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Qingda Wei
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2020 – today
- 2023
- [j19]Qingda Wei, Xian Chen
:
Continuous-Time Markov Decision Processes Under the Risk-Sensitive First Passage Discounted Cost Criterion. J. Optim. Theory Appl. 197(1): 309-333 (2023) - [j18]Xian Chen, Qingda Wei:
Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes. SIAM J. Control. Optim. 61(1): 72-104 (2023) - 2022
- [j17]Qingda Wei, Xian Chen:
Discounted stochastic games for continuous-time jump processes with an uncountable state space. Math. Methods Oper. Res. 95(2): 187-218 (2022) - 2021
- [j16]Qingda Wei, Xian Chen:
Nonzero-sum Risk-Sensitive Average Stochastic Games: The Case of Unbounded Costs. Dyn. Games Appl. 11(4): 835-862 (2021) - [j15]Qingda Wei, Xian Chen
:
Average stochastic games for continuous-time jump processes. Oper. Res. Lett. 49(1): 84-90 (2021)
2010 – 2019
- 2019
- [j14]Qingda Wei, Xian Chen:
Risk-Sensitive Average Equilibria for Discrete-Time Stochastic Games. Dyn. Games Appl. 9(2): 521-549 (2019) - [j13]Qingda Wei:
Mean-semivariance optimality for continuous-time Markov decision processes. Syst. Control. Lett. 125: 67-74 (2019) - [j12]Qingda Wei, Xian Chen:
Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces. SIAM J. Control. Optim. 57(6): 4099-4124 (2019) - 2018
- [j11]Qingda Wei:
Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion. Oper. Res. Lett. 46(1): 69-75 (2018) - 2017
- [j10]Qingda Wei:
Finite approximation for finite-horizon continuous-time Markov decision processes. 4OR 15(1): 67-84 (2017) - [j9]Qingda Wei, Xian Chen:
Average cost criterion induced by the regular utility function for continuous-time Markov decision processes. Discret. Event Dyn. Syst. 27(3): 501-524 (2017) - 2016
- [j8]Qingda Wei:
Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion. Math. Methods Oper. Res. 84(3): 461-487 (2016) - [j7]Qingda Wei, Xian Chen:
Continuous-time Markov decision processes under the risk-sensitive average cost criterion. Oper. Res. Lett. 44(4): 457-462 (2016) - 2015
- [j6]Qingda Wei, Xianping Guo:
Semi-Markov decision processes with variance minimization criterion. 4OR 13(1): 59-79 (2015) - [j5]Qingda Wei, Xian Chen:
Constrained stochastic games with the average payoff criteria. Oper. Res. Lett. 43(1): 83-88 (2015) - 2014
- [j4]Qingda Wei, Xian Chen:
Strong average optimality criterion for continuous-time Markov decision processes. Kybernetika 50(6): 950-977 (2014) - 2013
- [j3]Yonghui Huang, Qingda Wei, Xianping Guo:
Constrained Markov decision processes with first passage criteria. Ann. Oper. Res. 206(1): 197-219 (2013) - 2012
- [j2]Qingda Wei, Xianping Guo:
New Average Optimality Conditions for Semi-Markov Decision Processes in Borel Spaces. J. Optim. Theory Appl. 153(3): 709-732 (2012) - 2011
- [j1]Qingda Wei, Xianping Guo:
Markov decision processes with state-dependent discount factors and unbounded rewards/costs. Oper. Res. Lett. 39(5): 369-374 (2011)
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