Xianping Guo

Orcid: 0000-0001-6954-5947

According to our database1, Xianping Guo authored at least 60 papers between 1999 and 2023.

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

Timeline

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Bibliography

2023
Zero-Sum Games for Finite-Horizon Semi-Markov Processes Under the Probability Criterion.
IEEE Trans. Autom. Control., September, 2023

Zero-sum infinite-horizon discounted piecewise deterministic Markov games.
Math. Methods Oper. Res., April, 2023

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

2022
Risk-sensitive infinite-horizon discounted piecewise deterministic Markov decision processes.
Oper. Res., 2022

Optimal Stopping Time on Semi-Markov Processes with Finite Horizon.
J. Optim. Theory Appl., 2022

Zero-sum semi-Markov games with state-action-dependent discount factors.
Discret. Event Dyn. Syst., 2022

2021
Zero-sum risk-sensitive continuous-time stochastic games with unbounded payoff and transition rates and Borel spaces.
CoRR, 2021

2020
Risk Probability Minimization Problems for Continuous-Time Markov Decision Processes on Finite Horizon.
IEEE Trans. Autom. Control., 2020

Risk-sensitive finite-horizon piecewise deterministic Markov decision processes.
Oper. Res. Lett., 2020

Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates.
Math. Oper. Res., 2020

Nonzero-Sum Stochastic Games with Probability Criteria.
Dyn. Games Appl., 2020

2019
$N$-Person Nonzero-Sum Games for Continuous-Time Jump Processes With Varying Discount Factors.
IEEE Trans. Autom. Control., 2019

Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates.
SIAM J. Control. Optim., 2019

Equilibrium for a Time-Inconsistent Stochastic Linear-Quadratic Control System with Jumps and Its Application to the Mean-Variance Problem.
J. Optim. Theory Appl., 2019

Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces.
Discret. Event Dyn. Syst., 2019

2017
Infinite Horizon Controlled Diffusions with Randomly Varying and State-Dependent Discount Cost Rates.
J. Optim. Theory Appl., 2017

The risk probability criterion for discounted continuous-time Markov decision processes.
Discret. Event Dyn. Syst., 2017

2016
Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time.
SIAM J. Optim., 2016

Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints.
Math. Oper. Res., 2016

2015
On the First Passage g-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes.
SIAM J. Control. Optim., 2015

Another set of verifiable conditions for average Markov decision processes with Borel spaces.
Kybernetika, 2015

First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors.
J. Appl. Probab., 2015

Semi-Markov decision processes with variance minimization criterion.
4OR, 2015

2014
First Passage Optimality for Continuous-Time Markov Decision Processes With Varying Discount Factors and History-Dependent Policies.
IEEE Trans. Autom. Control., 2014

Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces.
Oper. Res. Lett., 2014

Strong <i>n</i>-discount and finite-horizon optimality for continuous-time Markov decision processes.
J. Syst. Sci. Complex., 2014

Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints.
Eur. J. Oper. Res., 2014

Case-based teaching using the Laboratory Animal System for learning C/C++ programming.
Comput. Educ., 2014

2013
Constrained Markov decision processes with first passage criteria.
Ann. Oper. Res., 2013

2012
Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies.
SIAM J. Control. Optim., 2012

New Average Optimality Conditions for Semi-Markov Decision Processes in Borel Spaces.
J. Optim. Theory Appl., 2012

Denumerable continuous-time Markov decision processes with multiconstraints on average costs.
Int. J. Syst. Sci., 2012

A mean-variance optimization problem for discounted Markov decision processes.
Eur. J. Oper. Res., 2012

First Passage Problems for Nonstationary Discrete-Time Stochastic Control Systems.
Eur. J. Control, 2012

2011
Nonstationary discrete-time deterministic and stochastic control systems: Bounded and unbounded cases.
Syst. Control. Lett., 2011

Markov decision processes with state-dependent discount factors and unbounded rewards/costs.
Oper. Res. Lett., 2011

Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates.
Math. Oper. Res., 2011

Performance Analysis for Controlled Semi-Markov Systems with Application to Maintenance.
J. Optim. Theory Appl., 2011

Total reward criteria for unconstrained/constrained continuous-time Markov decision processes.
J. Syst. Sci. Complex., 2011

Finite horizon semi-Markov decision processes with application to maintenance systems.
Eur. J. Oper. Res., 2011

Application of Conditional Logistic Regression method in a prospective effectiveness comparative study among patients with Acute Ischemic Stroke.
Proceedings of the 2011 IEEE International Conference on Bioinformatics and Biomedicine Workshops, 2011

2010
New sufficient conditions for average optimality in continuous-time Markov decision processes.
Math. Methods Oper. Res., 2010

Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon.
Int. J. Control, 2010

2009
Mean-Variance Criteria for Finite Continuous-Time Markov Decision Processes.
IEEE Trans. Autom. Control., 2009

Bias optimality for multichain continuous-time Markov decision processes.
Oper. Res. Lett., 2009

2008
Constrained continuous-time Markov decision processes with average criteria.
Math. Methods Oper. Res., 2008

2007
Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes.
IEEE Trans. Autom. Control., 2007

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

Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces.
Math. Oper. Res., 2007

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

Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions.
Math. Methods Oper. Res., 2005

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

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

2003
Drift and monotonicity conditions for continuous-time controlled Markov chains with an average criterion.
IEEE Trans. Autom. Control., 2003

2002
Minimax control for discrete-time time-varying stochastic systems.
Autom., 2002

2001
A note on optimality conditions for continuous-time Markov decision processes with average cost criterion.
IEEE Trans. Autom. Control., 2001

Limiting Average Criteria For Nonstationary Markov Decision Processes.
SIAM J. Optim., 2001

2000
Nonhomogeneous Markov Decision Processes with Borel State Space-The Average Criterion with Nonuniformly Bounded Rewards.
Math. Oper. Res., 2000

A new strong optimality criterion for nonstationary Markov decision processes.
Math. Methods Oper. Res., 2000

1999
Nonstationary denumerable state Markov decision processes - with average variance criterion.
Math. Methods Oper. Res., 1999


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