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[会议论文] 作者：Xianping Guo,
来源：IMS-China International Conference on Statistics and Probabi 年份：2008
This talk concerns finite continuous-time Markov decision processes (CTMDPs) with the long-run average variance minimization (AV) criterion, the goal of whi...
[期刊论文] 作者：Xianping GUO,Lanlan ZHANG,
来源：黑龙江科技学院学报 年份：2011
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7...
[期刊论文] 作者：Ziqi TAN,Xianping GUO,
来源：中国数学前沿:英文版 年份：2021
Proposition 5.5.6(ii)in the book Markov Chains and Stochastic Stability(2nd ed,Cambridge Univ.Press,2009)has been used in the proof of a theorem about ergodicity of Markov chains.Unfortunately,an example in this paper shows that this propos......
[会议论文] 作者：Yonghui Huang,Xianping Guo,
来源：上海交通大学 年份：2016
This talk discusses the average value-at-risk(AVaR)criterion for finite horizon semi-Markov decision processes(SMDPs)in continuous-time....
Convergence of Markov decision processes with constraints and state-action dependent discount factor
[期刊论文] 作者：Xiao Wu,Xianping Guo,
来源：中国科学：数学（英文版） 年份：2020
This paper is concerned with the convergence of a sequence of discrete-time Markov decision processes(DTMDPs)with constraints,state-action dependent discount factors,and possibly unbounded costs.Using the convex analytic approach under mild......
[会议论文] 作者：Xianping Guo,Liuer Ye,G.Yin,
来源：The Third IMS-China International Conference on Statistics a 年份：2011
In this talk we introduce a mean-variance problem for Markov decision processes (MDPs).Different from the usual goal in MDPs toward an optimal policy for a...
[会议论文] 作者：Xianping GUO,Xiao Wu,Xiaolong Zou,
来源：The 11th Workshop on Markov Processes and Related Topics(第十一 年份：2015
This talk concerns with the constrained optimality problem(COP)of first passage discrete-time Markov decision processes with multi-constraints,state-depende...
[期刊论文] 作者：Fang CHEN,Xianping GUO,Zhong-Wei LIAO,
来源：中国数学前沿 年份：2021
This paper attempts to study the optimal stopping time for semi-Markov processes(SMPs)under the discount optimization criteria with unbounded cost rates.In our...
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