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 |