Qingmeng Wei

Available identifiers

zbMath Open wei.qingmengMaRDI QIDQ294515

List of research outcomes

Publication	Date of Publication	Type
Infinite Horizon Mean-Field Linear Quadratic Optimal Control Problems with Jumps and the related Hamiltonian Systems	2023-11-12	Paper
General mean-field BSDEs with diagonally quadratic generators in multi-dimension	2023-10-23	Paper
Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients	2023-08-01	Paper
Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral-partial operators	2023-07-10	Paper
Stochastic Verification Theorems for Stochastic Control Problems of Reflected FBSDEs	2023-04-07	Paper
Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients	2021-07-15	Paper
Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations	2021-07-07	Paper
Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights	2021-02-26	Paper
Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions	2020-04-29	Paper
Time-inconsistent recursive zero-sum stochastic differential games	2019-07-03	Paper
The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps	2019-02-14	Paper
An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints	2019-02-14	Paper
The optimal control problem with state constraints for forward–backward stochastic systems with jumps	2018-09-27	Paper
Time-Inconsistent Recursive Stochastic Optimal Control Problems	2018-01-04	Paper
Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints	2016-06-16	Paper
A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints	2015-02-26	Paper
The dynamic programming method of stochastic differential game for functional forward-backward stochastic system	2014-11-24	Paper
Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations	2014-09-26	Paper
\(L^p\) estimates for fully coupled FBSDEs with jumps	2014-02-26	Paper
A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints	2013-02-04	Paper
Stochastic differential game of functional forward-backward stochastic system and related path-dependent HJBI equation	2012-09-27	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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