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Discounted continuous-time markov decision processes with constraints : unbounded transition and loss rates
Guo, Xianping
;
Piunovskiy, Alexei
- In:
Mathematics of operations research
36
(
2011
)
1
,
pp. 105-132
Persistent link: https://www.econbiz.de/10009007259
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Optimality of mixed policies for average continuous-time markov decision processes with constraints
Guo, Xianping
;
Zhang, Yi
- In:
Mathematics of operations research
41
(
2016
)
4
,
pp. 1276-1296
Persistent link: https://www.econbiz.de/10011595057
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Multiconstrained finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates
Huang, Yonghui
;
Guo, Xianping
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 641-659
Persistent link: https://www.econbiz.de/10012242542
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4
Optimal investment strategy for α-robust utility maximization problem
Yang, Zhou
;
Li, Danping
;
Zeng, Yan
;
Liu, Guanting
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 606-632
Persistent link: https://www.econbiz.de/10015211757
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5
Credit risk models with incomplete information
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematics of operations research
34
(
2009
)
2
,
pp. 320-332
Persistent link: https://www.econbiz.de/10003870282
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6
Nonhomogeneous Markov Decision Processes with Borel State Space -- The Average Criterion with Nonuniformity Bounded Rewards
Guo, Xianping
;
Liu, Jianyong
;
Liu, Ke
- In:
Mathematics of operations research
25
(
2000
)
4
,
pp. 667-678
Persistent link: https://www.econbiz.de/10006419005
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7
Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
Guo, Xianping
;
Piunovskiy, Alexei
- In:
Mathematics of operations research
36
(
2011
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10008885696
Saved in:
8
Credit Risk Models with Incomplete Information
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematics of operations research
34
(
2009
)
2
,
pp. 320-332
Persistent link: https://www.econbiz.de/10008255209
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