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CAO Xi-Ren

Office Address: Room 2#425, School of Electronic, Information and Electrical Engineering 

Phone Number: 021-34205476 


Research Field

Discrete event dynamic systems; Stochastic Learning and Optimization;financial engineering


Ph.D. in applied mathematics, Harvard University, 1984

M.S. in engineering, Harvard University, 1982

B.S. in physics, University of Sciences and Technology of China, Beijing, 1967

Work experience

Chair Professor, 2010 -present, Dept. Of Finance, Antai College of Economics and Management and Dept. of Automation, School of Electronic, Information and Electrical Engineering,Shanghai Jiao Tong University

Affiliated Member, 2010 -present, Institute of Advanced Study,The Hong Kong University of Science and Technology

Chair Professor, 2005 - 2010 (Among the first group established in 2005)

Professor/reader, (Reader Oct. 1993 - 1996, Prof. 1996 -),Dept. of ECE, The Hong Kong University of Science and Technology,Director of Center for Networking, 1999-present,Director of Postgraduate Programme, 1994 – 1996,Dept. of ECE, The Hong Kong University of Science and Technology

Visiting Professor, Jan. - June. 1998,Institute of Systems Research, Univ. of Maryland at College Park, U.S.A.

Visiting Professor, Fall 1991, Univ. of Mass. at Amherst, U.S.A.

Awards and Honors

National Natural Science Award, (2nd class), State Council, People’s Republic of China,2009

Outstanding Service Award, IFAC (International Federation of Automatic Control),2008

Fellow of IFAC, 2008

Fellow of IEEE, 1996

Outstanding Simulation Publication Award, The College of Simulation, The Institute of Management Sciences (TIMS), co-authored with P. Heidelberger, et al. 1990

Outstanding Transactions Paper Award, IEEE Control System Society, 1987

Best Student Paper Award, IEEE Control System Society, 1982


Introduction to systems, control, and optimization



1. Y. C. Ho and Xi-Ren Cao, Perturbation Analysis of Discrete Event Systems, Kluwer Academic Publishers, Norwell, MA, 1991.

2. Xi-Ren Cao, Realization Probabilities - The Dynamics of Queueing Systems, Springer Verlag, New York, 1994.

3. Xi-Ren Cao, Stochastic Learning and Optimization - A Sensitivity-Based Approach,Springer, New York, 2007.

Invited Chapters and Papers in Books:

1. Xi-Ren Cao, Some New Results on Realization Probability (Addendum to “A Comparisonof the Dynamics of Continuous and Discrete Event Systems”), Discrete Event Dynamic Systems: Analyzing Complexity and Performance in the Modern World, edited by Y. C. Ho, 9-10, IEEE Press, 1991.

2. Xi-Ren Cao, Infinitesimal Perturbation Analysis of Generalized Semi-Markov Processes:A Tutorial, (invited) Discrete Event Systems, G. Cohen and J.-P. Quadrat

(Eds.) 401-408, Springer-Verlag, 1994.

3. Xi-Ren Cao, Discrete Event Dynamic Systems (DEDS), Wiley Encyclopedia of Elec-trical and Electronics Engineering, Vol. 5, 602-612, 1999.

4. Xi-Ren Cao, Performance Potential-Based Optimization and Markov Decision Processes,Stochastic Models and Optimization, D.D. Yao, H. Zhang and X.Y. Zhou (Eds.)111-136, Springer, New York, 2002.

5. Y. C. Ho and Xi-Ren Cao, Sample Path Analysis of Discrete Event Systems, The Encyclopedia of Life Support Systems (EOLSS).

6. Xi-Ren Cao, A Sensitivity View of Markov Decision Processes and Reinforcement Learning, Modeling, Control, and Optimization of Complex Systems, W. Gong and L.Shi (eds.) Kluwer Academic Publishers, 261-284, 2003.

7. Xi-Ren Cao, Learning and Optimization - From a System Theoretic Perspective,Handbook of Learning and Approximate Dynamic Programming, J. Si, A. G. Barto, W.B. Powell and D. Wunsch II (eds), Wiley-Interscience, 311-336, 2004.

8. Xi-Ren Cao and Fang Cao, A Sensitivity-Based View to the Stochastic Learning and Optimization, Advances in Control Systems Theory and Applications, G. Tao and J.Sun (eds), University of Science and Technology of China Press,1-20, 2009.

9. Xi-Ren Cao, Dynamic Programming or Direct Comparison? Three Decades of Progress in Control Science, X. Hu, U. Johsson, B. Wahlberg, and B. Ghosh (eds.) Springer,59-76, 2010.

10. Xi-Ren Cao, Yanjia Zhao, Qing-Shan Jia, and Qianchuan Zhao, An Introduction To Event-Based Optimization: Theory and Applications, Reinforcement Learning and Approximate Dynamic Programming For Feedback Control, F. Lewis (eds), John Wiley & Sons, Inc., 2011.



1. Blind Channel Equalizers and Methods of Blind Channel Equalization (U.S. Patent No.6463099)

2. Shared Arbitration Apparatus Suitable for Deaf Node (U.S. Patent No. 5230044)

3. Arbitration Apparatus for Shared Bus (U.S. Patent No. 5239630)
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