Rujun Jiang

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-6610-6778

School of Data Science, Fudan University, Shanghai 200433, China

Publications

• A Proximal Difference-of-Convex Algorithm for Sample Average Approximation of Chance Constrained Programming — INFORMS Journal on Computing 2026
• Decision Making Under Cumulative Prospect Theory: An Alternating Direction Method of Multipliers — INFORMS Journal on Computing 2025
• Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties — INFORMS Journal on Computing 2021
• Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method — INFORMS Journal on Computing 2018