Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations. - Juan Li; Qingmeng Wei (SIAM J. Control. Optim., 2014)

The optimal control problem with state constraints for forward-backward stochastic systems with jumps. - Qingmeng Wei (IMA J. Math. Control. Inf., 2017)

Time-Inconsistent Recursive Stochastic Optimal Control Problems. - Qingmeng Wei; Jiongmin Yong; Zhiyong Yu 004 (SIAM J. Control. Optim., 2017)

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)

Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients. - Qingmeng Wei; Zhiyong Yu 004 (SIAM J. Control. Optim., 2021)

Stochastic verification theorems for stochastic control problems of reflected FBSDEs. - Lu Liu; Xinlei Hu; Qingmeng Wei (Syst. Control. Lett., 2025)

Infinite Time Horizon Stochastic Recursive Control Problems with Jumps: Dynamic Programming and Stochastic Verification Theorems. - Sheng Luo; Xun Li 002; Qingmeng Wei (SIAM J. Control. Optim., 2025)