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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

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5 papers · 1 filter

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.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…

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…

math.OC2020★ 1 cited

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…

math.OC2013★ 2 cited

Constrained total undiscounted continuous-time Markov decision processes

Xianping Guo, Yi Zhang

The present paper considers the constrained optimal control problem with total undiscounted criteria for a continuous-time Markov decision process (CTMDP) in Borel state and action…