陈娴｜厦门大学｜学者主页

2026

Nonzero-sum constrained discrete-time stochastic games with uncountable state spaces

Qingda Wei, Xian Chen

Mathematical Methods of Operations Research

DOI

2026

First passage risk probability optimality for partially observable discrete-time zero-sum games

Qingda Wei, Xian Chen

Stochastics

DOI

2025

Risk-sensitive discounted cost optimality for partially observable discrete-time Markov decision processes

Qingda Wei, Xian Chen

Optimization

DOI

2025

Partially observable discrete-time stochastic games under risk probability criterion

Qingda Wei, Xian Chen

International Journal of Game Theory

DOI

2024

Moderate and Lp\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^p$$\end{document} Maximal Inequalities for Diffusion

Xian Chen, Yongqiang Chen, Yu-hua Cheng, Chen Jia

Journal of theoretical probability

DOI

2024

Risk-Sensitive Average Markov Decision Processes in General Spaces

Xian Chen, Qingda Wei

SIAM Journal of Control and Optimization

DOI

2023

马尔可夫过程及其控制的理论和应用

陈娴，王文元，周达

《厦门大学学报(自然科学版)》

2023

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

Xian Chen, Qingda Wei

SIAM Journal of Control and Optimization

DOI

2023

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

Qingda Wei, Xian Chen

Journal of Optimization Theory and Applications

DOI

2022

Risk-sensitive first passage stochastic games with unbounded costs

Qingda Wei, Xian Chen

Optimization

DOI

2022

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

Qingda Wei, Xian Chen

Mathematical Methods of Operations Research

DOI

2021

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

Qingda Wei, Xian Chen

Dynamic Games and Applications

DOI

2021

Moderate and $L^p$ maximal inequalities for diffusion processes and conformal martingales

Xian Chen, Yong Chen, Mumien Cheng, Chen Jia

2020

Average stochastic games for continuous-time jump processes

Qingda Wei, Xian Chen

Operations Research Letters

DOI

2019

Limit theorems for generalized density-dependent Markov chains and bursty stochastic gene regulatory networks

Xian Chen, Chen Jia

Journal of Mathematical Biology

DOI

2019

Nonzero-sum Games for Continuous-Time Jump Processes Under the Expected Average Payoff Criterion

Qingda Wei, Xian Chen

Applied Mathematics and Optimization

DOI

2019

Constrained Expected Average Stochastic Games for Continuous-Time Jump Processes

Qingda Wei, Xian Chen

Applied Mathematics and Optimization

DOI

2019

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

Qingda Wei, Xian Chen

SIAM Journal of Control and Optimization

DOI

2018

Risk-sensitive average continuous-time Markov decision processes with unbounded rates

Qingda Wei, Xian Chen

Optimization

DOI

2018

Risk-Sensitive Average Equilibria for Discrete-Time Stochastic Games

Qingda Wei, Xian Chen

Dynamic Games and Applications

DOI

2017

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

Qingda Wei, Xian Chen

Discrete event dynamic systems

DOI

2017

Identification of unstable fixed points for randomly perturbed dynamical systems with multistability

Xian Chen, Jia Chen

DOI

2017

Mathematical foundation of nonequilibrium fluctuation–dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients

Xian Chen, Chen Jia

Stochastic Processes and their Applications

DOI

2016

Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion

Qingda Wei, Xian Chen

DOI

2015

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

Qingda Wei, Xian Chen

Operations Research Letters

DOI

2015

Constrained stochastic games with the average payoff criteria

Qingda Wei, Xian Chen

Operations Research Letters

DOI

2015

Strong average optimality criterion for continuous-time Markov decision processes

Qingda Wei, Xian Chen

Kybernetika (Praha)

DOI

2014

Continuous-time Markov Decision Processes with Finite-horizon Expected Total Cost Criteria

Qingda Wei, Xian Chen

陈娴

精选作品

期刊论文

Nonzero-sum constrained discrete-time stochastic games with uncountable state spaces

First passage risk probability optimality for partially observable discrete-time zero-sum games

Risk-sensitive discounted cost optimality for partially observable discrete-time Markov decision processes

Partially observable discrete-time stochastic games under risk probability criterion

Moderate and Lp\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^p$$\end{document} Maximal Inequalities for Diffusion

Risk-Sensitive Average Markov Decision Processes in General Spaces

马尔可夫过程及其控制的理论和应用

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

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

Risk-sensitive first passage stochastic games with unbounded costs

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

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

Moderate and $L^p$ maximal inequalities for diffusion processes and conformal martingales

Average stochastic games for continuous-time jump processes

Limit theorems for generalized density-dependent Markov chains and bursty stochastic gene regulatory networks

Nonzero-sum Games for Continuous-Time Jump Processes Under the Expected Average Payoff Criterion

Constrained Expected Average Stochastic Games for Continuous-Time Jump Processes

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

Risk-sensitive average continuous-time Markov decision processes with unbounded rates

Risk-Sensitive Average Equilibria for Discrete-Time Stochastic Games

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

Identification of unstable fixed points for randomly perturbed dynamical systems with multistability

Mathematical foundation of nonequilibrium fluctuation–dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients

Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion

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

Constrained stochastic games with the average payoff criteria

Strong average optimality criterion for continuous-time Markov decision processes

Continuous-time Markov Decision Processes with Finite-horizon Expected Total Cost Criteria

研究方向