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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Nonzero-sum constrained discrete-time Markov games : the case of unbounded costs
Zhang, Wenzhao
;
Huang, Yonghui
;
Guo, Xianping
- In:
Top : transactions in operations research
22
(
2014
)
3
,
pp. 1074-1102
Persistent link: https://www.econbiz.de/10010437086
Saved in:
5
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
Saved in:
6
Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
Huang, Yonghui
;
Lian, Zhaotong
;
Guo, Xianping
- In:
Operations research letters
48
(
2020
)
1
,
pp. 96-103
Persistent link: https://www.econbiz.de/10012169614
Saved in:
7
Risk-sensitive infinite-horizon discounted piecewise deterministic Markov decision processes
Huang, Yonghui
;
Lian, Zhaotong
;
Guo, Xianping
- In:
Operational research : an international journal
22
(
2022
)
5
,
pp. 5791-5816
Persistent link: https://www.econbiz.de/10013445644
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8
Zero-sum infinite-horizon discounted piecewise deterministic Markov games
Huang, Yonghui
;
Lian, Zhaotong
;
Guo, Xianping
- In:
Mathematical methods of operations research : ZOR
97
(
2023
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10014334516
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9
A new PM2.5 concentration forecasting system based on AdaBoost-ensemble system with deep learning approach
Li, Zhongfei
;
Gan, Kai
;
Sun, Shaolong
;
Wang, Shouyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 154-175
Persistent link: https://www.econbiz.de/10013465774
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10
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
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