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Xi-Ren Cao
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- affiliation: Hong Kong University of Science and Technology
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2020 – today
- 2023
- [j84]Li Xia, Xianping Guo, Xi-Ren Cao:
A note on the existence of optimal stationary policies for average Markov decision processes with countable states. Autom. 151: 110877 (2023) - 2021
- [j83]Ruo-Bing Xue, Xiang-Shen Ye, Xi-Ren Cao:
Optimization of stock trading with additional information by Limit Order Book. Autom. 127: 109507 (2021) - 2020
- [j82]Xi-Ren Cao:
Stochastic Control of Multidimensional Systems With Relative Optimization. IEEE Trans. Autom. Control. 65(5): 1886-1900 (2020)
2010 – 2019
- 2019
- [j81]Xi-Ren Cao:
State Classification and Multiclass Optimization of Continuous-Time and Continuous-State Markov Processes. IEEE Trans. Autom. Control. 64(9): 3632-3646 (2019) - 2018
- [j80]Yorai Wardi, Christos G. Cassandras, Xi-Ren Cao:
Perturbation analysis: A framework for data-driven control and optimization of discrete event and hybrid systems. Annu. Rev. Control. 45: 267-280 (2018) - [j79]Xiang-Shen Ye, Ruo-Bing Xue, Jianjun Gao, Xi-Ren Cao:
Optimization in curbing risk contagion among financial institutes. Autom. 94: 214-220 (2018) - [j78]Xi-Ren Cao:
Semismooth Potentials of Stochastic Systems With Degenerate Diffusions. IEEE Trans. Autom. Control. 63(10): 3566-3572 (2018) - 2017
- [j77]Jianjun Gao, Ke Zhou, Duan Li, Xi-Ren Cao:
Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time. SIAM J. Control. Optim. 55(3): 1377-1397 (2017) - [j76]Xi-Ren Cao:
Relative Time and Stochastic Control With Non-Smooth Features. IEEE Trans. Autom. Control. 62(2): 837-852 (2017) - [j75]Xi-Ren Cao:
Optimality Conditions for Long-Run Average Rewards With Underselectivity and Nonsmooth Features. IEEE Trans. Autom. Control. 62(9): 4318-4332 (2017) - [j74]Xi-Ren Cao:
Stochastic Feedback Control With One-Dimensional Degenerate Diffusions and Nonsmooth Value Functions. IEEE Trans. Autom. Control. 62(12): 6136-6151 (2017) - 2016
- [j73]Xi-Ren Cao:
State Classification of Time-Nonhomogeneous Markov Chains and Average Reward Optimization of Multi-Chains. IEEE Trans. Autom. Control. 61(10): 3001-3015 (2016) - 2015
- [j72]Xi-Ren Cao, Stéphane Lafortune:
Editorial: changes at J-DEDS. Discret. Event Dyn. Syst. 25(1-2): 1-2 (2015) - [j71]Xi-Ren Cao:
Optimization of Average Rewards of Time Nonhomogeneous Markov Chains. IEEE Trans. Autom. Control. 60(7): 1841-1856 (2015) - [r1]Xi-Ren Cao:
Perturbation Analysis of Steady-State Performance and Sensitivity-Based Optimization. Encyclopedia of Systems and Control 2015 - 2014
- [j70]Li Xia, Qing-Shan Jia, Xi-Ren Cao:
A tutorial on event-based optimization - a new optimization framework. Discret. Event Dyn. Syst. 24(2): 103-132 (2014) - [j69]Xi-Ren Cao, De-Xin Wang, Li Qiu:
Partial-Information State-Based Optimization of Partially Observable Markov Decision Processes and the Separation Principle. IEEE Trans. Autom. Control. 59(4): 921-936 (2014) - [c27]Xi-Ren Cao, Xiangwei Wan:
How Does Perturbation Analysis Work in Finance and Economics? WODES 2014: 253-258 - 2012
- [j68]Li Xia, Xi-Ren Cao:
Performance optimization of queueing systems with perturbation realization. Eur. J. Oper. Res. 218(2): 293-304 (2012) - [c26]Xi-Ren Cao, Xiangwei Wan:
Analysis of non-linear behavior - a sensitivity-based approach. CDC 2012: 849-854 - 2011
- [j67]Xi-Ren Cao, De-Xin Wang, Tao Lu, Yifan Xu:
Stochastic control via direct comparison. Discret. Event Dyn. Syst. 21(1): 11-38 (2011) - [j66]De-Xin Wang, Xi-Ren Cao, Li Qiu:
Completion-of-squares: Revisited and extended. Syst. Control. Lett. 60(10): 840-844 (2011) - [j65]Yan-Kai Xu, Xi-Ren Cao:
Lebesgue-Sampling-Based Optimal Control Problems With Time Aggregation. IEEE Trans. Autom. Control. 56(5): 1097-1109 (2011) - 2010
- [j64]Xi-Ren Cao:
Editorial. Discret. Event Dyn. Syst. 20(1): 1-2 (2010) - [j63]Yan-Jie Li, Fang Cao, Xi-Ren Cao:
On-Line Policy Gradient Estimation with Multi-Step Sampling. Discret. Event Dyn. Syst. 20(1): 3-17 (2010)
2000 – 2009
- 2009
- [j62]Xi-Ren Cao:
Stochastic learning and optimization - A sensitivity-based approach. Annu. Rev. Control. 33(1): 11-24 (2009) - [j61]Junyu Zhang, Xi-Ren Cao:
Continuous-time Markov decision processes with nth-bias optimality criteria. Autom. 45(7): 1628-1638 (2009) - [j60]Li Xia, Xi Chen, Xi-Ren Cao:
Policy iteration for customer-average performance optimization of closed queueing systems. Autom. 45(7): 1639-1648 (2009) - [c25]Xi-Ren Cao:
A new model of continuous-time Markov processes and impulse stochastic control. CDC 2009: 525-530 - [c24]Yu Dai, Shaojun Liu, Li Li, Yan Li, Gang Wang, Xi-Ren Cao:
Virtual Prototype Modeling and Fast Dynamic Simulation of the Complete Integrated Sea Trial System for Deep-Ocean Mining. ICCMS 2009: 244-250 - 2008
- [j59]Kan-Jian Zhang, Yan-Kai Xu, Xi Chen, Xi-Ren Cao:
Policy iteration based feedback control. Autom. 44(4): 1055-1061 (2008) - [j58]Xi-Ren Cao:
Editorial. Discret. Event Dyn. Syst. 18(1): 1 (2008) - [j57]Xi-Ren Cao, Junyu Zhang:
The n th-Order Bias Optimality for Multichain Markov Decision Processes. IEEE Trans. Autom. Control. 53(2): 496-508 (2008) - [j56]Xi-Ren Cao, Junyu Zhang:
Event-Based Optimization of Markov Systems. IEEE Trans. Autom. Control. 53(4): 1076-1082 (2008) - [c23]Yanjia Zhao, Qianchuan Zhao, Qing-Shan Jia, Xiaohong Guan, Xi-Ren Cao:
Event-based optimization for dispatching policies in material handling systems of general assembly lines. CDC 2008: 2173-2178 - 2007
- [b1]Xi-Ren Cao:
Stochastic Learning and Optimization - A Sensitivity-Based Approach. Springer 2007, ISBN 978-0-387-36787-3, pp. I-XIX, 1-566 - [j55]Xi-Ren Cao:
Editorial. Discret. Event Dyn. Syst. 17(3): 265 (2007) - [j54]Xi-Ren Cao, Xianping Guo:
Partially Observable Markov Decision Processes With Reward Information: Basic Ideas and Models. IEEE Trans. Autom. Control. 52(4): 677-681 (2007) - [c22]Yan-Kai Xu, Xi-Ren Cao:
Time aggregation based optimal control and Lebesgue sampling. CDC 2007: 5904-5909 - 2006
- [j53]Yat-wah Wan, Xi-Ren Cao:
The control of a two-level Markov decision process by time aggregation. Autom. 42(3): 393-403 (2006) - [j52]Ji-An Zhao, Bo Li, Xi-Ren Cao, Ishfaq Ahmad:
A matrix-analytic solution for the DBMAP/PH/1 priority queue. Queueing Syst. Theory Appl. 53(3): 127-145 (2006) - [j51]Guoxiang Gu, Xi-Ren Cao, Hesham Badr:
Generalized LQR control and Kalman filtering with relations to computations of inner-outer and spectral factorizations. IEEE Trans. Autom. Control. 51(4): 595-605 (2006) - [j50]Li Xia, Xi-Ren Cao:
Relationship Between Perturbation Realization Factors With Queueing Models and Markov Models. IEEE Trans. Autom. Control. 51(10): 1699-1704 (2006) - [c21]Li Xia, Xi-Ren Cao:
Aggregation of Perturbation Realization Factors and Service Rate-Based Policy Iteration for Queueing Systems. CDC 2006: 1063-1068 - [c20]Fang Cao, Xi-Ren Cao:
Constructing Performance Sensitivities with Sample Paths in Continuous-time Markov Systems. CDC 2006: 1069-1074 - 2005
- [j49]Xi-Ren Cao:
Basic Ideas for Event-Based Optimization of Markov Systems. Discret. Event Dyn. Syst. 15(2): 169-197 (2005) - [j48]Yiping Cheng, Da-Zhong Zheng, Kurt Rohloff, Stéphane Lafortune, Xi-Ren Cao:
Contributing Authors. Discret. Event Dyn. Syst. 15(2): 199-200 (2005) - [j47]Xianping Guo, Xi-Ren Cao:
Optimal Control of Ergodic Continuous-Time Markov Chains with Average Sample-Path Rewards. SIAM J. Control. Optim. 44(1): 29-48 (2005) - [j46]Xi-Ren Cao:
A basic formula for online policy gradient algorithms. IEEE Trans. Autom. Control. 50(5): 696-699 (2005) - [j45]Han-Fu Chen, Xi-Ren Cao, Haitao Fang, Jie Zhu:
Nonlinear adaptive blind whitening for MIMO channels. IEEE Trans. Signal Process. 53(8-1): 2635-2647 (2005) - [c19]Guoxiang Gu, Xi-Ren Cao, Hesham Badr:
Generalized LQR control and Kalman filtering with relations to computations of inner-outer and spectral factorizations. ACC 2005: 2269-2274 - 2004
- [j44]Xi-Ren Cao, Xianping Guo:
A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases. Autom. 40(10): 1749-1759 (2004) - [j43]Bin Li, Lizhong Li, Bo Li, Krishna M. Sivalingam, Xi-Ren Cao:
Call admission control for voice/data integrated cellular networks: performance analysis and comparative study. IEEE J. Sel. Areas Commun. 22(4): 706-718 (2004) - [j42]Haitao Fang, Xi-Ren Cao:
Potential-based online policy iteration algorithms for Markov decision processes. IEEE Trans. Autom. Control. 49(4): 493-505 (2004) - [j41]Xi-Ren Cao:
The potential structure of sample paths and performance sensitivities of Markov systems. IEEE Trans. Autom. Control. 49(12): 2129-2142 (2004) - [j40]Jiangchuan Liu, Bin Li, Bo Li, Xi-Ren Cao:
Complexity and Heuristics for Wireless Broadcast with Noncumulative Layered Data. IEEE Trans. Wirel. Commun. 3(6): 2325-2334 (2004) - [c18]Xi-Ren Cao, Xianping Guo:
Partially observable Markov decision processes with reward information. CDC 2004: 4393-4398 - [c17]Brahim Bensaou, Shixin Zhuang, Xi-Ren Cao:
Statistical bounds on the drop probability of assured forwarding services in DiffServ interior nodes under the processor sharing scheduling discipline. IPCCC 2004: 223-230 - 2003
- [j39]Xi-Ren Cao:
Introduction to the Special Issue on Learning, Optimization, and Decision Making in DEDS. Discret. Event Dyn. Syst. 13(1-2): 7-8 (2003) - [j38]Xi-Ren Cao:
From Perturbation Analysis to Markov Decision Processes and Reinforcement Learning. Discret. Event Dyn. Syst. 13(1-2): 9-39 (2003) - [j37]Xi-Ren Cao, Junjie Wang:
Obtaining packet response times for nonblocking ATM switches. Perform. Evaluation 51(1): 33-45 (2003) - [j36]Xi-Ren Cao:
Semi-Markov decision problems and performance sensitivity analysis. IEEE Trans. Autom. Control. 48(5): 758-769 (2003) - [j35]Xi-Ren Cao, Bing Zeng:
Structure and interpretation of signals and systems [Book Review]. IEEE Trans. Autom. Control. 48(9): 1676-1678 (2003) - [j34]Bin Li, Lizhong Li, Bo Li, Xi-Ren Cao:
On Handoff Performance for an Integrated Voice/Data Cellular System. Wirel. Networks 9(4): 393-402 (2003) - [c16]Xi-Ren Cao:
Constructing performance sensitivities of Markov systems with potentials as building blocks. CDC 2003: 4405-4409 - [c15]Xi-Ren Cao:
A system theoretic perspective of learning and optimization. CDC 2003: 4820-4824 - [c14]Lizhong Li, Bin Li, Xi-Ren Cao, Bo Li:
Call level performance analysis for multi-services wireless cellular networks. ICC 2003: 1002-1007 - [c13]Lizhong Li, Bin Li, Bo Li, Xi-Ren Cao:
Performance analysis of bandwidth allocations for multi-services mobile wireless cellular networks. WCNC 2003: 1072-1077 - 2002
- [j33]Xi-Ren Cao, Zhiyuan Ren, Shalabh Bhatnagar, Michael C. Fu, Steven I. Marcus:
A time aggregation approach to Markov decision processes. Autom. 38(6): 929-943 (2002) - [j32]Xi-Ren Cao, Guy Cohen, Alessandro Giua, Walter Murray Wonham, Jan H. van Schuppen:
Unity in Diversity, Diversity in Unity: Retrospective and Prospective Views on Control of Discrete Event Systems. Discret. Event Dyn. Syst. 12(3): 253-264 (2002) - [j31]Bernd Heidergott, Xi-Ren Cao:
A note on the relation between weak derivatives and perturbation realization. IEEE Trans. Autom. Control. 47(7): 1112-1115 (2002) - [j30]Han-Fu Chen, Xi-Ren Cao, Jie Zhu:
Convergence of stochastic-approximation-based algorithms for blind channel identification. IEEE Trans. Inf. Theory 48(5): 1214-1225 (2002) - [j29]Xi-Ren Cao, Hong-Xia Shen, Rodolfo A. Milito, Patricia E. Wirth:
Internet pricing with a game theoretical approach: concepts and examples. IEEE/ACM Trans. Netw. 10(2): 208-216 (2002) - [c12]Xi-Ren Cao, Haitao Fang:
Gradient-based policy iteration: an example. CDC 2002: 3367-3371 - [c11]Jiangchuan Liu, Bin Li, Bo Li, Xi-Ren Cao:
Fine-grained scalable video broadcasting over cellular networks. ICME (1) 2002: 417-420 - 2001
- [j28]Xi-Ren Cao, Junjie Wang, Chin-Tau Lea:
Computing MDP cost function for high speed networks with sample-path and quantization. Commun. Inf. Syst. 1(2): 147-162 (2001) - [c10]Ming He, Xi-Ren Cao:
Adaptive error control for mobile networks: on-line optimization based on a single sample path. CDC 2001: 1929-1934 - [c9]Ka-Chung Lai, Xi-Ren Cao:
Analysis of packet reservation multiple access for data transmission. GLOBECOM 2001: 711-715 - 2000
- [j27]Xi-Ren Cao:
A unified approach to Markov decision problems and performance sensitivity analysis. Autom. 36(5): 771-774 (2000) - [j26]Bo Li, Mounir Hamdi, Dongyi Jiang, Xi-Ren Cao, Y. Thomas Hou:
QoS-enabled voice support in the next-generation Internet: issues, existing approaches and challenges. IEEE Commun. Mag. 38(4): 54-61 (2000) - [c8]Xi-Ren Cao, Hong-Xia Shen:
Internet pricing: comparison and examples. CDC 2000: 2284-2289 - [c7]Jie Zhu, Xi-Ren Cao, Zhi Ding:
An algebraic principle in blind separation of single source signal. ISCAS 2000: 693-696
1990 – 1999
- 1999
- [j25]Xi-Ren Cao, Michael C. Fu, Jian-Qiang Hu:
On performance potentials and conditional Monte Carlo for gradient estimationfor Markov chains. Ann. Oper. Res. 87: 263-272 (1999) - [j24]Jie Zhu, Zhi Ding, Xi-Ren Cao:
Column-anchored zeroforcing blind equalization for multiuser wireless FIR channels. IEEE J. Sel. Areas Commun. 17(3): 411-423 (1999) - [j23]Jie Zhu, Xi-Ren Cao, Zhi Ding:
An algebraic principle for blind separation of white non-Gaussian sources. Signal Process. 76(2): 105-115 (1999) - 1998
- [j22]Dennis P. C. Iun, Xi-Ren Cao:
Performance Analysis of a Nonblocking ATM Switch with a Bufferless Internal Speedup Fabric. Comput. Networks 30(24): 2337-2347 (1998) - [j21]Xi-Ren Cao:
The Relations Among Potentials, Perturbation Analysis, and Markov Decision Processes. Discret. Event Dyn. Syst. 8(1): 71-87 (1998) - [j20]Xi-Ren Cao, Yat-wah Wan:
Algorithms for sensitivity analysis of Markov systems through potentials and perturbation realization. IEEE Trans. Control. Syst. Technol. 6(4): 482-494 (1998) - [c6]Bin Li, Xi-Ren Cao:
Experimental results on the impact of cell delay variation on speech quality in ATM networks. ICC 1998: 477-481 - [c5]Bo Li, Yang Qin, Xi-Ren Cao:
On the performance bounds of optical LANs based on WDM. ISCC 1998: 380-384 - [c4]Junjie Wang, Xi-Ren Cao:
Optimization in distributed controlled Markov chains. SMC 1998: 2501-2506 - 1997
- [j19]Han-Fu Chen, Xi-Ren Cao:
Controllability is not necessary for adaptive pole placement control. IEEE Trans. Autom. Control. 42(9): 1222-1229 (1997) - [j18]Xi-Ren Cao, Han-Fu Chen:
Perturbation realization, potentials, and sensitivity analysis of Markov processes. IEEE Trans. Autom. Control. 42(10): 1382-1393 (1997) - [c3]Xi-Ren Cao, Jie Zhu, Jennie Si:
Blind equalization with a linear feedforward neural network. ESANN 1997 - [c2]Junjie Wang, Khaled Ben Letaief, Mounir Hamdi, Xi-Ren Cao:
Efficient Estimation of Cell Loss and Cell Delay of Nonblocking ATM Switches. LCN 1997: 142-148 - 1996
- [j17]Xi-Ren Cao, Dye-Jyun Ma:
Performance Sensitivity Formulae, Algorithms and Estimates for Closed Queueing Networks with Exponential Servers. Perform. Evaluation 26(3): 181-199 (1996) - [j16]Xi-Ren Cao, Xue-Ming Yuan, Li Qiu:
A single sample path-based performance sensitivity formula for Markov chains. IEEE Trans. Autom. Control. 41(12): 1814-1817 (1996) - [j15]Xi-Ren Cao, Ruey-Wen Liu:
General approach to blind source separation. IEEE Trans. Signal Process. 44(3): 562-571 (1996) - 1995
- [j14]Xi-Ren Cao, Wei-Bo Gong, Yorai Wardi:
Ill-conditioned performance functions of queueing systems. IEEE Trans. Autom. Control. 40(6): 1074-1079 (1995) - [j13]Xi-Ren Cao:
The maximum throughput of a nonblocking space-division packet switch with correlated destinations. IEEE Trans. Commun. 43(5): 1898-1901 (1995) - [j12]Xi-Ren Cao, Donald F. Towsley:
A performance model for ATM switches with general packet length distributions. IEEE/ACM Trans. Netw. 3(3): 299-309 (1995) - 1993
- [j11]Xi-Ren Cao:
Decomposition of random variables with bounded hazard rates. Oper. Res. Lett. 13(2): 113-120 (1993) - [j10]Xi-Ren Cao:
Some common misconceptions about performance modeling and validation. SIGMETRICS Perform. Evaluation Rev. 21(2): 11-15 (1993) - 1992
- [j9]Xi-Ren Cao, Dye-Jyun Ma:
New performance sensitivity formulae for a class of product-form queueing networks. Discret. Event Dyn. Syst. 1(3): 289-313 (1992) - [j8]Yves Dallery, Xi-Ren Cao:
Operational Analysis of Stochastic Closed Queueing Networks. Perform. Evaluation 14(1): 43-61 (1992) - [j7]Xi-Ren Cao:
A new method of performance sensitivity analysis for non-Markovian queueing networks. Queueing Syst. Theory Appl. 10(4): 313-350 (1992)
1980 – 1989
- 1989
- [j6]Xi-Ren Cao:
A comparison of the dynamics of continuous and discrete event systems. Proc. IEEE 77(1): 7-13 (1989) - [j5]Xi-Ren Cao:
Estimates of performance sensitivity of a stochastic system. IEEE Trans. Inf. Theory 35(5): 1058-1068 (1989) - 1988
- [j4]Xi-Ren Cao:
A Sample Performance Function of Closed Jackson Queueing Networks. Oper. Res. 36(1): 128-136 (1988) - 1987
- [j3]Xi-Ren Cao:
First-Order Perturbation Analysis of a Simple Multi-Class Finite Source Queue. Perform. Evaluation 7(1): 31-41 (1987) - 1985
- [j2]Yu-Chi Ho, Xi-Ren Cao:
Performance sensitivity to routing changes in queuing networks and flexible manufacturing systems using perturbation analysis. IEEE J. Robotics Autom. 1(4): 165-172 (1985) - 1983
- [j1]Yu-Chi Ho, Xi-Ren Cao, Christos G. Cassandras:
Infinitesimal and finite perturbation analysis for queueing networks. Autom. 19(4): 439-445 (1983) - [c1]Rajan Suri, Xi-Ren Cao:
The phantom customer and marked customer methods for optimization of closed queueing networks with blocking and general service times. SIGMETRICS 1983: 243-256
Coauthor Index
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