Cao, Xiren

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Optimization of stock trading with additional information by limit order book	2021-04-20	Paper
Optimization in curbing risk contagion among financial institutes	2018-10-17	Paper
Nonlinear adaptive blind whitening for MIMO channels	2017-09-20	Paper
Partially Observable Markov Decision Processes With Reward Information: Basic Ideas and Models	2017-07-27	Paper
Potential-Based Online Policy Iteration Algorithms for Markov Decision Processes	2017-07-12	Paper
Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time	2017-05-24	Paper
Partial-Information State-Based Optimization of Partially Observable Markov Decision Processes and the Separation Principle	2017-05-16	Paper
Completion-of-squares: revisited and extended	2011-11-02	Paper
Stochastic control via direct comparison	2011-03-30	Paper
The control of a two-level Markov decision process by time aggregation	2007-08-23	Paper
Optimal Control of Ergodic Continuous-Time Markov Chains with Average Sample-Path Rewards	2005-09-15	Paper
Convergence of stochastic-approximation-based algorithms for blind channel identification	2005-05-11	Paper
Basic ideas for event-based optimization of Markov systems	2005-04-25	Paper
A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases	2005-01-31	Paper
Computing MDP cost function for high speed networks with sample-path and quantization	2004-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q4407574	2003-07-01	Paper
A time aggregation approach to Markov decision processes	2002-09-05	Paper
Pole assignment for stochastic systems with unknown coefficients	2002-03-01	Paper
An algebraic principle for blind separation of white non-Gaussian sources	1999-06-21	Paper
Perturbation realization, potentials, and sensitivity analysis of Markov processes	1998-06-29	Paper
Controllability is not necessary for adaptive pole placement control	1997-12-03	Paper
A single sample path-based performance sensitivity formula for Markov chains	1996-01-01	Paper
Realization factors and sensitivity analysis of queueing networks with state-dependent service rates	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3705310	1985-01-01	Paper
Infinitesimal and finite perturbation analysis for queueing networks	1983-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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