Publications (^ for collaborated PhD students at GSM)
Chung, N.P., Han, J., Li, B., and Li, Z.^. Unbalanced optimal total variation transport: A theoretical approach to spatial resource allocation problems. Accepted at NeurIPS'25
Han, J., Hu, M., and Shen, G. Deep Neural Newsvendor. Forthcoming at Management Science [SSRN]
Han, J. , Li, X., Sethi, S.P., Siu, C.C. and Yam, S.C.P. (2024) Production management with general demands and lost sales. Operations Research, Vol. 72, No. 5, 1751-1764. [Link]
Han, J. , Sethi, S.P., Siu, C.C. and Yam, S.C.P. (2023) Co-op advertising in randomly fluctuating markets. Production and Operations Management, Vol. 32, No. 6, 1617--1635. [Link]
Han, J. , Li, X., Ma, G. and Kennedy, A.P. (2023) Strategic trading with information acquisition and long-memory stochastic liquidity. European Journal of Operational Research, Vol. 308, No. 1, 480--495. [Link]
Yan, T., Han, J., Ma, G., Siu, C.C. (2023) Dynamic asset-liability management with frictions. Insurance: Mathematics and Economics, Vol. 111, 57--83. [Link].
Han J. , Ma, G. and Yam, S.C.P (2022) Relative performance evaluation for dynamic contracts in a large competitive market. European Journal of Operational Research, Vol. 302, No. 2, 768--780. [Link]
Han, J. and Yam, S.C.P. (2022) A probabilistic method for a class of non-Lipschitz BSDEs with application to fund management. SIAM Journal on Control and Optimization, Vol. 60, No. 3, 1193--1222. [Link]