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Since 2019
Citations
74
47
h-index
4
3
i10-index
3
2
0
14
7
2015
2016
2017
2018
2019
2020
2021
2022
2023
2024
4
2
8
13
4
9
10
7
14
3
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Jingnan Fan
PhD of Operations Research,
Rutgers University
Verified email at rutgers.edu
risk measures
dynamic programming
partial observable systems
Articles
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Year
Risk measurement and risk-averse control of partially observable discrete-time Markov systems
J Fan, A Ruszczyński
Mathematical Methods of Operations Research 88, 161-184
, 2018
27
2018
Process-based risk measures and risk-averse control of discrete-time systems
J Fan, A Ruszczyński
Mathematical Programming 191 (1), 113-140
, 2022
22
2022
Multilevel optimization modeling for risk-averse stochastic programming
J Eckstein, D Eskandani, J Fan
INFORMS Journal on Computing 28 (1), 112-128
, 2016
11
2016
Dynamic risk measures for finite-state partially observable markov decision problems
J Fan, A Ruszczyński
2015 Proceedings of the Conference on Control and its Applications, 153-158
, 2015
6
2015
Process-based risk measures and risk-averse control of observable and partially observable discrete-time systems
J Fan
Rutgers University-School of Graduate Studies
, 2018
4
2018
Process-based risk measures for observable and partially observable discrete-time controlled systems
J Fan, A Ruszczynski
Preprint
, 2014
4
2014
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