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Nonstationary denumerable state Markov decision processes : with average variance criterion
Guo, Xianping - In: Mathematical methods of operations research 49 (1999) 1, pp. 87-96
Persistent link: https://www.econbiz.de/10001415267
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Zero-sum stochastic games with the average-value-at-risk criterion
Liu, Qiuli; Ching, Wai Ki; Guo, Xianping - In: Top : an official journal of the Spanish Society of … 31 (2023) 3, pp. 618-647
Persistent link: https://www.econbiz.de/10014384732
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New sufficient conditions for average optimality in continuous-time Markov decision processes
Ye, Liuer; Guo, Xianping - In: Mathematical methods of operations research 72 (2010) 1, pp. 75-94
Persistent link: https://www.econbiz.de/10008652561
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Bias optimality for multichain continuous-time Markov decision processes
Guo, Xianping; Song, Xin-Yuan; Zhang, Junyu - In: Operations research letters 37 (2009) 5, pp. 317-321
Persistent link: https://www.econbiz.de/10003932228
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Markov decision processes with state-dependent discount factors and unbounded rewards/costs
Wei, Qingda; Guo, Xianping - In: Operations research letters 39 (2011) 5, pp. 369-374
Persistent link: https://www.econbiz.de/10009355631
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Finite horizon semi-Markov decision processes with application to maintenance systems
Huang, Yonghui; Guo, Xianping - In: European journal of operational research : EJOR 212 (2011) 1, pp. 131-140
Persistent link: https://www.econbiz.de/10008990548
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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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Constrained Markov decision processes with first passage criteria
Huang, Yonghui; Wei, Qingda; Guo, Xianping - In: Including special section: applications of operations …, (pp. 197-219). 2013
Persistent link: https://www.econbiz.de/10009792146
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Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
Gu, Ailing; Guo, Xianping; Li, Zhongfei; Zeng, Yan - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 674-684
Persistent link: https://www.econbiz.de/10009683195
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Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
Guo, Xianping; Zhang, Wenzhao - In: European journal of operational research : EJOR 238 (2014) 2, pp. 486-496
Persistent link: https://www.econbiz.de/10010400205