Xianping Guo

Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model

Ailing Gu, Xianping Guo, Zhongfei Li et al. · Insurance Mathematics and Economics · 2012 · 119 citations

Business, Insurance, Risk Management +16

Robust disturbance attenuation for discrete‐time active fault tolerant control systems with uncertainties

Peng Shi, El Kébir Boukas, Sing Kiong Nguang et al. · Optimal Control Applications and Methods · 2003 · 74 citations

Computing, Computer Systems, Dynamical Systems +16

A survey of recent results on continuous-time Markov decision processes

Xianping Guo, Onésimo Hernández–Lerma, Tomás Prieto-Rumeau et al. · Top · 2006 · 74 citations

Engineering, Computer Science, Mathematics +14

Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates

Xianping Guo, Alexei Piunovskiy · Mathematics of Operations Research · 2011 · 71 citations

Business, Decision Sciences, Mathematics +16

Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates

Xianping Guo, Onésimo Hernández–Lerma · Bernoulli · 2005 · 67 citations · Full text

Business, Economics, Game Theory +16