5 citations · 7 across the 8 of their papers we have counts for
8 papers
Global Algorithms for Mean-Variance Optimization in Markov Decision Processes
Li Xia, Shuai Ma
Dynamic optimization of mean and variance in Markov decision processes (MDPs) is a long-standing challenge caused by the failure of dynamic programming. In this paper, we propose a…
Risk-Sensitive Markov Decision Processes with Long-Run CVaR Criterion
Li Xia, Peter W. Glynn
CVaR (Conditional Value at Risk) is a risk metric widely used in finance. However, dynamically optimizing CVaR is difficult since it is not a standard Markov decision process (MDP)…
Zero-Sum Semi-Markov Games with State-Action-Dependent Discount Factors
Zhihui Yu, Xianping Guo, Li Xia
Semi-Markov model is one of the most general models for stochastic dynamic systems. This paper deals with a two-person zero-sum game for semi-Markov processes. We focus on the expe…
Zero-sum risk-sensitive continuous-time stochastic games with unbounded payoff and transition rates and Borel spaces
Junyu Zhang, Xianping Guo, Li Xia
We study a finite-horizon two-person zero-sum risk-sensitive stochastic game for continuous-time Markov chains and Borel state and action spaces, in which payoff rates, transition…
On the existence of optimal stationary policies for average Markov decision processes with countable states
Li Xia, Xianping Guo, Xi-Ren Cao
For a Markov decision process with countably infinite states, the optimal value may not be achievable in the set of stationary policies. In this paper, we study the existence condi…
Optimal Asynchronous Dynamic Policies in Energy-Efficient Data Centers
Jing-Yu Ma, Quan-Lin Li, Li Xia
In this paper, we use a Markov decision process to find optimal asynchronous policy of an energy-efficient data center with two groups of heterogeneous servers, a finite buffer, an…
A -Rule for Service Resource Allocation in Group-Server Queues
Li Xia, Zhe George Zhang, Quan-Lin Li +1
In this paper, we study a dynamic on/off server scheduling problem in a queueing system with multi-class servers, where servers are heterogeneous and can be classified into gro…
A Generalized Fundamental Matrix for Computing Fundamental Quantities of Markov Systems
Li Xia, Peter W. Glynn
As is well known, the fundamental matrix plays an important role in the performance analysis of Markov systems, where is the transition probability matrix,…