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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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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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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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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
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Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces
Huang, Yonghui; Li, Zhongfei; Guo, Xianping - In: Operations research letters 42 (2014) 2, pp. 123-129
Persistent link: https://www.econbiz.de/10010364593
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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. 423-429
Persistent link: https://www.econbiz.de/10009548843
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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/10003681574