Qingmeng Wei

Publication Activity (10 Years)

Years Active: 2014-2021
Publications (10 Years): 4

Top Topics

Stochastic Differential Equations

Hamilton Jacobi Bellman

Stochastic Systems

Optimal Control

Top Venues

SIAM J. Control. Optim.

IMA J. Math. Control. Inf.

Publications

Qingmeng Wei, Zhiyong Yu
Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients. SIAM J. Control. Optim. 59 (4) (2021)
Hongwei Mei, Qingmeng Wei, Jiongmin Yong
Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights. SIAM J. Control. Optim. 59 (1) (2021)
Qingmeng Wei, Jiongmin Yong, Zhiyong Yu
Time-Inconsistent Recursive Stochastic Optimal Control Problems. SIAM J. Control. Optim. 55 (6) (2017)
Qingmeng Wei
The optimal control problem with state constraints for forward-backward stochastic systems with jumps. IMA J. Math. Control. Inf. 34 (2) (2017)
Juan Li, Qingmeng Wei
Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations. SIAM J. Control. Optim. 52 (3) (2014)