruszczynski
Risk measurement and risk-averse control of partially observable discrete-time Markov systems. Math. Methods Oper. Res. 88 (2) (2018)
Jonathan Eckstein, Deniz Eskandani, Jingnan Fan
Multilevel Optimization Modeling for Risk-Averse Stochastic Programming. INFORMS J. Comput. 28 (1) (2016)
Jingnan Fan, Andrzej Ruszczynski
Dynamic Risk Measures for Finite-State Partially Observable Markov Decision Problems. SIAM Conf. on Control and its Applications (2015)