4 citations · 9 across the 15 of their papers we have counts for
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math.OC2019★ 1 cited
Time-Inconsistent Problems for Controlled Markov Chains with Distribution-Dependent Costs: Equilibrium Solutions
Hongwei Mei, George Yin
This paper focuses on a class of continuous-time controlled Markov chains with time-inconsistent and distribution-dependent cost functional (in some appropriate sense). A new defin…
math.OC2019
Time-inconsistent Risk-sensitive Equilibrium for Countable-stated Markov Decision Processes
Hongwei Mei
This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision…