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- 博士论文: Theory and Applications
of Markov Decision Processes and Their Perturbations
- Decompositions of Revised
Monotone Signed Fuzzy Measures, Tsinhua Science and Technology, Vol.
8, No. 1, pp60-64, 2003.
- Finite Horizon Portfolio
Risk Models with Probability Criterion, In Markov Processes and Controlled
Markov Chains, Kluwer Academic Publishers, pp405-424, 2002.
- Lebesgue Decompositions
of Non-Additive Set Functions, (Chinese) Acta Mathematica Sinica, Vol.45,
No.5, pp899-904, 2002.
- An Infinite Horizon Inventory
Model of Empty Containers at One Port, In Proceedings of The 9th Bellman
Continuum International Workshop on Uncertain Systems and Soft Computing,
Series of Information & Management Sciences, Vol. 2, pp55-59, 2002.
- 属性综合评价系统在城市交通规划中的应用,系统工程理论与实践,
22卷6期,113-120, 2002.
- An N-Period Inventory Model
of Empty Containers at One Port, In Operational Research and Its Applications,
Proceedings of the Fourth International Symposium, ISORA'02, Edited
by Zhang Xiangsun and Liu Degang, Lecture Notes in Operations Research
4, World Publishing Company, p220-226, 2002.
- A note on optimality conditions
for continuous-time Markov decision processes with average cost criterion,
IEEE Tran. on Auto. Control, Vol.46:1984-1989, 2001.
- Some results on comparison
of maintenance policies, Acta Mathematicae Applicatae Sinica, Vol.17,
No.3, pp304-309, 2001.
- Weighted Markov Decision
Processes with Perturbation, Mathematical Methods of Operations Research,
Vol.53, pp465-480, 2001.
- 第四届中国青年运筹与管理学者大会论文集,香港Global-Link
出版公司2001.
- 单阶段的退货库存模型", 第四届中国青年运筹与管理学者大会论文集,
编辑罗小明等,21-26页,香港Global-Link出版公司2001.
- 服务机构的人力资源管理,第四届中国青年运筹与管理学者大会论文集,
编辑罗小明等,54-59页,香港Global-Link出版公司2001.
- Stochastic comparisons
of minimal repair policies, 第四届中国青年运筹与管理学者大会论文集, 编辑罗小明等,392-95页,香港Global-Link
出版公司2001.
- 多态部件及多态关联系统可靠性指标的计, 第四届中国青年运筹与管
理学者大会论文集,编辑罗小明等,396-401页,香港Global-Link出版公司2001.
- Nonhomogeneous Markov Decision
Processes with Borel State Space--The Average Criterion with Nonuniformly
Bounded Rewards, Math. OR., Vol. 25, p667-678, 2000.
- Continuous Time Markov
Decision Processes with Average Reward Criterion, 第六届中国运筹学会会议论文集,编辑章祥荪等,795-800页,香港Global-Link出版公司
2000.
- Semi-Infinite Markov Decision
Processes, Mathematical Methods of Operations Research, Vol.51, Iss.1,
p115-137, 2000.
- 关于Fuzzy判断矩阵一致性的讨论, 系统科学与数学,
Vol.20, No.1, p58-64, 2000.
- 一类单周期预,决策定货模型", 第三届中国青年运筹与管理学者大会论文集,
编辑刘保碇等,478-481页,中国高等教育出版社与Springer-Verlag Heidelberg 出版公司1999.
- 第三届中国青年运筹与管理学者大会论文集,中国高等教育出版社与Springer-Verlag
Heidelberg出版公司1999.
- Markov决策规划,运筹学基础手册,徐光辉主编,638-695页,科学出版社,1999.
- A review on Markov Decision
Processes, Chinese Science Bulletin (Kexue Tongbao), Vol.44, No.7, p672,
1999.
- 非平稳MDP平均模型及其滚动式算,系统科学与数学,Vol.19(4):pp439-446,
1999.
- Weighted Discounted Markov
Decision Processes with Perturbation, Acta Mathematicae Applicatae Sinica,
Vol.15, No.2, 183-189, 1999. “On consistency problem of Fuzzy Judgment
Matrix”, Beijing Mathematics, Vol.4, No.2, 275-277, 1999.
- Markov Decision Programming-the
Moment optimal problem for the first-passage model, J. Australia Math.
Soci. Ser. B: Appl. Math., 38, 542-562, 1997.
- Hamiltonian Cycle Problem
and Singularly Perturbed Markov Decision Process, IMS Lecture Notes-Monograph
Series, Vol.30, 45-64, 1996.
- Weighted Discounted Markov
Decision Processes with Perturbation, In Proceedings of First International
Symposium on Operations Research and Its Applications, 350-359, Aug.,
1995.
- Weighted Markov Decision
Processes with Perturbation, In Proceedings of the 34-th Conference
on Decision and Control, 2269-2276, Dec., 1995.
- Optimal Load Balancing
for Multicomputer Systems", In Proceedings of the Australian Conference
on Parallel and Real-time Systems, 193-200, Sept., 1995, Perth.
- Average Reward Markov Decision
Programming with Accountable Action Set, SEA Bull. Math., 19(1):87-93,
1995.
- Note on the Partially Observable
MDP over Finite Horizon (II), Optimization Techniques and Applications,
ICOTA'95, pp935-940, 1995.
- Markov Decision Programming
with Constraints, Acta Mathematicae Applicatae Sinica, 10(1):1-11, Jan.,
1994.
- An Algorithm on the Gittins
Index", Systems Science and Mathematical Sciences, 7(2):106-114,
Apr., 1994.
- The Modelling of Markovian
Decision Processes - Two Applications in China, Int. J. Continuing Eng.
Edu., 4:50-57, 1994.
- 部分可观察马尔可夫决策规划---首达目标模型,
应用数学学报,17卷1期:44-58页, 1993.
- 随机折扣部分可观察马尔可夫决策规划, 系统科学与数学,
13(2):152-159, 1993.
- 无限时段部分可观察马尔可夫决策规划, Appl.
J. Chinese Uni., 8(2):208-221, June, 1993.
- Optimal Policies about
Discounted Vector-valued Markovian Decision Programming and Its Algorithms",
SEA Bull. Math., 16(2):135-141, 1992.
- Markov Decision Programming-The
First Passage Model with Denumerable State Space", Sys. Sci. and
Math. Scis., 5(4):340-351, Nov., 1992.
- Bellman's Optimal Principle
in Average Cost Problem, SEA Bull. Math., 16(1):71-80, 1992.
- Semi-Markov Decision Programming
- The First Passage Model, In Proceedings of The 3-th Conference of
Operations Research in China (Chinese, 1602-1606, Oct., 1992.
- Vector-valued Semi-Markovian
Decision Programming, Chinese Science Bulletin, 36(13):1065-1069, July,
1991.
- 关于Tijms等的算法收敛性,数理统计与应用概率,
6(4):521-526, 1991.
- On Markovian Decision Programming
with Recursive Reward Functions, Ann. Operations Research, 24:145-164,
1990.
- Markovian Decision Programming
with Recursive Vector-reward, Acta Math. Appl. Sinica, 6(2):158-165,
1990.
- 有限阶段MDP最优策略的若干问题, 军事运筹,
2:76-85, 1988.
- $e_k/e_l/c$排队系统参数的矩估计,
数学研究与评论杂志, 6:119-123, 1986.
- Structure of Optimal Policies
for Discounted Semi-Markov Decision Programming with Unbounded Rewards,
Scientia Sinica, XXIX:337-349, Apr., 1986.
- 折扣模型最优策略的结构,数学研究与评论杂志,
6:125-134, 1986.
- 马氏决策浅说, 辽宁人民出版社, 1986.
- 无界报酬平均模型的MDP, 湖南数学年刊, 5(1):81-86,
1985.
- Papers etc currently in
preparation Liu Ke, Li, J.A. and Lai K.K.,
- Analysis of monitoring
and limiting of commercial cheating: a newsvendor model, submitted to
OR. Liu Ke, Li, J.A. and Lai K.K.,
- Single-period stochastic
inventory model of one product with random shock, submitted to Management
Science. Li, J.A., Liu Ke, Stephen C. Leung and Lai K.K.,
- Empty container management
in a port with long-run average criterion, submitted to Transportation
Science. Lai, K.K., Liu Ke and Liu, J.,
- On dispatching unequally
capable service technicians. Filar, J.A. and Liu Ke,
- Weighted Singularly Perturbed
Hybrid Stochastic System, (submit to ZOR). Liu Ke,
- Semi-Markov Decision Processes
and Their Perturbations. Zhu W. and Liu Ke,
- A Forest Queues Structure
for Shared-Memory Multiprocessor Systems. Yan H., Liu Ke and Art Hsu,
- Optimal Order Quantity
in a Dual-Supplies Systems with Demand Forecast Updates, (submit to
Management Science). Xu R. and Liu Ke,
- Transitivity of consistent
Fuzzy judgement matrix. Zhang Q. and Liu Ke Pan integrals. Zhang Y.
and Liu Ke,
- Single period inventory
model with return. Liu Ke, Liu J. and KK. Lai,
- Manpower planning for the
service companies. Li J. and Liu Ke,
- The Reliability Index of
Multi-state System with Multi-state Components. Jiao G. and Liu Ke,
- Stochastic comparisons
of minimal repair policies". Jiao G., Zhong C. and Liu Ke,
- A New Result on Comparisons
in Hazard Rate Ordering. Jiao G., Liu Ke and Zhong C.
- A new result of stochastic
comparison for different policies. Zhang Y. and Liu Ke
- Discrete Time Shocked MDP
Problem with Discounted Croterion. Lin Y., Filar J. and Liu Ke
- Finite Horizon Portfolio
Risk Models with Probability Criterion. Conference Papers and talkes
Li J., Liu Ke and Lai K.K., (2002)
- An Infinite Horizon Inventory
Model of Empty Containers at One Port, The 9th Bellman Continuum International
Workshop on Uncertain Systems and Soft Computing, Beijing, P.R. China,
July 24-27. Li J., Liu Ke and Lai K.K., (2002)
- An N-Period Inventory Model
of Empty Containers at One Port, The Fourth International Symposium,
ISORA'02, Yichang-Chongqing, China, June 1-4. Liu Ke, (2001)
- Supply Chain Management,
The Fourth National Youth Conference of Operations Research and Management,
Beijing, Oct. 17-20. Zhang Y. and Liu Ke, (2001)
- Stochastic Inventory Problems
with Return Policies, International Workshop on Operations Research--Stochastic
Modeling and Optimization, Beijing, China, May 23-26. Guo X. and Liu
Ke, (2000)
- Continuous Time Markov
Decision Processes with Average Reward Criterion, The Sixth National
Conference of Operations Research Society of China, Changsha, Hunan,
China, Oct. 10-15. H. Yan, Liu Ke and A. Hsu, (1999)
- Optimal Order Quantity
in a Dual-Supply Modes with Updated Demand Information, The International
Workshop on Markov Processes and Controlled Markov Chains, Changsha,
Hunan, China, Aug. 22-28. K. K. Lai, Liu Ke and J. Liu, (1999)
- Multiple Period Manpower
Resources Planning: Mathematical Model, The International Workshop on
Markov Processes and Controlled Markov Chains, Changsha, Hunan, China,
Aug. 22-28. Liu Ke and H. Yan, (1999)
- Multiple Periods Decision
Making with Considerations of Information Updates, The 15th Triennial
Conference, IFORS'99 in China, Beijing, Aug. 16-20. Liu Ke and H. Yan,
(1999)
- Myopic problem for order
quantity model with updating forecasts, The Third Conference for Youth
OR/MS Researchers in China, Beijing 12-15 Aug.. Xu Ruoning and Liu Ke,
(1998)
- On consistency problem
of Fuzzy Judgment Matrix, The First Asia-Pacific Workshop on Genetic
Algorithms and Applications, Beijing 18-20 Oct.. Liu Ke, (1997)
- Singularly Perturbed Hybrid
System with Weighted Criterion, The 2-nd Conference of Youth Department
of ORS of China, Zheng Zhou 26-28 Nov.. Liu Ke, (1995)
- Weighted Discounted Markov
Decision Processes with Perturbation, In Proceedings of First International
Symposium on Operations Research and Its Applications, 350-359, Beijing
19-22 Aug.. Liu Ke and Filar, J.A., (1995)
- Weighted Markov Decision
Processes with Perturbation, In Proceedings of the 34-th Conference
on Decision and Control, IEEE, 2269-2276, New Orleans 10-14 Dec.. Zhu
W. and Liu Ke, (1995)
- Optimal Load Balancing
for Multicomputer Systems, In Proceedings of the Australian Conference
on Parallel and Real-time Systems, 193-200, Perth 28-29 Sept.. Liu D.,
Liu Ke and Liu J., (1992)
- Semi-Markov Decision Processes
- First Passage Models, The 3-rd Conference of OR in China, Cheng Du
11-14 Oct.. Liu Ke and Liu J., (1992)
- Markovian Decision Programming
with Vector Valued Average Criterion, The 3-rd Conference of OR in China,
Cheng Du 11-14 Oct.. Liu Ke, (1987)
- Survey of Markov Decision
Processes (Chinese), The 2-nd Conference of Decision Theory and Its
Applications in China, Xia Men Oct.. 技术报告等 Li J.A., Liu Ke and Lia K.K.,
(2002)
- Empty Container Management
in a Port with Long-Run Average Criterion. Research Report AMSS-2002-005,
Academy of Mathematics and Systems Sciences. Liu Ke, Li J.A. and Lia
K.K., (2002)
- Single-Period Stochastic
Inventory Model of One Product with Random Shock. Research Report AMSS-2002-006,
Academy of Mathematics and Systems Sciences. Jiao G.M., Zhong C.K. and
Liu Ke, (2002)
- Stochastic comparisons
of minimal repair policies. Research Report AMSS-V-2002-009, Academy
of Mathematics and Systems Sciences. Jiao G.M., Zhong C.K. and Liu Ke,
(2002)
- A new result on comparison
in hazard rate ordering. Research Report AMSS-V-2002-010, Academy of
Mathematics and Systems Sciences. Jiao G.M. and Liu Ke, (2002)
- Some results on stochastic
comparisons in likelihood ratio order. Research Report AMSS-V-2002-011,
Academy of Mathematics and Systems Sciences. Zhang Q. and Liu Ke, (2000)
- Lebesgue decompositions
of non-additive set function, Research Report AMSS-2000-, Academy of
Mathematics and Systems Sciences. Zhang Q. and Liu Ke (2000)
- Pan integrals, Research
Report AMSS-2000-, Academy of Mathematics and Systems Sciences. K. K.
Lai, Liu Ke and J. Liu, (1999)
- Multiple Period Manpower
Resources Planning: Mathematical Model, Research Report AMSS-1999-058,
Academy of Mathematics and Systems Sciences. Guo X. and Liu Ke, (1998)
- The Optimal Inequality
for Continuous Time MDP with Average Criterion, Institute of Applied
Mathematics, Technical Report Series Number 1998/1. Guo X., Liu J. and
Liu Ke, (1997)
- Nonhomogeneous MDP with
Average Criterion and An Rolling Horizon Algorithm, Institute of Applied
Mathematics, Technical Report Series Number 1997/8. Liu Ke, (1995)
- Weighted Discounted Markov
Decision Processes with Perturbation, University of South Australia,
School of Mathematics Technical Report Series Number 1995/2. Liu Ke
and Filar, J.A., (1995)
- Weighted Markov Decision
Processes with Perturbation, University of South Australia, School of
Mathematics Technical Report Series Number 1995/1. Liu Ke and Filar,
J.A., (1993)
- Average Criterion Markov
Decision Processes with Countable Action Set, Institute of Applied Mathematics,
Technical Report Series Number 009. Liu J. and Liu Ke, (1993)
- Average Reward Markov Decision
Programming with Countable Action Set, Institute of Applied Mathematics,
Technical Report Series Number 008. Liu J. and Liu Ke, (1992)
- Markov Decision Programming-The
Moment Optimal Problem For The First-Passage Model, Institute of Applied
Mathematics, Technical Report Series Number 012. Liu Ke and Liu J.,
(1991)
- Semi-Markov Decision Programming
with Vector Constraint, Institute of Applied Mathematics, Technical
Report Series Number 003. Liu Ke and Liu J., (1991)
- Semi-Markov Decision Programming
with (p_0,v_0)-Constraint, Institute of Applied Mathematics, Technical
Report Series Number 004. Liu Ke and Liu J., (1990)
- Markovian Decision Programming
with Vector-valued Average Criterion, Institute of Applied Mathematics,
Technical Report Series Number 052. Liu J. and Liu Ke, (1990)
- Markov Decision Programming
with Constraints", Institute of Applied Mathematics, Technical
Report Series Number 046. Liu Ke and Liu J., (1990)
- Vector-valued semi-Markovian
decision programming, Institute of Applied Mathematics, Technical Report
Series Number 005. Liu Ke, (1987)
- Markov Decision Programming
(Chinese), mimeograph by University of Communist Party of China, March.
Liu Ke, (1984)
- Some introduction in partial
ordering dynamic programming (Chinese), mimeograph by Institute of Applied
Mathematics. Liu Ke, (1984)
- Markov Decision Programming
(Chinese), mimeograph by The Committee of Yellow River Hydropower System
of China, May.
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