Xi-Ren Cao

Orcid: 0000-0001-5165-8804

Affiliations:
  • Hong Kong University of Science and Technology


According to our database1, Xi-Ren Cao authored at least 110 papers between 1983 and 2023.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Awards

IEEE Fellow

IEEE Fellow 1996, "For contributions to perturbation analysis and to performance evaluation of discrete event systems.".

Timeline

Legend:

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Links

Online presence:

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Bibliography

2023
A note on the existence of optimal stationary policies for average Markov decision processes with countable states.
Autom., 2023

2021
Optimization of stock trading with additional information by Limit Order Book.
Autom., 2021

2020
Stochastic Control of Multidimensional Systems With Relative Optimization.
IEEE Trans. Autom. Control., 2020

2019
State Classification and Multiclass Optimization of Continuous-Time and Continuous-State Markov Processes.
IEEE Trans. Autom. Control., 2019

2018
Semismooth Potentials of Stochastic Systems With Degenerate Diffusions.
IEEE Trans. Autom. Control., 2018

Optimization in curbing risk contagion among financial institutes.
Autom., 2018

Perturbation analysis: A framework for data-driven control and optimization of discrete event and hybrid systems.
Annu. Rev. Control., 2018

2017
Stochastic Feedback Control With One-Dimensional Degenerate Diffusions and Nonsmooth Value Functions.
IEEE Trans. Autom. Control., 2017

Optimality Conditions for Long-Run Average Rewards With Underselectivity and Nonsmooth Features.
IEEE Trans. Autom. Control., 2017

Relative Time and Stochastic Control With Non-Smooth Features.
IEEE Trans. Autom. Control., 2017

Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time.
SIAM J. Control. Optim., 2017

2016
State Classification of Time-Nonhomogeneous Markov Chains and Average Reward Optimization of Multi-Chains.
IEEE Trans. Autom. Control., 2016

2015
Perturbation Analysis of Steady-State Performance and Sensitivity-Based Optimization.
Proceedings of the Encyclopedia of Systems and Control, 2015

Optimization of Average Rewards of Time Nonhomogeneous Markov Chains.
IEEE Trans. Autom. Control., 2015

Editorial: changes at J-DEDS.
Discret. Event Dyn. Syst., 2015

2014
Partial-Information State-Based Optimization of Partially Observable Markov Decision Processes and the Separation Principle.
IEEE Trans. Autom. Control., 2014

A tutorial on event-based optimization - a new optimization framework.
Discret. Event Dyn. Syst., 2014

How Does Perturbation Analysis Work in Finance and Economics?
Proceedings of the 12th International Workshop on Discrete Event Systems, 2014

2012
Performance optimization of queueing systems with perturbation realization.
Eur. J. Oper. Res., 2012

Analysis of non-linear behavior - a sensitivity-based approach.
Proceedings of the 51th IEEE Conference on Decision and Control, 2012

2011
Lebesgue-Sampling-Based Optimal Control Problems With Time Aggregation.
IEEE Trans. Autom. Control., 2011

Completion-of-squares: Revisited and extended.
Syst. Control. Lett., 2011

Stochastic control via direct comparison.
Discret. Event Dyn. Syst., 2011

2010
On-Line Policy Gradient Estimation with Multi-Step Sampling.
Discret. Event Dyn. Syst., 2010

Editorial.
Discret. Event Dyn. Syst., 2010

2009
Continuous-time Markov decision processes with nth-bias optimality criteria.
Autom., 2009

Policy iteration for customer-average performance optimization of closed queueing systems.
Autom., 2009

Stochastic learning and optimization - A sensitivity-based approach.
Annu. Rev. Control., 2009

Virtual Prototype Modeling and Fast Dynamic Simulation of the Complete Integrated Sea Trial System for Deep-Ocean Mining.
Proceedings of the International Conference on Computer Modeling and Simulation, 2009

A new model of continuous-time Markov processes and impulse stochastic control.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009

2008
Event-Based Optimization of Markov Systems.
IEEE Trans. Autom. Control., 2008

The n th-Order Bias Optimality for Multichain Markov Decision Processes.
IEEE Trans. Autom. Control., 2008

Policy iteration based feedback control.
Autom., 2008

Event-based optimization for dispatching policies in material handling systems of general assembly lines.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

2007
Partially Observable Markov Decision Processes With Reward Information: Basic Ideas and Models.
IEEE Trans. Autom. Control., 2007

Time aggregation based optimal control and Lebesgue sampling.
Proceedings of the 46th IEEE Conference on Decision and Control, 2007

Stochastic Learning and Optimization - A Sensitivity-Based Approach.
Springer, ISBN: 978-0-387-36787-3, 2007

2006
Relationship Between Perturbation Realization Factors With Queueing Models and Markov Models.
IEEE Trans. Autom. Control., 2006

Generalized LQR control and Kalman filtering with relations to computations of inner-outer and spectral factorizations.
IEEE Trans. Autom. Control., 2006

A matrix-analytic solution for the <i>DBMAP/PH/</i>1 priority queue.
Queueing Syst. Theory Appl., 2006

The control of a two-level Markov decision process by time aggregation.
Autom., 2006

Aggregation of Perturbation Realization Factors and Service Rate-Based Policy Iteration for Queueing Systems.
Proceedings of the 45th IEEE Conference on Decision and Control, 2006

Constructing Performance Sensitivities with Sample Paths in Continuous-time Markov Systems.
Proceedings of the 45th IEEE Conference on Decision and Control, 2006

2005
Nonlinear adaptive blind whitening for MIMO channels.
IEEE Trans. Signal Process., 2005

A basic formula for online policy gradient algorithms.
IEEE Trans. Autom. Control., 2005

Optimal Control of Ergodic Continuous-Time Markov Chains with Average Sample-Path Rewards.
SIAM J. Control. Optim., 2005

Contributing Authors.
Discret. Event Dyn. Syst., 2005

Basic Ideas for Event-Based Optimization of Markov Systems.
Discret. Event Dyn. Syst., 2005

2004
Complexity and Heuristics for Wireless Broadcast with Noncumulative Layered Data.
IEEE Trans. Wirel. Commun., 2004

Potential-based online policy iteration algorithms for Markov decision processes.
IEEE Trans. Autom. Control., 2004

The potential structure of sample paths and performance sensitivities of Markov systems.
IEEE Trans. Autom. Control., 2004

Call admission control for voice/data integrated cellular networks: performance analysis and comparative study.
IEEE J. Sel. Areas Commun., 2004

A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases.
Autom., 2004

Statistical bounds on the drop probability of assured forwarding services in DiffServ interior nodes under the processor sharing scheduling discipline.
Proceedings of the 23rd IEEE International Performance Computing and Communications Conference, 2004

Partially observable Markov decision processes with reward information.
Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

2003
On Handoff Performance for an Integrated Voice/Data Cellular System.
Wirel. Networks, 2003

Structure and interpretation of signals and systems [Book Review].
IEEE Trans. Autom. Control., 2003

Semi-Markov decision problems and performance sensitivity analysis.
IEEE Trans. Autom. Control., 2003

Obtaining packet response times for nonblocking ATM switches.
Perform. Evaluation, 2003

From Perturbation Analysis to Markov Decision Processes and Reinforcement Learning.
Discret. Event Dyn. Syst., 2003

Introduction to the Special Issue on Learning, Optimization, and Decision Making in DEDS.
Discret. Event Dyn. Syst., 2003

Performance analysis of bandwidth allocations for multi-services mobile wireless cellular networks.
Proceedings of the 2003 IEEE Wireless Communications and Networking, 2003

Call level performance analysis for multi-services wireless cellular networks.
Proceedings of IEEE International Conference on Communications, 2003

A system theoretic perspective of learning and optimization.
Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

Constructing performance sensitivities of Markov systems with potentials as building blocks.
Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

2002
Internet pricing with a game theoretical approach: concepts and examples.
IEEE/ACM Trans. Netw., 2002

Convergence of stochastic-approximation-based algorithms for blind channel identification.
IEEE Trans. Inf. Theory, 2002

A note on the relation between weak derivatives and perturbation realization.
IEEE Trans. Autom. Control., 2002

Unity in Diversity, Diversity in Unity: Retrospective and Prospective Views on Control of Discrete Event Systems.
Discret. Event Dyn. Syst., 2002

A time aggregation approach to Markov decision processes.
Autom., 2002

Fine-grained scalable video broadcasting over cellular networks.
Proceedings of the 2002 IEEE International Conference on Multimedia and Expo, 2002

Gradient-based policy iteration: an example.
Proceedings of the 41st IEEE Conference on Decision and Control, 2002

2001
Computing MDP cost function for high speed networks with sample-path and quantization.
Commun. Inf. Syst., 2001

Analysis of packet reservation multiple access for data transmission.
Proceedings of the Global Telecommunications Conference, 2001

Adaptive error control for mobile networks: on-line optimization based on a single sample path.
Proceedings of the 40th IEEE Conference on Decision and Control, 2001

2000
QoS-enabled voice support in the next-generation Internet: issues, existing approaches and challenges.
IEEE Commun. Mag., 2000

A unified approach to Markov decision problems and performance sensitivity analysis.
Autom., 2000

An algebraic principle in blind separation of single source signal.
Proceedings of the IEEE International Symposium on Circuits and Systems, 2000

Internet pricing: comparison and examples.
Proceedings of the 39th IEEE Conference on Decision and Control, 2000

1999
An algebraic principle for blind separation of white non-Gaussian sources.
Signal Process., 1999

Column-anchored zeroforcing blind equalization for multiuser wireless FIR channels.
IEEE J. Sel. Areas Commun., 1999

On performance potentials and conditional Monte Carlo for gradient estimationfor Markov chains.
Ann. Oper. Res., 1999

1998
Algorithms for sensitivity analysis of Markov systems through potentials and perturbation realization.
IEEE Trans. Control. Syst. Technol., 1998

The Relations Among Potentials, Perturbation Analysis, and Markov Decision Processes.
Discret. Event Dyn. Syst., 1998

Performance Analysis of a Nonblocking ATM Switch with a Bufferless Internal Speedup Fabric.
Comput. Networks, 1998

Optimization in distributed controlled Markov chains.
Proceedings of the IEEE International Conference on Systems, Man and Cybernetics, 1998

On the performance bounds of optical LANs based on WDM.
Proceedings of the Third IEEE Symposium on Computers and Communications (ISCC 1998), June 30, 1998

Experimental results on the impact of cell delay variation on speech quality in ATM networks.
Proceedings of the 1998 IEEE International Conference on Communications, 1998

1997
Controllability is not necessary for adaptive pole placement control.
IEEE Trans. Autom. Control., 1997

Perturbation realization, potentials, and sensitivity analysis of Markov processes.
IEEE Trans. Autom. Control., 1997

Efficient Estimation of Cell Loss and Cell Delay of Nonblocking ATM Switches.
Proceedings of the 22nd IEEE Conference on Local Computer Networks (LCN '97), 1997

Blind equalization with a linear feedforward neural network.
Proceedings of the 5th Eurorean Symposium on Artificial Neural Networks, 1997

1996
General approach to blind source separation.
IEEE Trans. Signal Process., 1996

A single sample path-based performance sensitivity formula for Markov chains.
IEEE Trans. Autom. Control., 1996

Performance Sensitivity Formulae, Algorithms and Estimates for Closed Queueing Networks with Exponential Servers.
Perform. Evaluation, 1996

1995
A performance model for ATM switches with general packet length distributions.
IEEE/ACM Trans. Netw., 1995

The maximum throughput of a nonblocking space-division packet switch with correlated destinations.
IEEE Trans. Commun., 1995

Ill-conditioned performance functions of queueing systems.
IEEE Trans. Autom. Control., 1995

1993
Some common misconceptions about performance modeling and validation.
SIGMETRICS Perform. Evaluation Rev., 1993

Decomposition of random variables with bounded hazard rates.
Oper. Res. Lett., 1993

1992
A new method of performance sensitivity analysis for non-Markovian queueing networks.
Queueing Syst. Theory Appl., 1992

Operational Analysis of Stochastic Closed Queueing Networks.
Perform. Evaluation, 1992

New performance sensitivity formulae for a class of product-form queueing networks.
Discret. Event Dyn. Syst., 1992

1989
Estimates of performance sensitivity of a stochastic system.
IEEE Trans. Inf. Theory, 1989

A comparison of the dynamics of continuous and discrete event systems.
Proc. IEEE, 1989

1988
A Sample Performance Function of Closed Jackson Queueing Networks.
Oper. Res., 1988

1987
First-Order Perturbation Analysis of a Simple Multi-Class Finite Source Queue.
Perform. Evaluation, 1987

1985
Performance sensitivity to routing changes in queuing networks and flexible manufacturing systems using perturbation analysis.
IEEE J. Robotics Autom., 1985

1983
Infinitesimal and finite perturbation analysis for queueing networks.
Autom., 1983

The phantom customer and marked customer methods for optimization of closed queueing networks with blocking and general service times.
Proceedings of the International Conference on Measurements and Modeling of Computer Systems, 1983


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