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Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions
Zhu, Quanxin; Guo, Xianping; Dai, Yonglong - In: Mathematical methods of operations research 61 (2005) 3, pp. 469-482
Persistent link: https://www.econbiz.de/10006606772
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A new strong optimality criterion for nonstationary Markov decision processes
Guo, Xianping; Shi, Peng; Zhu, Weiping - In: Mathematical methods of operations research 52 (2000) 2, pp. 287-306
Persistent link: https://www.econbiz.de/10006622515
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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/10006627529
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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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A mean–variance optimization problem for discounted Markov decision processes
Guo, Xianping; Ye, Liuer; Yin, George - In: European journal of operational research : EJOR 220 (2012) 2, pp. 423-430
Persistent link: https://www.econbiz.de/10009846302
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Constrained Markov decision processes with first passage criteria
Huang, Yonghui; Wei, Qingda; Guo, Xianping - 2013
Persistent link: https://www.econbiz.de/10010138600
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Constrained continuous-time Markov decision processes with average criteria
Zhang, Lanlan; Guo, Xianping - In: Mathematical methods of operations research 67 (2008) 2, pp. 323-340
Persistent link: https://www.econbiz.de/10007984277
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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. 674-685
Persistent link: https://www.econbiz.de/10010040309
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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. 369-375
Persistent link: https://www.econbiz.de/10009328616
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Bias optimality for multichain continuous-time Markov decision processes
Guo, Xianping; Song, Xinyuan; Zhang, Junyu - In: Operations research letters 37 (2009) 5, pp. 317-321
Persistent link: https://www.econbiz.de/10008309001