Qingda Wei - RankMe

21 papers Journal 21

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Partially observable discrete-time stochastic games under risk probability criterion. Int. J. Game Theory Qingda Wei, Xian Chen
2024	J	`jnl`	Risk-Sensitive Average Markov Decision Processes in General Spaces. SIAM J. Control. Optim. Xian Chen, Qingda Wei
2023	J	`jnl`	Continuous-Time Markov Decision Processes Under the Risk-Sensitive First Passage Discounted Cost Criterion. J. Optim. Theory Appl. Qingda Wei, Xian Chen
2023	J	`jnl`	Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes. SIAM J. Control. Optim. Xian Chen, Qingda Wei
2022	J	`jnl`	Discounted stochastic games for continuous-time jump processes with an uncountable state space. Math. Methods Oper. Res. Qingda Wei, Xian Chen
2021	J	`jnl`	Average stochastic games for continuous-time jump processes. Oper. Res. Lett. Qingda Wei, Xian Chen
2021	J	`jnl`	Nonzero-sum Risk-Sensitive Average Stochastic Games: The Case of Unbounded Costs. Dyn. Games Appl. Qingda Wei, Xian Chen
2019	J	`jnl`	Mean-semivariance optimality for continuous-time Markov decision processes. Syst. Control. Lett. Qingda Wei
2019	J	`jnl`	Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces. SIAM J. Control. Optim. Qingda Wei, Xian Chen
2019	J	`jnl`	Risk-Sensitive Average Equilibria for Discrete-Time Stochastic Games. Dyn. Games Appl. Qingda Wei, Xian Chen
2018	J	`jnl`	Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion. Oper. Res. Lett. Qingda Wei
2017	J	`jnl`	Average cost criterion induced by the regular utility function for continuous-time Markov decision processes. Discret. Event Dyn. Syst. Qingda Wei, Xian Chen
2017	J	`jnl`	Finite approximation for finite-horizon continuous-time Markov decision processes. 4OR Qingda Wei
2016	J	`jnl`	Continuous-time Markov decision processes under the risk-sensitive average cost criterion. Oper. Res. Lett. Qingda Wei, Xian Chen
2016	J	`jnl`	Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion. Math. Methods Oper. Res. Qingda Wei
2015	J	`jnl`	Constrained stochastic games with the average payoff criteria. Oper. Res. Lett. Qingda Wei, Xian Chen
2015	J	`jnl`	Semi-Markov decision processes with variance minimization criterion. 4OR Qingda Wei, Xianping Guo
2014	J	`jnl`	Strong average optimality criterion for continuous-time Markov decision processes. Kybernetika Qingda Wei, Xian Chen
2013	J	`jnl`	Constrained Markov decision processes with first passage criteria. Ann. Oper. Res. Yonghui Huang, Qingda Wei, Xianping Guo
2012	J	`jnl`	New Average Optimality Conditions for Semi-Markov Decision Processes in Borel Spaces. J. Optim. Theory Appl. Qingda Wei, Xianping Guo
2011	J	`jnl`	Markov decision processes with state-dependent discount factors and unbounded rewards/costs. Oper. Res. Lett. Qingda Wei, Xianping Guo