Qingmeng Wei

According to our database, Qingmeng Wei authored at least 7 papers between 2014 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Infinite Time Horizon Stochastic Recursive Control Problems with Jumps: Dynamic Programming and Stochastic Verification Theorems.

Sheng Luo, Xun Li, Qingmeng Wei

SIAM J. Control. Optim., 2025

Stochastic verification theorems for stochastic control problems of reflected FBSDEs.

Lu Liu, Xinlei Hu, Qingmeng Wei

Syst. Control. Lett., 2025

2021

Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients.

Qingmeng Wei, Zhiyong Yu

SIAM J. Control. Optim., 2021

Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights.

Hongwei Mei, Qingmeng Wei, Jiongmin Yong

SIAM J. Control. Optim., 2021

2017

Time-Inconsistent Recursive Stochastic Optimal Control Problems.

Qingmeng Wei, Jiongmin Yong, Zhiyong Yu

SIAM J. Control. Optim., 2017

The optimal control problem with state constraints for forward-backward stochastic systems with jumps.

Qingmeng Wei

IMA J. Math. Control. Inf., 2017

2014

Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations.

Juan Li, Qingmeng Wei

SIAM J. Control. Optim., 2014