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Qingxin Meng

Identifiers

  • name variant Qingxin Meng 0.60 · backfill

Papers (28)

  1. Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps math.OC · 2026 · author #2
  2. Indefinite Stochastic LQ Optimal Control for Jump-Diffusion Systems with Random Coefficients math.OC · 2026 · author #2
  3. $H_2/H_{\infty}$ Control for Stochastic Differential Systems with Partial Observation math.OC · 2026 · author #3
  4. Viscosity Solutions of Hamilton--Jacobi--Bellman Equations for Control Systems Driven by Teugels Martingales math.OC · 2026 · author #2
  5. Backward Stochastic Riccati Equation with Jumps associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients math.OC · 2018 · author #3
  6. Second-Order Necessary Conditions for Optimal Control with Recursive Utilities math.OC · 2018 · author #2
  7. A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps math.OC · 2018 · author #2
  8. Optimal Control of Forward-Backward Stochastic Differential System of Jump Diffusion with Observation Noise: Stochastic Maximum Principle math.PR · 2017 · author #1
  9. Maximum Principle of Forward-Backward Stochastic Differential System of Mean-Field Type with Observation Noise math.OC · 2017 · author #1
  10. Partial Information Stochastic Differential Games for Backward Stochastic Systems Driven By L\'{e}vy Processes math.OC · 2017 · author #2
  11. Partial Information Near-Optimal Control of Forward-Backward Stochastic Differential System with Observation Noise math.OC · 2017 · author #1
  12. A Revisit to Optimal Control of Forward-Backward Stochastic Differential System with Observation Noise math.PR · 2017 · author #1
  13. Optimal Control with State Constraints for Stochastic Evolution Equation with Jumps in Hilbert Space math.PR · 2017 · author #1
  14. Stochastic Evolution Equation Driven by Teugels Martingale and Its Optimal Control math.PR · 2017 · author #1
  15. Global maximum principle for mean-field forward-backward stochastic systems with delay and application to finance math.OC · 2017 · author #2
  16. On the existence of optimal controls for backward stochastic partial differential equations math.OC · 2016 · author #1
  17. Linear-Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations with Jumps math.OC · 2016 · author #2
  18. Maximum Principle for Partial Observed Zero-Sum Stochastic Differential Game of Mean-Field SDEs math.OC · 2016 · author #2
  19. Stochastic Evolution Equations of Jump Type with Random Coefficients: Existence, Uniqueness and Optimal Control math.OC · 2016 · author #2
  20. Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations with Jumps math.OC · 2016 · author #2
  21. Partially Observed Optimal Control for Mean-Field SDEs math.OC · 2016 · author #2
  22. Forward and Backward Mean-Field Stochastic Partial Differential Equation and Optimal Control math.OC · 2016 · author #2
  23. Stochastic maximum principle for infinite dimensional control systems math.OC · 2012 · author #2
  24. A Maximum Principle for Optimal Control of Stochastic Evolution Equations math.OC · 2012 · author #2
  25. A Maximum Principle for Optimal Control of Stochastic Evolution Equations math.OC · 2012 · author #2
  26. Non-zero Sum Stochastic Differential Games of Fully Coupled Forward-Backward Stochastic Systems math.OC · 2010 · author #2
  27. Optimal control problem of fully coupled forward-backward stochastic systems with Poisson jumps under partial information math.OC · 2009 · author #1
  28. Notes on the Cauchy Problem for Backward Stochastic Partial Differential Equations math.PR · 2009 · author #2

Mentions

  • 1208.0529 #2 · backfill · confidence 0.70 Qingxin Meng
  • 1206.5495 #2 · backfill · confidence 0.70 Qingxin Meng
  • 1206.3649 #2 · backfill · confidence 0.70 Qingxin Meng
  • 2605.20593 #2 · arxiv_oai · confidence 0.70 Qingxin Meng
  • 1010.2306 #2 · backfill · confidence 0.70 Qingxin Meng
  • 0911.3225 #1 · backfill · confidence 0.70 Qingxin Meng
  • 0911.0077 #2 · backfill · confidence 0.70 Qingxin Meng

Frequent Coauthors