1996 - IEEE Fellow For contributions to perturbation analysis and to performance evaluation of discrete event systems.
Xi-Ren Cao mainly focuses on Mathematical optimization, Markov chain, Markov process, Applied mathematics and Queueing theory. His Mathematical optimization study integrates concerns from other disciplines, such as Markov kernel, Sensitivity and Partially observable Markov decision process, Markov decision process, Markov model. His Markov chain study incorporates themes from Realization, Jackson network and Variance reduction.
His Variable-order Markov model study in the realm of Markov process interacts with subjects such as Inverse. As a part of the same scientific study, Xi-Ren Cao usually deals with the Applied mathematics, concentrating on Queue and frequently concerns with Discrete event simulation, Steady state, Convergence and Measure. His studies deal with areas such as Discrete mathematics, Convexity, Infinitesimal, Algorithm and Realization as well as Queueing theory.
The scientist’s investigation covers issues in Mathematical optimization, Markov process, Queueing theory, Markov decision process and Applied mathematics. His Mathematical optimization research incorporates themes from Markov kernel, Markov model and Sensitivity. His work carried out in the field of Markov process brings together such families of science as Decision theory and Markov chain.
His Queueing theory research incorporates elements of Queue, Realization, Throughput and Algorithm. His Markov decision process study deals with Artificial intelligence intersecting with Machine learning. His Applied mathematics research is multidisciplinary, incorporating perspectives in Poisson's equation, Sample path, Derivative, Infinitesimal and Discrete event simulation.
His primary areas of study are Mathematical optimization, Optimization problem, Stochastic control, Probability measure and Markov process. The concepts of his Mathematical optimization study are interwoven with issues in State, Markov decision process, Ergodicity and Markov chain. His Markov decision process research integrates issues from Markov kernel and Markov model.
His study in Stochastic control is interdisciplinary in nature, drawing from both Calculus, Non smooth, Applied mathematics and Post-modern portfolio theory. Xi-Ren Cao has researched Probability measure in several fields, including Differential, Measure and Sensitivity. The study incorporates disciplines such as Basis, Data-driven and Hybrid system in addition to Markov process.
Xi-Ren Cao mostly deals with Mathematical optimization, Stochastic control, Markov process, Markov chain and Optimization problem. He studies Search algorithm which is a part of Mathematical optimization. His studies in Stochastic control integrate themes in fields like Martingale, Replicating portfolio, Post-modern portfolio theory, Non smooth and Calculus.
His study in Markov process concentrates on Markov kernel, Markov decision process, Markov model and Variable-order Markov model. His biological study spans a wide range of topics, including Uniformization, Markov property and Partially observable Markov decision process. His Optimization problem study integrates concerns from other disciplines, such as Measure, Complete market, Sensitivity, Probability measure and Incomplete markets.
This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.
Perturbation Analysis of Discrete Event Dynamic Systems
Yu-Chi Ho;Xi-Ren Cao.
(1991)
General approach to blind source separation
Xi-Ren Cao;Ruey-Wen Liu.
IEEE Transactions on Signal Processing (1996)
Perturbation analysis and optimization of queueing networks
Y. C. Ho;X. Cao.
Journal of Optimization Theory and Applications (1983)
Stochastic Learning and Optimization - A Sensitivity-Based Approach
Xi-Ren Cao.
Springer US (2007)
Perturbation realization, potentials, and sensitivity analysis of Markov processes
Xi-Ren Cao;Han-Fu Chen.
IEEE Transactions on Automatic Control (1997)
Stochastic Learning and Optimization
Xi-ren Cao.
Stochastic Learning and Optimization: A Sensitivity-Based Approach (2007)
Internet pricing with a game theoretical approach: concepts and examples
Xi-Ren Cao;Hong-Xia Shen;Rodolfo Milito;Patrica Wirth.
IEEE ACM Transactions on Networking (2002)
Brief paper: Infinitesimal and finite perturbation analysis for queueing networks
Y. C. Ho;Xiren Cao;Christos Cassandras.
Automatica (1983)
Convergence properties of infinitesimal perturbation analysis
Philip Heidelberger;Xi-Ren Cao;Michael A. Zazanis;Rajan Suri.
Management Science (1988)
Convergence of parameter sensitivity estimates in a stochastic experiment
Xi-Ren Cao.
IEEE Transactions on Automatic Control (1985)
If you think any of the details on this page are incorrect, let us know.
We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:
University of Illinois at Urbana-Champaign
Harvard University
Hong Kong University of Science and Technology
Boston University
City University of Hong Kong
Simon Fraser University
University of Wisconsin–Madison
University of Massachusetts Amherst
University of California, Davis
Hamad bin Khalifa University
Delft University of Technology
University of Science and Technology of China
University of Michigan–Ann Arbor
University of Helsinki
Agricultural Research Organization
University of Pittsburgh
University of Liverpool
Australian National University
National Institute for Space Research
University of Molise
University of Geneva
University of British Columbia
The Open University
The Ohio State University
University of Wisconsin–Madison
Simon Fraser University