Wei, Qingda; Chen, Xian Risk-sensitive first passage stochastic games with unbounded costs. (English) Zbl 07820222 Optimization 73, No. 4, 1161-1194 (2024). MSC: 91A15 91A50 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Chen}, Optimization 73, No. 4, 1161--1194 (2024; Zbl 07820222) Full Text: DOI
Wei, Qingda; Chen, Xian Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion. (English) Zbl 1517.90156 J. Optim. Theory Appl. 197, No. 1, 309-333 (2023). MSC: 90C40 60J27 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Chen}, J. Optim. Theory Appl. 197, No. 1, 309--333 (2023; Zbl 1517.90156) Full Text: DOI
Chen, Xian; Wei, Qingda Risk-sensitive average optimality for discrete-time Markov decision processes. (English) Zbl 1517.90154 SIAM J. Control Optim. 61, No. 1, 72-104 (2023). Reviewer: Savin Treanţă (Bucureşti) MSC: 90C40 60J10 PDFBibTeX XMLCite \textit{X. Chen} and \textit{Q. Wei}, SIAM J. Control Optim. 61, No. 1, 72--104 (2023; Zbl 1517.90154) Full Text: DOI
Wei, Qingda; Chen, Xian Discounted stochastic games for continuous-time jump processes with an uncountable state space. (English) Zbl 1493.91015 Math. Methods Oper. Res. 95, No. 2, 187-218 (2022). MSC: 91A15 60J76 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Chen}, Math. Methods Oper. Res. 95, No. 2, 187--218 (2022; Zbl 1493.91015) Full Text: DOI
Wei, Qingda; Chen, Xian Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs. (English) Zbl 1482.91019 Dyn. Games Appl. 11, No. 4, 835-862 (2021). MSC: 91A15 91A50 92D25 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Chen}, Dyn. Games Appl. 11, No. 4, 835--862 (2021; Zbl 1482.91019) Full Text: DOI
Wei, Qingda; Chen, Xian Risk-sensitive average equilibria for discrete-time stochastic games. (English) Zbl 1429.91038 Dyn. Games Appl. 9, No. 2, 521-549 (2019). MSC: 91A15 91A50 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Chen}, Dyn. Games Appl. 9, No. 2, 521--549 (2019; Zbl 1429.91038) Full Text: DOI
Wei, Qingda Mean-semivariance optimality for continuous-time Markov decision processes. (English) Zbl 1425.90130 Syst. Control Lett. 125, 67-74 (2019). MSC: 90C40 PDFBibTeX XMLCite \textit{Q. Wei}, Syst. Control Lett. 125, 67--74 (2019; Zbl 1425.90130) Full Text: DOI
Wei, Qingda Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games. (English) Zbl 1420.91014 Stat. Probab. Lett. 147, 96-104 (2019). MSC: 91A15 91A05 91A44 PDFBibTeX XMLCite \textit{Q. Wei}, Stat. Probab. Lett. 147, 96--104 (2019; Zbl 1420.91014) Full Text: DOI
Wei, Qingda Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion. (English) Zbl 1525.91033 Oper. Res. Lett. 46, No. 1, 69-75 (2018). MSC: 91A15 90C40 91A05 PDFBibTeX XMLCite \textit{Q. Wei}, Oper. Res. Lett. 46, No. 1, 69--75 (2018; Zbl 1525.91033) Full Text: DOI
Wei, Qingda; Chen, Xian Average cost criterion induced by the regular utility function for continuous-time Markov decision processes. (English) Zbl 1374.93388 Discrete Event Dyn. Syst. 27, No. 3, 501-524 (2017). MSC: 93E20 60J27 90C40 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Chen}, Discrete Event Dyn. Syst. 27, No. 3, 501--524 (2017; Zbl 1374.93388) Full Text: DOI
Wei, Qingda Finite approximation for finite-horizon continuous-time Markov decision processes. (English) Zbl 1360.93789 4OR 15, No. 1, 67-84 (2017). MSC: 93E20 90C40 PDFBibTeX XMLCite \textit{Q. Wei}, 4OR 15, No. 1, 67--84 (2017; Zbl 1360.93789) Full Text: DOI
Wei, Qingda; Chen, Xian Stochastic games for continuous-time jump processes under finite-horizon payoff criterion. (English) Zbl 1360.91023 Appl. Math. Optim. 74, No. 2, 273-301 (2016). MSC: 91A15 91A05 60J75 90C40 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Chen}, Appl. Math. Optim. 74, No. 2, 273--301 (2016; Zbl 1360.91023) Full Text: DOI
Wei, Qingda; Chen, Xian Strong average optimality criterion for continuous-time Markov decision processes. (English) Zbl 1307.93467 Kybernetika 50, No. 6, 950-977 (2014). MSC: 93E20 90C40 49K45 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Chen}, Kybernetika 50, No. 6, 950--977 (2014; Zbl 1307.93467) Full Text: Link