activity
20062025
most citedAverage optimality for continuous-time Markov decision processes in polish spaces

51 citations · 94 across the 13 of their papers we have counts for

collaborators

13 papers

math.PR2025

Reach-avoid semi-Markov decision processes with time-varying obstacles

Yanyun Li, Xianping Guo

We consider the maximal reach-avoid probability to a target in finite horizon for semi-Markov decision processes with time-varying obstacles. Since the variance of the obstacle set…

math.OC2023

On reachability of Markov decision processes: a novel state-classification-based PI approach

Yanyun Li, Xin Guo, Xianping Guo

This paper concentrates on the reliability of a discrete-time controlled Markov system with finite states and actions, and aims to give an efficient algorithm for obtaining an opti…

math.PR2021

Optimal stopping time on semi-Markov processes with finite horizon

Fang Chen, Xianping Guo, Zhong-Wei Liao

In this paper, we consider the optimal stopping problem on semi-Markov processes (SMPs) with finite horizon, and aim to establish the existence and computation of optimal stopping…

math.OC2021

Discounted semi-Markov games with incomplete information on one side

Fang Chen, Xianping Guo, Zhong-Wei Liao

This work considers two-player zero-sum semi-Markov games with incomplete information on one side and perfect observation. At the beginning, the system selects a game type accordin…

cs.GT2021

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…

math.OC2021★ 1 cited

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…