51 citations · 94 across the 13 of their papers we have counts for
7 papers · 1 filter
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…
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…
Optimal stopping time on discounted semi-Markov processes
Fang Chen, Xianping Guo, Zhong-Wei Liao
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 work, we introduc…
Estimate the exponential convergence rate of f-ergodicity via spectral gap
Xianping Guo, Zhong-Wei Liao
This paper studies the f-ergodicity and its exponential convergence rate for continuous-time Markov chain. Assume f is square integrable, for reversible Markov chain, it is proved…
Discounted continuous-time constrained Markov decision processes in Polish spaces
Xianping Guo, Xinyuan Song
This paper is devoted to studying constrained continuous-time Markov decision processes (MDPs) in the class of randomized policies depending on state histories. The transition rate…
Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
Liuer Ye, Xianping Guo, Onésimo Hernández-Lerma
This paper is about the existence and regularity of the transition probability matrix of a nonhomogeneous continuous-time Markov process with a countable state space. A standard ap…