Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes. - Qingxin Meng 003; MaoNing Tang (Sci. China Ser. F Inf. Sci., 2009)

A Maximum Principle for Optimal Control of Stochastic Evolution Equations. - Kai Du; Qingxin Meng 003 (SIAM J. Control. Optim., 2013)

Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance. - Yang Shen 003; Qingxin Meng 003; Peng Shi 001 (Autom., 2014)

Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach. - Qingxin Meng 003; Yang Shen 003 (J. Comput. Appl. Math., 2015)

A revisit to stochastic near-optimal controls: The critical case. - Qingxin Meng 003; Yang Shen 003 (Syst. Control. Lett., 2015)

Stochastic evolution equations of jump type with random coefficients: existence, uniqueness and optimal control. - MaoNing Tang; Qingxin Meng 003 (Sci. China Inf. Sci., 2017)

A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems. - Tao Hao; Qingxin Meng 003 (Eur. J. Control, 2019)

Second-Order Necessary Conditions for Optimal Control with Recursive Utilities. - Yuchao Dong; Qingxin Meng 003 (J. Optim. Theory Appl., 2019)

Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients. - Fu Zhang; Yuchao Dong; Qingxin Meng 003 (SIAM J. Control. Optim., 2020)

H2/H∞ Control for Stochastic Jump-Diffusion Systems with Markovian Switching. - Meijiao Wang; Qingxin Meng 003; Yang Shen 003 (J. Syst. Sci. Complex., 2021)

A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization. - Kai Du; Qingxin Meng 003; Fu Zhang (SIAM J. Control. Optim., 2022)

Stochastic H2/H∞ Control for Mean-Field Stochastic Differential Systems with (x, u, v)-Dependent Noise. - Meijiao Wang; Qingxin Meng 003; Yang Shen 003; Peng Shi 001 (J. Optim. Theory Appl., 2023)