Qingda Wei

21 papers Journal 21
YearRankTypeTitle / 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