Qingda Wei

Publication Activity (10 Years)

Years Active: 2011-2023
Publications (10 Years): 15

Top Topics

Markov Decision Process

Top Venues

Oper. Res. Lett.

Math. Methods Oper. Res.

SIAM J. Control. Optim.

Publications

Qingda Wei, Xian Chen
Continuous-Time Markov Decision Processes Under the Risk-Sensitive First Passage Discounted Cost Criterion. J. Optim. Theory Appl. 197 (1) (2023)
Xian Chen, Qingda Wei
Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes. SIAM J. Control. Optim. 61 (1) (2023)
Qingda Wei, Xian Chen
Discounted stochastic games for continuous-time jump processes with an uncountable state space. Math. Methods Oper. Res. 95 (2) (2022)
Qingda Wei, Xian Chen
Nonzero-sum Risk-Sensitive Average Stochastic Games: The Case of Unbounded Costs. Dyn. Games Appl. 11 (4) (2021)
Qingda Wei, Xian Chen
Average stochastic games for continuous-time jump processes. Oper. Res. Lett. 49 (1) (2021)
Qingda Wei
Mean-semivariance optimality for continuous-time Markov decision processes. Syst. Control. Lett. 125 (2019)
Qingda Wei, Xian Chen
Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces. SIAM J. Control. Optim. 57 (6) (2019)
Qingda Wei, Xian Chen
Risk-Sensitive Average Equilibria for Discrete-Time Stochastic Games. Dyn. Games Appl. 9 (2) (2019)
Qingda Wei
Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion. Oper. Res. Lett. 46 (1) (2018)
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) (2017)
Qingda Wei
Finite approximation for finite-horizon continuous-time Markov decision processes. 4OR 15 (1) (2017)
Qingda Wei
Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion. Math. Methods Oper. Res. 84 (3) (2016)
Qingda Wei, Xian Chen
Continuous-time Markov decision processes under the risk-sensitive average cost criterion. Oper. Res. Lett. 44 (4) (2016)
Qingda Wei, Xian Chen
Constrained stochastic games with the average payoff criteria. Oper. Res. Lett. 43 (1) (2015)
Qingda Wei, Xianping Guo
Semi-Markov decision processes with variance minimization criterion. 4OR 13 (1) (2015)
Qingda Wei, Xian Chen
Strong average optimality criterion for continuous-time Markov decision processes. Kybernetika 50 (6) (2014)
Yonghui Huang, Qingda Wei, Xianping Guo
Constrained Markov decision processes with first passage criteria. Ann. Oper. Res. 206 (1) (2013)
Qingda Wei, Xianping Guo
New Average Optimality Conditions for Semi-Markov Decision Processes in Borel Spaces. J. Optim. Theory Appl. 153 (3) (2012)
Qingda Wei, Xianping Guo
Markov decision processes with state-dependent discount factors and unbounded rewards/costs. Oper. Res. Lett. 39 (5) (2011)