Fan Ye

Fan Ye

NASA Johnson Space Center - Houston / United States
Business & Management / Decision Science and Operations Management
AD Scientific Index ID: 5323206
person_outline Fan Ye's MOST POPULAR ARTICLES
1-) Weakly coupled dynamic program: Information and Lagrangian relaxationsF Ye, H Zhu, E ZhouIEEE Transactions on Automatic Control, 2018262018
2-) Information relaxation and dual formulation of controlled Markov diffusionsF Ye, E ZhouIEEE Transactions on Automatic Control 60 (10), 2676-2691, 2015172015
3-) Optimal stopping of partially observable Markov processes: a filtering-based duality approachF Ye, E ZhouIEEE Transactions on Automatic Control 58 (10), 2698-2704, 2013132013
4-) Fast estimation of true bounds on Bermudan option prices under jump-diffusion processesH Zhu, F Ye, E ZhouQuantitative Finance 15 (11), 1885-1900, 2015122015
5-) Parameterized penalties in the dual representation of Markov decision processesF Ye, E Zhou2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 870-876, 201292012