Dynamic Risk Measures for Finite-State Partially Observable Markov Decision Problems. - Jingnan Fan; Andrzej Ruszczynski (SIAM Conf. on Control and its Applications, 2015)

Multilevel Optimization Modeling for Risk-Averse Stochastic Programming. - Jonathan Eckstein; Deniz Eskandani; Jingnan Fan (INFORMS J. Comput., 2016)

Risk measurement and risk-averse control of partially observable discrete-time Markov systems. - Jingnan Fan; Andrzej Ruszczynski (Math. Methods Oper. Res., 2018)

Process-based risk measures and risk-averse control of discrete-time systems. - Jingnan Fan; Andrzej Ruszczynski (Math. Program., 2022)