Markov decision processes with state-dependent discount factors and unbounded rewards/costs. - Qingda Wei; Xianping Guo (Oper. Res. Lett., 2011)

New Average Optimality Conditions for Semi-Markov Decision Processes in Borel Spaces. - Qingda Wei; Xianping Guo (J. Optim. Theory Appl., 2012)

Constrained Markov decision processes with first passage criteria. - Yonghui Huang; Qingda Wei; Xianping Guo (Ann. Oper. Res., 2013)

Strong average optimality criterion for continuous-time Markov decision processes. - Qingda Wei; Xian Chen (Kybernetika, 2014)

Semi-Markov decision processes with variance minimization criterion. - Qingda Wei; Xianping Guo (4OR, 2015)

Constrained stochastic games with the average payoff criteria. - Qingda Wei; Xian Chen (Oper. Res. Lett., 2015)

Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion. - Qingda Wei (Math. Methods Oper. Res., 2016)

Continuous-time Markov decision processes under the risk-sensitive average cost criterion. - Qingda Wei; Xian Chen (Oper. Res. Lett., 2016)

Finite approximation for finite-horizon continuous-time Markov decision processes. - Qingda Wei (4OR, 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)

Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion. - Qingda Wei (Oper. Res. Lett., 2018)

Risk-Sensitive Average Equilibria for Discrete-Time Stochastic Games. - Qingda Wei; Xian Chen (Dyn. Games Appl., 2019)

Mean-semivariance optimality for continuous-time Markov decision processes. - Qingda Wei (Syst. Control. Lett., 2019)

Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces. - Qingda Wei; Xian Chen (SIAM J. Control. Optim., 2019)

Nonzero-sum Risk-Sensitive Average Stochastic Games: The Case of Unbounded Costs. - Qingda Wei; Xian Chen (Dyn. Games Appl., 2021)

Average stochastic games for continuous-time jump processes. - Qingda Wei; Xian Chen (Oper. Res. Lett., 2021)

Discounted stochastic games for continuous-time jump processes with an uncountable state space. - Qingda Wei; Xian Chen (Math. Methods Oper. Res., 2022)

Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes. - Xian Chen; Qingda Wei (SIAM J. Control. Optim., 2023)

Continuous-Time Markov Decision Processes Under the Risk-Sensitive First Passage Discounted Cost Criterion. - Qingda Wei; Xian Chen (J. Optim. Theory Appl., 2023)

Risk-Sensitive Average Markov Decision Processes in General Spaces. - Xian Chen; Qingda Wei (SIAM J. Control. Optim., 2024)

Partially observable discrete-time stochastic games under risk probability criterion. - Qingda Wei; Xian Chen (Int. J. Game Theory, 2025)