Narrow search
Showing 1 - 6 of 6
Cover Image
Finite approximation for finite-horizon continuous-time Markov decision processes
Wei, Qingda - In: 4OR : a quarterly journal of operations research 15 (2017) 1, pp. 67-84
Persistent link: https://www.econbiz.de/10011719615
Cover Image
Continuous-time Markov decision processes under the risk-sensitive average cost criterion
Wei, Qingda; Chen, Xian - In: Operations research letters 44 (2016) 4, pp. 457-462
Persistent link: https://www.econbiz.de/10011535337
Cover Image
Risk-sensitive average equilibria for discrete-time stochastic games
Wei, Qingda; Chen, Xian - In: Dynamic games and applications : DGA 9 (2019) 2, pp. 521-549
Persistent link: https://www.econbiz.de/10012225474
Cover Image
Nonzero-sum risk-sensitive average stochastic games : the case of unbounded costs
Wei, Qingda; Chen, Xian - In: Dynamic games and applications : DGA 11 (2021) 4, pp. 835-862
Persistent link: https://www.econbiz.de/10012666367
Cover Image
Average stochastic games for continuous-time jump processes
Wei, Qingda; Chen, Xian - In: Operations research letters 49 (2021) 1, pp. 84-90
Persistent link: https://www.econbiz.de/10012486232
Cover Image
Discounted stochastic games for continuous-time jump processes with an uncountable state space
Wei, Qingda; Chen, Xian - In: Mathematical methods of operations research : ZOR 95 (2022) 2, pp. 187-218
Persistent link: https://www.econbiz.de/10013454868