Edit Profile (opens in new tab) Guo, Xianping Compute Distance To: Compute Author ID: guo.xianping Published as: Guo, Xianping; Guo, Xian Ping; Guo, Xian-ping; Guo, Xian-Ping; Guo, XianPing more...less External Links: ResearchGate · dblp Documents Indexed: 138 Publications since 1989, including 1 Book Reviewing Activity: 23 Reviews Co-Authors: 62 Co-Authors with 121 Joint Publications 2,681 Co-Co-Authors all top 5 Co-Authors 15 single-authored 20 Huang, Yonghui 16 Hernández-Lerma, Onésimo 8 Zhu, Quanxin 6 Huang, Xiangxiang 6 Song, Xinyuan 6 Wei, Qingda 6 Ye, Liuer 6 Zhang, Yi 5 Zhang, Junyu 5 Zhu, Weiping 5 Zou, Xiaolong 4 Liao, Zhongwei 4 Shi, Peng 3 Cao, Xiren 3 Hernández-del-Valle, Adrián 3 Huo, Hai-Feng 3 Li, Zhongfei 3 Liu, Ke 3 Liu, Qiuli 3 Wu, Xiao 3 Yang, Jie 3 Zhang, Lanlan 3 Zhang, Wenzhao 2 Chen, Fang 2 Dai, Yonglong 2 Lian, Zhaotong 2 Liu, Jianyong 2 Lu, Xianggang 2 Yin, George Gang 1 Baran, Nicholas A. 1 Boukas, El-Kébir 1 Filar, Jerzy A. 1 Gu, Ailing 1 Hou, Zhenting 1 Hu, Qiying 1 Li, Wei 1 Li, Xiaoou 1 Liu, Qingping 1 Liu, Wuwang 1 Liu, Xiangdong 1 Liu, Zaiming 1 Nguang, Sing Kiong 1 Peng, Jianping 1 Piunovskiĭ, Alekseĭ Borisovich 1 Prieto-Rumeau, Tomás 1 Rieder, Ulrich 1 Sun, Zhongyang 1 Talafha, Yousef 1 Tan, Hangsheng 1 Tan, Ziqi 1 Tang, Rong 1 Vélez Ibarrola, Ricardo 1 Vykertas, Mantas 1 Wen, Xin 1 Xia, Li 1 Xiao, Guoneng 1 Yan, Hao 1 Yu, Wen 1 Yu, Zhihui 1 Zeng, Yan 1 Zhang, Caojin 1 Zhang, Qing 1 Zhou, Huan 1 Zhou, Tianshou all top 5 Serials 8 IEEE Transactions on Automatic Control 6 Stochastic Analysis and Applications 5 Advances in Applied Probability 5 Journal of Applied Probability 5 Journal of Optimization Theory and Applications 5 Mathematics of Operations Research 5 Acta Mathematicae Applicatae Sinica. English Series 5 Acta Scientiarum Naturalium Universitatis Normalis Hunanensis 5 Mathematical Methods of Operations Research 4 SIAM Journal on Control and Optimization 4 Operations Research Letters 4 Science China. Mathematics 3 Journal of Mathematical Analysis and Applications 3 Acta Mathematica Sinica 3 Applied Mathematics and Optimization 3 Acta Scientiarum Naturalium Universitatis Sunyatseni 3 Hunan Annals of Mathematics 3 The Annals of Applied Probability 3 Discrete Event Dynamic Systems 3 European Journal of Operational Research 3 Frontiers of Mathematics in China 2 Automatica 2 Acta Applicandae Mathematicae 2 Journal of Systems Science and Mathematical Sciences 2 SIAM Journal on Optimization 2 Top 2 Bernoulli 2 Journal of Systems Science and Complexity 2 Scientia Sinica. Mathematica 1 International Journal of Control 1 International Journal of Systems Science 1 Kybernetika 1 Optimal Control Applications & Methods 1 Systems & Control Letters 1 Journal of Mathematical Research & Exposition 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Chinese Annals of Mathematics. Series A 1 Optimization 1 Chinese Journal of Applied Probability and Statistics 1 Journal of Theoretical Probability 1 Journal of Applied Mathematics and Stochastic Analysis 1 Annals of Operations Research 1 European Journal of Control 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Acta Mathematica Sinica. English Series 1 Journal of Biological Systems 1 Control Theory & Applications 1 The ANZIAM Journal 1 AMRX. Applied Mathematics Research eXpress 1 4OR 1 Iranian Journal of Fuzzy Systems 1 Stochastics 1 Stochastic Modelling and Applied Probability 1 Acta Mathematica Sinica. Chinese Series 1 Applied and Computational Mathematics 1 Dynamic Games and Applications 1 Journal of Dynamics and Games all top 5 Fields 107 Operations research, mathematical programming (90-XX) 51 Probability theory and stochastic processes (60-XX) 47 Systems theory; control (93-XX) 21 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Ordinary differential equations (34-XX) 1 Statistics (62-XX) 1 Numerical analysis (65-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 101 Publications have been cited 974 times in 383 Documents Cited by ▼ Year ▼ Continuous-time Markov decision processes. Theory and applications. Zbl 1209.90002Guo, Xianping; Hernández-Lerma, Onésimo 90 2009 Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. Zbl 1285.91057Gu, Ailing; Guo, Xianping; Li, Zhongfei; Zeng, Yan 59 2012 Discounted continuous-time Markov decision processes with constraints: unbounded transition and loss rates. Zbl 1218.90209Guo, Xianping; Piunovskiy, Alexei 36 2011 A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder). Zbl 1278.90427Guo, Xianping; Hernández-Lerma, Onésimo; Prieto-Rumeau, Tomás 31 2006 Continuous-time Markov decision processes with discounted rewards: the case of Polish spaces. Zbl 1278.90426Guo, Xianping 30 2007 Average optimality for continuous-time Markov decision processes in Polish spaces. Zbl 1160.90010Guo, Xianping; Rieder, Ulrich 29 2006 Drift and monotonicity conditions for continuous-time controlled Markov chains with an average criterion. Zbl 1364.90346Guo, Xianping; Hernández-Lerma, Onésimo 26 2003 Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates. Zbl 1071.91008Guo, Xianping; Hernández-Lerma, Onésimo 26 2003 Discounted continuous-time constrained Markov decision processes in Polish spaces. Zbl 1258.90104Guo, Xianping; Song, Xinyuan 23 2011 Robust disturbance attenuation for discrete-time active fault tolerant control systems with uncertainties. Zbl 1073.93568Shi, Peng; Boukas, El Kebir; Nguang, Sing Kiong; Guo, Xianping 23 2003 Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs. Zbl 1138.91338Guo, Xianping; Hernández-Lerma, Onésimo 22 2005 Average optimality for Markov decision processes in Borel spaces: a new condition and approach. Zbl 1121.90122Guo, Xianping; Zhu, Quanxin 21 2006 Continuous-time controlled Markov chains. Zbl 1049.60067Guo, Xianping; Hernández-Lerma, Onésimo 20 2003 Linear programming and constrained average optimality for general continuous-time Markov decision processes in history-dependent policies. Zbl 1250.90108Guo, Xianping; Huang, Yonghui; Song, Xinyuan 20 2012 Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates. Zbl 1125.91016Guo, Xianping; Hernández-Lerma, Onésimo 18 2005 A note on optimality conditions for continuous-time Markov decision processes with average cost criterion. Zbl 1017.90120Guo, Xianping; Liu, Ke 17 2001 Continuous-time controlled Markov chains with discounted rewards. Zbl 1043.93067Guo, Xianping; Hernández-Lerma, Onésimo 17 2003 Constrained optimization for average cost continuous-time Markov decision processes. Zbl 1366.90217Guo, Xianping 16 2007 Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints. Zbl 1338.90446Guo, Xianping; Zhang, Wenzhao 14 2014 Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates. Zbl 1330.90125Guo, Xianping; Huang, Xiangxiang; Huang, Yonghui 14 2015 Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs. Zbl 1140.91026Guo, Xianping; Hernández-Lerma, Onésimo 13 2007 Markov decision processes with state-dependent discount factors and unbounded rewards/costs. Zbl 1235.90178Wei, Qingda; Guo, Xianping 13 2011 Another set of conditions for strong \(n\) \((n=-1,0)\) discount optimality in Markov decision processes. Zbl 1160.90686Zhu, Quanxin; Guo, Xianping 13 2005 Markov decision processes with variance minimization: A new condition and approach. Zbl 1152.90646Zhu, Quanxin; Guo, Xianping 12 2007 Existence and regularity of a nonhomogeneous transition matrix under measurability conditions. Zbl 1147.60050Ye, Liuer; Guo, Xianping; Hernández-Lerma, Onésimo 12 2008 Finite horizon semi-Markov decision processes with application to maintenance systems. Zbl 1237.90249Huang, Yonghui; Guo, Xianping 12 2011 Risk-sensitive discounted continuous-time Markov decision processes with unbounded rates. Zbl 1432.90157Guo, Xianping; Liao, Zhong-Wei 11 2019 Performance analysis for controlled semi-Markov systems with application to maintenance. Zbl 1222.90076Huang, Yonghui; Guo, Xianping; Song, Xinyuan 11 2011 Another set of conditions for Markov decision processes with average sample-path costs. Zbl 1124.90044Zhu, Quanxin; Guo, Xianping 10 2006 Constrained continuous-time Markov control processes with discounted criteria. Zbl 1099.90071Guo, Xianping; Hernández-Lerma, Onésimo 10 2003 New discount and average optimality conditions for continuous-time Markov decision processes. Zbl 1225.90152Guo, Xianping; Ye, Liuer 10 2010 Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates. Zbl 1264.91011Zhang, WenZhao; Guo, XianPing 10 2012 A mean-variance optimization problem for discounted Markov decision processes. Zbl 1253.90214Guo, Xianping; Ye, Liuer; Yin, George 9 2012 The risk probability criterion for discounted continuous-time Markov decision processes. Zbl 1386.93308Huo, Haifeng; Zou, Xiaolong; Guo, Xianping 9 2017 Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion. Zbl 1028.90078Guo, Xianping; Zhu, Weiping 9 2002 Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem. Zbl 1410.91431Sun, Zhongyang; Guo, Xianping 9 2019 Limiting average criteria for nonstationary Markov decision processes. Zbl 1010.90092Guo, Xianping; Shi, Peng 8 2001 Optimal risk probability for first passage models in semi-Markov decision processes. Zbl 1176.90625Huang, Yonghui; Guo, Xianping 8 2009 Mean-variance criteria for finite continuous-time Markov decision processes. Zbl 1367.90113Guo, Xianping; Song, Xinyuan 8 2009 Minimum risk probability for finite horizon semi-Markov decision processes. Zbl 1267.90169Huang, Yonghui; Guo, Xianping; Li, Zhongfei 8 2013 Absorbing continuous-time Markov decision processes with total cost criteria. Zbl 1282.90229Guo, Xianping; Vykertas, Mantas; Zhang, Yi 8 2013 First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs. Zbl 1235.90177Huang, Yong-Hui; Guo, Xian-Ping 8 2011 New optimality conditions for average-payoff continuous-time Markov games in Polish spaces. Zbl 1230.91016Guo, Xianping; Hernández-Lerma, Onésimo 8 2011 Optimal control of ergodic continuous-time Markov chains with average sample-path rewards. Zbl 1116.90108Guo, Xianping; Cao, Xi-Ren 8 2005 Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions. Zbl 1114.90144Zhu, Quanxin; Guo, Xianping; Dai, Yonglong 8 2005 New average optimality conditions for semi-Markov decision processes in Borel spaces. Zbl 1266.90190Wei, Qingda; Guo, Xianping 7 2012 Nonhomogeneous Markov decision processes with Borel state space – the average criterion with nonuniformly bounded rewards. Zbl 1073.90569Guo, Xianping; Liu, Jianyong; Liu, Ke 7 2000 Denumerable state continuous time Markov decision processes with unbounded cost and transition rates under average criterion. Zbl 1024.90067Guo, Xianping; Zhu, Weiping 7 2002 A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases. Zbl 1059.90141Cao, Xiren; Guo, Xianping 7 2004 Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon. Zbl 1213.49035Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo 6 2010 Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs. Zbl 1336.91018Zhang, Wenzhao; Huang, Yonghui; Guo, Xianping 6 2014 Constrained continuous-time Markov decision processes with average criteria. Zbl 1143.90033Zhang, Lanlan; Guo, Xianping 6 2008 A new condition and approach for zero-sum stochastic games with average payoffs. Zbl 1142.91019Guo, Xianping; Yang, Jie 6 2008 Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces. Zbl 1441.93338Guo, Xianping; Zhang, Junyu 6 2019 First passage optimality and variance minimisation of Markov decision processes with varying discount factors. Zbl 1327.90374Wu, Xiao; Guo, Xianping 6 2015 Constrained Markov decision processes with first passage criteria. Zbl 1271.90104Huang, Yonghui; Wei, Qingda; Guo, Xianping 6 2013 Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria. Zbl 1431.90170Huang, Yonghui; Lian, Zhaotong; Guo, Xianping 5 2018 Continuous-time Markov decision processes with state-dependent discount factors. Zbl 1281.90082Ye, Liuer; Guo, Xianping 5 2012 First passage optimality for continuous-time Markov decision processes with varying discount factors and history-dependent policies. Zbl 1360.90278Guo, Xianping; Song, Xinyuan; Zhang, Yi 5 2014 On the first passage \(g\)-mean-variance optimality for discounted continuous-time Markov decision processes. Zbl 1322.90108Guo, Xianping; Huang, Xiangxiang; Zhang, Yi 5 2015 Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases. Zbl 1222.93135Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo 5 2011 A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates. Zbl 1327.90367Huang, XiangXiang; Zou, XiaoLong; Guo, XianPing 5 2015 Risk-sensitive finite-horizon piecewise deterministic Markov decision processes. Zbl 07165990Huang, Yonghui; Lian, Zhaotong; Guo, Xianping 4 2020 Discounted semi-Markov decision processes with nonnegative costs. Zbl 1224.90205Huang, Yonghui; Guo, Xianping 4 2010 Constrained total undiscounted continuous-time Markov decision processes. Zbl 1456.90173Guo, Xianping; Zhang, Yi 4 2017 Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces. Zbl 1337.90079Wei, Qingda; Guo, Xianping 4 2015 Mean-variance problems for finite horizon semi-Markov decision processes. Zbl 1343.93100Huang, Yonghui; Guo, Xianping 4 2015 First passage problems for nonstationary discrete-time stochastic control systems. Zbl 1291.93328Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo 4 2012 New sufficient conditions for average optimality in continuous-time Markov decision processes. Zbl 1203.90176Ye, Liuer; Guo, Xianping 4 2010 A probability criterion for zero-sum stochastic games. Zbl 1386.91024Huang, Xiangxiang; Guo, Xianping; Peng, Jianping 3 2017 Constrained continuous-time Markov decision processes on the finite horizon. Zbl 1370.90285Guo, Xianping; Huang, Yonghui; Zhang, Yi 3 2017 Construction and regularity of transition functions on Polish spaces under measurability conditions. Zbl 1263.60070Ye, Liu-Er; Guo, Xian-Ping 3 2013 Optimality conditions for CTMDP with average cost criterion. Zbl 1068.90609Guo, Xianping; Zhu, Weiping 3 2002 Convergence of Markov decision processes with constraints and state-action dependent discount factors. Zbl 1433.90185Wu, Xiao; Guo, Xianping 2 2020 Risk probability minimization problems for continuous-time Markov decision processes on finite horizon. Zbl 07256433Huo, Haifeng; Guo, Xianping 2 2020 Solving LR fuzzy linear matrix equation. Zbl 1429.15012Guo, X.; Shang, D. 2 2019 Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods. Zbl 1410.91495Lu, Xianggang; Yin, George; Zhang, Qing; Zhang, Caojin; Guo, Xianping 2 2017 Bias optimality for multichain continuous-time Markov decision processes. Zbl 1173.90579Guo, Xianping; Song, Xinyuan; Zhang, Junyu 2 2009 Continuous-time Markov decision processes with unbounded transition and discounted-reward rates. Zbl 1191.90091Yan, Hao; Zhang, Junyu; Guo, Xianping 2 2008 Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces. Zbl 1408.90310Huang, Yonghui; Li, Zhongfei; Guo, Xianping 2 2014 Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates. Zbl 1365.93546Lu, Xianggang; Yin, G.; Guo, Xianping 2 2017 Nonzero-sum stochastic games with probability criteria. Zbl 1444.91023Huang, Xiangxiang; Guo, Xianping 2 2020 Minimum average value-at-risk for finite horizon semi-Markov decision processes in continuous time. Zbl 1334.90199Huang, Yonghui; Guo, Xianping 2 2016 Strong average optimality for controlled nonhomogeneous Markov chains. Zbl 0968.93082Guo, Xianping; Shi, Peng; Zhu, Weiping 2 2001 Multiconstrained finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates. Zbl 1468.90140Huang, Yonghui; Guo, Xianping 1 2020 The non-stationary Markov decision model with a constraint. Zbl 0782.90094Guo, Xianping 1 1993 Minimax control for discrete-time time-varying stochastic systems. Zbl 1011.93108Guo, Xianping; Yu, Wen; Li, Xiaoou 1 2002 Total reward criteria for unconstrained/constrained continuous-time Markov decision processes. Zbl 1254.90290Guo, Xianping; Zhang, Lanlan 1 2011 Value iteration for average cost Markov decision processes in Borel spaces. Zbl 1159.90513Zhu, Quanxin; Guo, Xianping 1 2005 A semimartingale characterization of average optimal stationary policies for Markov decision processes. Zbl 1151.90576Zhu, Quanxin; Guo, Xianping 1 2006 A new strong optimality criterion for nonstationary Markov decision processes. Zbl 1032.90060Guo, Xianping; Shi, Peng; Zhu, Weiping 1 2000 Zero-sum stochastic games with average payoffs: new optimality conditions. Zbl 1192.91026Yang, Jie; Guo, Xian Ping 1 2009 A constrained optimization problem with applications to constrained MDPs. Zbl 1374.90404Guo, Xianping; Wei, Qingda; Zhang, Junyu 1 2012 First passage Markov decision processes with constraints and varying discount factors. Zbl 1317.90319Wu, Xiao; Zou, Xiaolong; Guo, Xianping 1 2015 Another set of verifiable conditions for average Markov decision processes with Borel spaces. Zbl 1340.90255Zou, Xiaolong; Guo, Xianping 1 2015 Partially observable Markov decision processes with reward information: basic ideas and models. Zbl 1366.90212Cao, Xi-Ren; Guo, Xianping 1 2007 Nonstationary denumerable state Markov decision processes – with average variance criterion. Zbl 1016.90071Guo, Xianping 1 1999 Denumerable continuous-time Markov decision processes with multiconstraints on average costs. Zbl 1258.93125Liu, Qiuli; Tan, Hangsheng; Guo, Xianping 1 2012 Constrained denumerable state non-stationary MDPs with expected total reward criterion. Zbl 0971.90102Guo, Xianping 1 2000 Average model in nonhomogeneous Markov decision processes and rolling horizon algorithm. Zbl 0952.90044Guo, Xianping; Liu, Jianyong; Liu, Ke 1 1999 Optimal stopping time on discounted semi-Markov processes. Zbl 1473.90174Chen, Fang; Guo, Xianping; Liao, Zhong-Wei 1 2021 Risk-sensitive finite-horizon piecewise deterministic Markov decision processes. Zbl 07165990Huang, Yonghui; Lian, Zhaotong; Guo, Xianping 4 2020 Convergence of Markov decision processes with constraints and state-action dependent discount factors. Zbl 1433.90185Wu, Xiao; Guo, Xianping 2 2020 Risk probability minimization problems for continuous-time Markov decision processes on finite horizon. Zbl 07256433Huo, Haifeng; Guo, Xianping 2 2020 Nonzero-sum stochastic games with probability criteria. Zbl 1444.91023Huang, Xiangxiang; Guo, Xianping 2 2020 Multiconstrained finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates. Zbl 1468.90140Huang, Yonghui; Guo, Xianping 1 2020 Risk-sensitive discounted continuous-time Markov decision processes with unbounded rates. Zbl 1432.90157Guo, Xianping; Liao, Zhong-Wei 11 2019 Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem. Zbl 1410.91431Sun, Zhongyang; Guo, Xianping 9 2019 Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces. Zbl 1441.93338Guo, Xianping; Zhang, Junyu 6 2019 Solving LR fuzzy linear matrix equation. Zbl 1429.15012Guo, X.; Shang, D. 2 2019 Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria. Zbl 1431.90170Huang, Yonghui; Lian, Zhaotong; Guo, Xianping 5 2018 The risk probability criterion for discounted continuous-time Markov decision processes. Zbl 1386.93308Huo, Haifeng; Zou, Xiaolong; Guo, Xianping 9 2017 Constrained total undiscounted continuous-time Markov decision processes. Zbl 1456.90173Guo, Xianping; Zhang, Yi 4 2017 A probability criterion for zero-sum stochastic games. Zbl 1386.91024Huang, Xiangxiang; Guo, Xianping; Peng, Jianping 3 2017 Constrained continuous-time Markov decision processes on the finite horizon. Zbl 1370.90285Guo, Xianping; Huang, Yonghui; Zhang, Yi 3 2017 Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods. Zbl 1410.91495Lu, Xianggang; Yin, George; Zhang, Qing; Zhang, Caojin; Guo, Xianping 2 2017 Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates. Zbl 1365.93546Lu, Xianggang; Yin, G.; Guo, Xianping 2 2017 Minimum average value-at-risk for finite horizon semi-Markov decision processes in continuous time. Zbl 1334.90199Huang, Yonghui; Guo, Xianping 2 2016 Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates. Zbl 1330.90125Guo, Xianping; Huang, Xiangxiang; Huang, Yonghui 14 2015 First passage optimality and variance minimisation of Markov decision processes with varying discount factors. Zbl 1327.90374Wu, Xiao; Guo, Xianping 6 2015 On the first passage \(g\)-mean-variance optimality for discounted continuous-time Markov decision processes. Zbl 1322.90108Guo, Xianping; Huang, Xiangxiang; Zhang, Yi 5 2015 A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates. Zbl 1327.90367Huang, XiangXiang; Zou, XiaoLong; Guo, XianPing 5 2015 Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces. Zbl 1337.90079Wei, Qingda; Guo, Xianping 4 2015 Mean-variance problems for finite horizon semi-Markov decision processes. Zbl 1343.93100Huang, Yonghui; Guo, Xianping 4 2015 First passage Markov decision processes with constraints and varying discount factors. Zbl 1317.90319Wu, Xiao; Zou, Xiaolong; Guo, Xianping 1 2015 Another set of verifiable conditions for average Markov decision processes with Borel spaces. Zbl 1340.90255Zou, Xiaolong; Guo, Xianping 1 2015 Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints. Zbl 1338.90446Guo, Xianping; Zhang, Wenzhao 14 2014 Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs. Zbl 1336.91018Zhang, Wenzhao; Huang, Yonghui; Guo, Xianping 6 2014 First passage optimality for continuous-time Markov decision processes with varying discount factors and history-dependent policies. Zbl 1360.90278Guo, Xianping; Song, Xinyuan; Zhang, Yi 5 2014 Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces. Zbl 1408.90310Huang, Yonghui; Li, Zhongfei; Guo, Xianping 2 2014 Minimum risk probability for finite horizon semi-Markov decision processes. Zbl 1267.90169Huang, Yonghui; Guo, Xianping; Li, Zhongfei 8 2013 Absorbing continuous-time Markov decision processes with total cost criteria. Zbl 1282.90229Guo, Xianping; Vykertas, Mantas; Zhang, Yi 8 2013 Constrained Markov decision processes with first passage criteria. Zbl 1271.90104Huang, Yonghui; Wei, Qingda; Guo, Xianping 6 2013 Construction and regularity of transition functions on Polish spaces under measurability conditions. Zbl 1263.60070Ye, Liu-Er; Guo, Xian-Ping 3 2013 Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. Zbl 1285.91057Gu, Ailing; Guo, Xianping; Li, Zhongfei; Zeng, Yan 59 2012 Linear programming and constrained average optimality for general continuous-time Markov decision processes in history-dependent policies. Zbl 1250.90108Guo, Xianping; Huang, Yonghui; Song, Xinyuan 20 2012 Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates. Zbl 1264.91011Zhang, WenZhao; Guo, XianPing 10 2012 A mean-variance optimization problem for discounted Markov decision processes. Zbl 1253.90214Guo, Xianping; Ye, Liuer; Yin, George 9 2012 New average optimality conditions for semi-Markov decision processes in Borel spaces. Zbl 1266.90190Wei, Qingda; Guo, Xianping 7 2012 Continuous-time Markov decision processes with state-dependent discount factors. Zbl 1281.90082Ye, Liuer; Guo, Xianping 5 2012 First passage problems for nonstationary discrete-time stochastic control systems. Zbl 1291.93328Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo 4 2012 A constrained optimization problem with applications to constrained MDPs. Zbl 1374.90404Guo, Xianping; Wei, Qingda; Zhang, Junyu 1 2012 Denumerable continuous-time Markov decision processes with multiconstraints on average costs. Zbl 1258.93125Liu, Qiuli; Tan, Hangsheng; Guo, Xianping 1 2012 Discounted continuous-time Markov decision processes with constraints: unbounded transition and loss rates. Zbl 1218.90209Guo, Xianping; Piunovskiy, Alexei 36 2011 Discounted continuous-time constrained Markov decision processes in Polish spaces. Zbl 1258.90104Guo, Xianping; Song, Xinyuan 23 2011 Markov decision processes with state-dependent discount factors and unbounded rewards/costs. Zbl 1235.90178Wei, Qingda; Guo, Xianping 13 2011 Finite horizon semi-Markov decision processes with application to maintenance systems. Zbl 1237.90249Huang, Yonghui; Guo, Xianping 12 2011 Performance analysis for controlled semi-Markov systems with application to maintenance. Zbl 1222.90076Huang, Yonghui; Guo, Xianping; Song, Xinyuan 11 2011 First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs. Zbl 1235.90177Huang, Yong-Hui; Guo, Xian-Ping 8 2011 New optimality conditions for average-payoff continuous-time Markov games in Polish spaces. Zbl 1230.91016Guo, Xianping; Hernández-Lerma, Onésimo 8 2011 Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases. Zbl 1222.93135Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo 5 2011 Total reward criteria for unconstrained/constrained continuous-time Markov decision processes. Zbl 1254.90290Guo, Xianping; Zhang, Lanlan 1 2011 New discount and average optimality conditions for continuous-time Markov decision processes. Zbl 1225.90152Guo, Xianping; Ye, Liuer 10 2010 Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon. Zbl 1213.49035Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo 6 2010 Discounted semi-Markov decision processes with nonnegative costs. Zbl 1224.90205Huang, Yonghui; Guo, Xianping 4 2010 New sufficient conditions for average optimality in continuous-time Markov decision processes. Zbl 1203.90176Ye, Liuer; Guo, Xianping 4 2010 Continuous-time Markov decision processes. Theory and applications. Zbl 1209.90002Guo, Xianping; Hernández-Lerma, Onésimo 90 2009 Optimal risk probability for first passage models in semi-Markov decision processes. Zbl 1176.90625Huang, Yonghui; Guo, Xianping 8 2009 Mean-variance criteria for finite continuous-time Markov decision processes. Zbl 1367.90113Guo, Xianping; Song, Xinyuan 8 2009 Bias optimality for multichain continuous-time Markov decision processes. Zbl 1173.90579Guo, Xianping; Song, Xinyuan; Zhang, Junyu 2 2009 Zero-sum stochastic games with average payoffs: new optimality conditions. Zbl 1192.91026Yang, Jie; Guo, Xian Ping 1 2009 Existence and regularity of a nonhomogeneous transition matrix under measurability conditions. Zbl 1147.60050Ye, Liuer; Guo, Xianping; Hernández-Lerma, Onésimo 12 2008 Constrained continuous-time Markov decision processes with average criteria. Zbl 1143.90033Zhang, Lanlan; Guo, Xianping 6 2008 A new condition and approach for zero-sum stochastic games with average payoffs. Zbl 1142.91019Guo, Xianping; Yang, Jie 6 2008 Continuous-time Markov decision processes with unbounded transition and discounted-reward rates. Zbl 1191.90091Yan, Hao; Zhang, Junyu; Guo, Xianping 2 2008 Continuous-time Markov decision processes with discounted rewards: the case of Polish spaces. Zbl 1278.90426Guo, Xianping 30 2007 Constrained optimization for average cost continuous-time Markov decision processes. Zbl 1366.90217Guo, Xianping 16 2007 Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs. Zbl 1140.91026Guo, Xianping; Hernández-Lerma, Onésimo 13 2007 Markov decision processes with variance minimization: A new condition and approach. Zbl 1152.90646Zhu, Quanxin; Guo, Xianping 12 2007 Partially observable Markov decision processes with reward information: basic ideas and models. Zbl 1366.90212Cao, Xi-Ren; Guo, Xianping 1 2007 A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder). Zbl 1278.90427Guo, Xianping; Hernández-Lerma, Onésimo; Prieto-Rumeau, Tomás 31 2006 Average optimality for continuous-time Markov decision processes in Polish spaces. Zbl 1160.90010Guo, Xianping; Rieder, Ulrich 29 2006 Average optimality for Markov decision processes in Borel spaces: a new condition and approach. Zbl 1121.90122Guo, Xianping; Zhu, Quanxin 21 2006 Another set of conditions for Markov decision processes with average sample-path costs. Zbl 1124.90044Zhu, Quanxin; Guo, Xianping 10 2006 A semimartingale characterization of average optimal stationary policies for Markov decision processes. Zbl 1151.90576Zhu, Quanxin; Guo, Xianping 1 2006 Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs. Zbl 1138.91338Guo, Xianping; Hernández-Lerma, Onésimo 22 2005 Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates. Zbl 1125.91016Guo, Xianping; Hernández-Lerma, Onésimo 18 2005 Another set of conditions for strong \(n\) \((n=-1,0)\) discount optimality in Markov decision processes. Zbl 1160.90686Zhu, Quanxin; Guo, Xianping 13 2005 Optimal control of ergodic continuous-time Markov chains with average sample-path rewards. Zbl 1116.90108Guo, Xianping; Cao, Xi-Ren 8 2005 Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions. Zbl 1114.90144Zhu, Quanxin; Guo, Xianping; Dai, Yonglong 8 2005 Value iteration for average cost Markov decision processes in Borel spaces. Zbl 1159.90513Zhu, Quanxin; Guo, Xianping 1 2005 A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases. Zbl 1059.90141Cao, Xiren; Guo, Xianping 7 2004 Drift and monotonicity conditions for continuous-time controlled Markov chains with an average criterion. Zbl 1364.90346Guo, Xianping; Hernández-Lerma, Onésimo 26 2003 Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates. Zbl 1071.91008Guo, Xianping; Hernández-Lerma, Onésimo 26 2003 Robust disturbance attenuation for discrete-time active fault tolerant control systems with uncertainties. Zbl 1073.93568Shi, Peng; Boukas, El Kebir; Nguang, Sing Kiong; Guo, Xianping 23 2003 Continuous-time controlled Markov chains. Zbl 1049.60067Guo, Xianping; Hernández-Lerma, Onésimo 20 2003 Continuous-time controlled Markov chains with discounted rewards. Zbl 1043.93067Guo, Xianping; Hernández-Lerma, Onésimo 17 2003 Constrained continuous-time Markov control processes with discounted criteria. Zbl 1099.90071Guo, Xianping; Hernández-Lerma, Onésimo 10 2003 Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion. Zbl 1028.90078Guo, Xianping; Zhu, Weiping 9 2002 Denumerable state continuous time Markov decision processes with unbounded cost and transition rates under average criterion. Zbl 1024.90067Guo, Xianping; Zhu, Weiping 7 2002 Optimality conditions for CTMDP with average cost criterion. Zbl 1068.90609Guo, Xianping; Zhu, Weiping 3 2002 Minimax control for discrete-time time-varying stochastic systems. Zbl 1011.93108Guo, Xianping; Yu, Wen; Li, Xiaoou 1 2002 A note on optimality conditions for continuous-time Markov decision processes with average cost criterion. Zbl 1017.90120Guo, Xianping; Liu, Ke 17 2001 Limiting average criteria for nonstationary Markov decision processes. Zbl 1010.90092Guo, Xianping; Shi, Peng 8 2001 Strong average optimality for controlled nonhomogeneous Markov chains. Zbl 0968.93082Guo, Xianping; Shi, Peng; Zhu, Weiping 2 2001 Nonhomogeneous Markov decision processes with Borel state space – the average criterion with nonuniformly bounded rewards. Zbl 1073.90569Guo, Xianping; Liu, Jianyong; Liu, Ke 7 2000 A new strong optimality criterion for nonstationary Markov decision processes. Zbl 1032.90060Guo, Xianping; Shi, Peng; Zhu, Weiping 1 2000 Constrained denumerable state non-stationary MDPs with expected total reward criterion. Zbl 0971.90102Guo, Xianping 1 2000 Nonstationary denumerable state Markov decision processes – with average variance criterion. Zbl 1016.90071Guo, Xianping 1 1999 Average model in nonhomogeneous Markov decision processes and rolling horizon algorithm. Zbl 0952.90044Guo, Xianping; Liu, Jianyong; Liu, Ke 1 1999 ...and 1 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 433 Authors 69 Guo, Xianping 23 Hernández-Lerma, Onésimo 21 Wei, Qingda 18 Zhang, Yi 16 Huang, Yonghui 15 Dufour, François 14 Prieto-Rumeau, Tomás 13 Piunovskiĭ, Alekseĭ Borisovich 13 Zhao, Hui 12 Zhu, Quanxin 11 Li, Danping 10 Chen, Xian 10 Pal, Chandan 10 Rong, Ximin 9 Costa, Oswaldo Luiz V. 8 Jasso-Fuentes, Héctor 8 Saha, Subhamay 8 Xia, Li 7 Shi, Peng 7 Wu, Xiao 7 Zeng, Yan 7 Zou, Xiaolong 6 Golui, Subrata 6 Gu, Ailing 6 Huang, Xiangxiang 6 Li, Zhongfei 6 Liu, Qiuli 6 Sun, Zhongyang 6 Viens, Frederi G. 6 Ye, Liuer 6 Zhang, Junyu 6 Zhang, Wenzhao 5 Feinberg, Eugene Aleksandrovich 5 Guo, Xin 5 Jiang, Bin 5 Pradhan, Somnath 5 Shen, Yang 4 Bhabak, Arnab 4 Clempner, Julio B. 4 Ghosh, Mrinal Kanti 4 Guan, Guohui 4 Huang, Ya 4 Li, Junping 4 Liao, Zhongwei 4 Mendoza-Pérez, Armando Felipe 4 Minjárez-Sosa, J. Adolfo 4 Shiryaev, Al’bert Nikolaevich 4 Su, Yan 4 Yi, Bo 4 Zhou, Jieming 3 A, Chunxiang 3 Aberkane, Samir 3 Cao, Xiren 3 Escobedo-Trujillo, Beatris Adriana 3 Guo, Junyi 3 Hernández-del-Valle, Adrián 3 Huo, Hai-Feng 3 Khlopin, Dmitriĭ Valer’evich 3 Luque-Vásquez, Fernando 3 Mandava, Manasa 3 Ponsart, Jean-Christophe 3 Sauter, Dominique D. J. 3 Solan, Eilon 3 Vega-Amaya, Oscar 2 Anselmi, Jonatha 2 Cavazos-Cadena, Rolando 2 Çekyay, Bora 2 Chen, Fang 2 Chen, Peimin 2 Cheng, Kang 2 Confortola, Fulvia 2 Cruz Suárez, Hugo Adán 2 De Bock, Jasper 2 Deng, Chao 2 Deng, Yingchun 2 Du, Dongsheng 2 Flesch, Janos 2 González-Sánchez, David 2 Hou, Zhenting 2 Jaśkiewicz, Anna 2 Kong, Yinying 2 Levy, Yehuda John 2 Li, Sheng 2 Li, Yanjie 2 Liang, Zongxia 2 Lorenzo, José María 2 Lu, Xianggang 2 Menaldi, Jose-Luis 2 Montes-de-Oca, Raúl 2 Neyman, Abraham 2 Nowak, Andrzej S. 2 Poznyak, Aleksandr Semënovich 2 Predtetchinski, Arkadi 2 Rabe, Markus N. 2 Schewe, Sven 2 Shao, Yi 2 Song, Xinyuan 2 Sorin, Sylvain 2 Uǧurlu, Kerem 2 Wang, Ling ...and 333 more Authors all top 5 Cited in 99 Serials 17 Journal of Mathematical Analysis and Applications 17 Insurance Mathematics & Economics 16 Journal of Applied Probability 15 Operations Research Letters 14 Applied Mathematics and Optimization 14 Mathematical Methods of Operations Research 11 Automatica 11 Journal of Computational and Applied Mathematics 11 SIAM Journal on Control and Optimization 11 European Journal of Operational Research 9 Optimization 9 Discrete Event Dynamic Systems 9 Scandinavian Actuarial Journal 8 International Journal of Control 8 Journal of Optimization Theory and Applications 8 Stochastic Analysis and Applications 8 Dynamic Games and Applications 7 Advances in Applied Probability 7 Stochastics 7 Journal of Dynamics and Games 6 Annals of Operations Research 6 Communications in Statistics. 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