Qingxin Meng

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2023 J jnl
Stochastic H
J. Optim. Theory Appl.
Meijiao Wang, Qingxin Meng, Yang Shen, Peng Shi
2022 J jnl
A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization.
SIAM J. Control. Optim.
Kai Du, Qingxin Meng, Fu Zhang
2021 J jnl
H
J. Syst. Sci. Complex.
Meijiao Wang, Qingxin Meng, Yang Shen
2020 J jnl
Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients.
SIAM J. Control. Optim.
Fu Zhang, Yuchao Dong, Qingxin Meng
2019 J jnl
A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems.
Eur. J. Control
Tao Hao, Qingxin Meng
2019 J jnl
Second-Order Necessary Conditions for Optimal Control with Recursive Utilities.
J. Optim. Theory Appl.
Yuchao Dong, Qingxin Meng
2017 J jnl
Stochastic evolution equations of jump type with random coefficients: existence, uniqueness and optimal control.
Sci. China Inf. Sci.
Maoning Tang, Qingxin Meng
2015 J jnl
A revisit to stochastic near-optimal controls: The critical case.
Syst. Control. Lett.
Qingxin Meng, Yang Shen
2015 J jnl
Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach.
J. Comput. Appl. Math.
Qingxin Meng, Yang Shen
2014 J jnl
Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance.
Autom.
Yang Shen, Qingxin Meng, Peng Shi
2013 J jnl
A Maximum Principle for Optimal Control of Stochastic Evolution Equations.
SIAM J. Control. Optim.
Kai Du, Qingxin Meng
2009 J jnl
Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes.
Sci. China Ser. F Inf. Sci.
Qingxin Meng, Maoning Tang