2 papers
physics.ao-ph2021
A Multiscale Model for El Niño Complexity
Nan Chen, Xianghui Fang, Jin-Yi Yu
El Niño-Southern Oscillation (ENSO) exhibits diverse characteristics in spatial pattern, peak intensity, and temporal evolution. Here we develop a three-region multiscale stochasti…
math.OC2020
Information Relaxation and A Duality-Driven Algorithm for Stochastic Dynamic Programs
Nan Chen, Xiang Ma, Yanchu Liu +1
We use the technique of information relaxation to develop a duality-driven iterative approach to obtaining and improving confidence interval estimates for the true value of finite-…