Qingda Wei

According to our database, Qingda Wei authored at least 20 papers between 2011 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Risk-Sensitive Average Markov Decision Processes in General Spaces.

Xian Chen, Qingda Wei

SIAM J. Control. Optim., 2024

2023

Continuous-Time Markov Decision Processes Under the Risk-Sensitive First Passage Discounted Cost Criterion.

Qingda Wei, Xian Chen

J. Optim. Theory Appl., April, 2023

Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes.

Xian Chen, Qingda Wei

SIAM J. Control. Optim., February, 2023

2022

Discounted stochastic games for continuous-time jump processes with an uncountable state space.

Qingda Wei, Xian Chen

Math. Methods Oper. Res., 2022

2021

Average stochastic games for continuous-time jump processes.

Qingda Wei, Xian Chen

Oper. Res. Lett., 2021

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

Qingda Wei, Xian Chen

Dyn. Games Appl., 2021

2019

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

Qingda Wei, Xian Chen

SIAM J. Control. Optim., 2019

Mean-semivariance optimality for continuous-time Markov decision processes.

Qingda Wei

Syst. Control. Lett., 2019

Risk-Sensitive Average Equilibria for Discrete-Time Stochastic Games.

Qingda Wei, Xian Chen

Dyn. Games Appl., 2019

2018

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

Qingda Wei

Oper. Res. Lett., 2018

2017

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

Qingda Wei, Xian Chen

Discret. Event Dyn. Syst., 2017

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

Qingda Wei

4OR, 2017

2016

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

Qingda Wei, Xian Chen

Oper. Res. Lett., 2016

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

Qingda Wei

Math. Methods Oper. Res., 2016

2015

Constrained stochastic games with the average payoff criteria.

Qingda Wei, Xian Chen

Oper. Res. Lett., 2015

Semi-Markov decision processes with variance minimization criterion.

Qingda Wei, Xianping Guo

4OR, 2015

2014

Strong average optimality criterion for continuous-time Markov decision processes.

Qingda Wei, Xian Chen

Kybernetika, 2014

2013

Constrained Markov decision processes with first passage criteria.

Yonghui Huang, Qingda Wei, Xianping Guo

Ann. Oper. Res., 2013

2012

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

Qingda Wei, Xianping Guo

J. Optim. Theory Appl., 2012

2011

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

Qingda Wei, Xianping Guo

Oper. Res. Lett., 2011