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Qingda Wei

According to our database1, Qingda Wei authored at least 21 papers between 2011 and 2025.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Links

On csauthors.net:

Bibliography

2025
Partially observable discrete-time stochastic games under risk probability criterion.
[BibTeX]
[DOI]
Qingda Wei
,
Xian Chen
Int. J. Game Theory, December, 2025

2024
Risk-Sensitive Average Markov Decision Processes in General Spaces.
[BibTeX]
[DOI]
Xian Chen
,
Qingda Wei
SIAM J. Control. Optim., 2024

2023
Continuous-Time Markov Decision Processes Under the Risk-Sensitive First Passage Discounted Cost Criterion.
[BibTeX]
[DOI]
Qingda Wei
,
Xian Chen
J. Optim. Theory Appl., April, 2023

Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes.
[BibTeX]
[DOI]
Xian Chen
,
Qingda Wei
SIAM J. Control. Optim., February, 2023

2022
Discounted stochastic games for continuous-time jump processes with an uncountable state space.
[BibTeX]
[DOI]
Qingda Wei
,
Xian Chen
Math. Methods Oper. Res., 2022

2021
Average stochastic games for continuous-time jump processes.
[BibTeX]
[DOI]
Qingda Wei
,
Xian Chen
Oper. Res. Lett., 2021

Nonzero-sum Risk-Sensitive Average Stochastic Games: The Case of Unbounded Costs.
[BibTeX]
[DOI]
Qingda Wei
,
Xian Chen
Dyn. Games Appl., 2021

2019
Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces.
[BibTeX]
[DOI]
Qingda Wei
,
Xian Chen
SIAM J. Control. Optim., 2019

Mean-semivariance optimality for continuous-time Markov decision processes.
[BibTeX]
[DOI]
Qingda Wei
Syst. Control. Lett., 2019

Risk-Sensitive Average Equilibria for Discrete-Time Stochastic Games.
[BibTeX]
[DOI]
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.
[BibTeX]
[DOI]
Qingda Wei
Oper. Res. Lett., 2018

2017
Average cost criterion induced by the regular utility function for continuous-time Markov decision processes.
[BibTeX]
[DOI]
Qingda Wei
,
Xian Chen
Discret. Event Dyn. Syst., 2017

Finite approximation for finite-horizon continuous-time Markov decision processes.
[BibTeX]
[DOI]
Qingda Wei
4OR, 2017

2016
Continuous-time Markov decision processes under the risk-sensitive average cost criterion.
[BibTeX]
[DOI]
Qingda Wei
,
Xian Chen
Oper. Res. Lett., 2016

Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion.
[BibTeX]
[DOI]
Qingda Wei
Math. Methods Oper. Res., 2016

2015
Constrained stochastic games with the average payoff criteria.
[BibTeX]
[DOI]
Qingda Wei
,
Xian Chen
Oper. Res. Lett., 2015

Semi-Markov decision processes with variance minimization criterion.
[BibTeX]
[DOI]
Qingda Wei
,
Xianping Guo
4OR, 2015

2014
Strong average optimality criterion for continuous-time Markov decision processes.
[BibTeX]
[DOI]
Qingda Wei
,
Xian Chen
Kybernetika, 2014

2013
Constrained Markov decision processes with first passage criteria.
[BibTeX]
[DOI]
Yonghui Huang
,
Qingda Wei
,
Xianping Guo
Ann. Oper. Res., 2013

2012
New Average Optimality Conditions for Semi-Markov Decision Processes in Borel Spaces.
[BibTeX]
[DOI]
Qingda Wei
,
Xianping Guo
J. Optim. Theory Appl., 2012

2011
Markov decision processes with state-dependent discount factors and unbounded rewards/costs.
[BibTeX]
[DOI]
Qingda Wei
,
Xianping Guo
Oper. Res. Lett., 2011


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