Qingda Wei

发表

Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces

Qingda Wei, Xian Chen, 2019, SIAM J. Control. Optim..

Finite approximation for finite-horizon continuous-time Markov decision processes

Qingda Wei, 2017, 4OR.

Markov decision processes with state-dependent discount factors and unbounded rewards/costs

Xianping Guo, Qingda Wei, Xianping Guo, 2011, Oper. Res. Lett..

Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion

Qingda Wei, 2018, Oper. Res. Lett..

A Constrained Optimization Problem with Applications to Constrained MDPs

Xianping Guo, Junyu Zhang, Qingda Wei, 2012 .

Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion

Qingda Wei, 2016, Math. Methods Oper. Res..

Constrained Expected Average Stochastic Games for Continuous-Time Jump Processes

Qingda Wei, Xian Chen, Qingda Wei, 2019, Applied Mathematics & Optimization.

Constrained stochastic games with the average payoff criteria

Xian Chen, Qingda Wei, Qingda Wei, 2015, Oper. Res. Lett..

Continuous-time Markov decision processes under the risk-sensitive average cost criterion

Xian Chen, Qingda Wei, Qingda Wei, 2015, Oper. Res. Lett..

Mean-semivariance optimality for continuous-time Markov decision processes

Qingda Wei, 2019, Syst. Control. Lett..

Semi-Markov decision processes with variance minimization criterion

Xianping Guo, Qingda Wei, Xianping Guo, 2015, 4OR.

Constrained Markov decision processes with first passage criteria

Xianping Guo, Yonghui Huang, Qingda Wei, 2012, Annals of Operations Research.

New Average Optimality Conditions for Semi-Markov Decision Processes in Borel Spaces

Xianping Guo, Qingda Wei, 2012, J. Optim. Theory Appl..

Average cost criterion induced by the regular utility function for continuous-time Markov decision processes

Xian Chen, Qingda Wei, 2017, Discret. Event Dyn. Syst..

Strong average optimality criterion for continuous-time Markov decision processes

Xian Chen, Qingda Wei, 2014, Kybernetika.

Risk-Sensitive Average Equilibria for Discrete-Time Stochastic Games

Xian Chen, Qingda Wei, Qingda Wei, 2018, Dyn. Games Appl..

Nonzero-sum Risk-Sensitive Average Stochastic Games: The Case of Unbounded Costs

Qingda Wei, Xian Chen, Qingda Wei, 2021, Dynamic Games and Applications.

Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion

Qingda Wei, Xian Chen, Qingda Wei, 2016 .

Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games

Qingda Wei, Qingda Wei, 2019, Statistics & Probability Letters.