Jianing Yao

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A risk-averse analog of the Hamilton-Jacobi-Bellman equation2024-07-03Paper
A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes
ESAIM: Control, Optimisation and Calculus of Variations
2021-03-17Paper
Discrete-Time Approximation of Risk-Averse Control Problems for Diffusion Processes2015-08-21Paper


Research outcomes over time


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