The following pages link to Qingxin Meng (Q315765):
Displaying 47 items.
- Optimal control for stochastic delay evolution equations (Q315766) (← links)
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
- Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (Q848401) (← links)
- A revisit to stochastic near-optimal controls: the critical case (Q899111) (← links)
- (Q1042986) (redirect page) (← links)
- A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (Q1042987) (← links)
- On the existence of optimal controls for backward stochastic partial differential equations (Q1640937) (← links)
- Hedging American contingent claims with constrained portfolios under a higher interest rate for borrowing (Q1771800) (← links)
- Hedging American contingent claims with constrained portfolios under proportional transaction costs (Q1776603) (← links)
- Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
- Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171) (← links)
- Partial information stochastic differential games for backward stochastic systems driven by Lévy processes (Q2004147) (← links)
- A general control strategy for planar 3-DoF underactuated manipulators with one passive joint (Q2023200) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
- Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
- Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
- A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
- A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
- Hedging American contingent claims with arbitrage costs (Q2482406) (← links)
- On the pricing of American contingent claims under transaction costs and multiple risky assets (Q2482527) (← links)
- Noise-induced outer synchronization between two different complex dynamical networks (Q2517557) (← links)
- A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357) (← links)
- \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching (Q2661926) (← links)
- Arbitrage-free interval of American contingent claims under proportional transaction cost (Q2937937) (← links)
- (Q2990384) (← links)
- (Q3367843) (← links)
- (Q3367848) (← links)
- Time-delay telerobot system control model research (Q3407239) (← links)
- Fine-Grained Job Salary Benchmarking with a Nonparametric Dirichlet Process–Based Latent Factor Model (Q5057992) (← links)
- (Q5063660) (← links)
- A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization (Q5093265) (← links)
- A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (Q5097299) (← links)
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
- Linear-Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations with Jumps (Q5209040) (← links)
- Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
- (Q5320117) (← links)
- A Maximum Principle for Optimal Control of Stochastic Evolution Equations (Q5408795) (← links)
- General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients (Q5416838) (← links)
- (Q5469788) (← links)
- (Q5499397) (← links)
- A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (Q5854379) (← links)
- Position control with zero residual vibration for two degrees-of-freedom flexible systems based on motion trajectory optimization (Q6066014) (← links)
- Tracking control of single‐link flexible‐joint manipulator with unmodeled dynamics and dead zone (Q6083901) (← links)
- Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems (Q6142539) (← links)
- Nonstationary online convex optimization with multiple predictions (Q6151925) (← links)
- Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise (Q6167084) (← links)
