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Hongwei Mei

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All published works
Action Title Year Authors
+ PDF Chat Linear-Quadratic Optimal Control for Mean-Field Stochastic Differential Equations in Infinite-Horizon with Regime Switching 2025 Hongwei Mei
Qingmeng Wei
Jiongmin Yong
+ A model specification test for nonlinear stochastic diffusions with delay 2024 Zongwu Cai
Hongwei Mei
Rui Wang
+ PDF Chat Closed-loop Equilibria for Mean-Field Games in Randomly Switching Environments with General Discounting Costs 2024 Hongwei Mei
Son Luu Nguyen
George Yin
+ PDF Chat Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients 2024 Hongwei Mei
Qingmeng Wei
Jiongmin Yong
+ PDF Chat Exact Optimal Stopping for Multidimensional Linear Switching Diffusions 2023 Philip Ernst
Hongwei Mei
+ Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients 2023 Hongwei Mei
Qingmeng Wei
Jiongmin Yong
+ PDF Chat Uniqueness of dissipative solution for Camassa–Holm equation with peakon–antipeakon initial data 2021 Hong Cai
Geng Chen
Hongwei Mei
+ PDF Chat Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights 2021 Hongwei Mei
Qingmeng Wei
Jiongmin Yong
+ PDF Chat Time-Inconsistent Risk-Sensitive Equilibrium for Countable-Stated Markov Decision Processes 2020 Hongwei Mei
+ Closed-loop Equilibrium for Time-Inconsistent McKean-Vlasov Controlled Problem 2020 Hongwei Mei
Chao Zhu
+ Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights 2020 Hongwei Mei
Qingmeng Wei
Jiongmin Yong
+ Uniqueness of Dissipative Solution for Camassa-Holm Equation with Peakon-Antipeakon Initial Data 2020 Hong Cai
Geng Chen
Hongwei Mei
+ PDF Chat Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem 2020 Hongwei Mei
Chao Zhu
+ Time-inconsistent Risk-sensitive Equilibrium for Countable-stated Markov Decision Processes 2019 Hongwei Mei
+ Time-Inconsistent Problems for Controlled Markov Chains with Distribution-Dependent Costs: Equilibrium Solutions 2019 Hongwei Mei
George Yin
+ PDF Chat Equilibrium strategies for time-inconsistent stochastic switching systems 2018 Hongwei Mei
Jiongmin Yong
+ Equilibrium Strategies for Time-Inconsistent Stochastic Switching Systems 2017 Hongwei Mei
Jiongmin Yong
+ Stochastic functional differential equations with infinite delay: Existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity 2016 Fuke Wu
George Yin
Hongwei Mei
+ Properties of stochastic integro-differential equations with infinite delay: Regularity, ergodicity, weak sense Fokker–Planck equations 2016 Hongwei Mei
George Yin
Fuke Wu
+ Ergodicity of stochastic switching diffusions and stochastic delay systems 2016 Hongwei Mei
+ Strong invariance for switching diffusions 2015 Hongwei Mei
George Yin
+ Strassen-type law of the iterated logarithm for self-normalized increments of sums 2012 MiklĂłs CsörgƑ
Zhishui Hu
Hongwei Mei
+ Strassen-Type Law of the Iterated Logarithm for Self-normalized Sums 2011 MiklĂłs CsörgƑ
Zhishui Hu
Hongwei Mei
Common Coauthors
Coauthor Papers Together
Jiongmin Yong 7
George Yin 5
Qingmeng Wei 5
Zhishui Hu 2
Fuke Wu 2
Hong Cai 2
Chao Zhu 2
MiklĂłs CsörgƑ 2
Geng Chen 2
Son Luu Nguyen 1
Zongwu Cai 1
Rui Wang 1
Philip Ernst 1
Commonly Cited References
Action Title Year Authors # of times referenced
+ Time-inconsistent optimal control problems and the equilibrium HJB equation 2012 Jiongmin Yong
 6
+ PDF Chat Investment and consumption without commitment 2008 Ivar Ekeland
Traian A. Pirvu
 5
+ PDF Chat Time-Inconsistent Stochastic Linear--Quadratic Control 2012 Ying Hu
Hanqing Jin
Xun Yu Zhou
 4
+ PDF Chat Equilibrium strategies for time-inconsistent stochastic switching systems 2018 Hongwei Mei
Jiongmin Yong
 4
+ PDF Chat Time-Inconsistent Recursive Stochastic Optimal Control Problems 2017 Qingmeng Wei
Jiongmin Yong
Zhiyong Yu
 4
+ Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions 2015 Jiongmin Yong
 4
+ PDF Chat Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I 2018 Tianxiao Wang
 3
+ PDF Chat Solving forward-backward stochastic differential equations explicitly — a four step scheme 1994 Jin Ma
Philip Protter
Jiongmin Yong
 3
+ PDF Chat Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems 2016 Jingrui Sun
Xun Li
Jiongmin Yong
 3
+ PDF Chat Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control 2017 Yuan‐Hua Ni
Ji‐Feng Zhang
Miroslav Krstić
 3
+ Ergodicity for Infinite Dimensional Systems 1996 Giuseppe Da Prato
Jerzy Zabczyk
 3
+ PDF Chat A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon 2015 Jianhui Huang
Xun Li
Jiongmin Yong
 3
+ Blow-up for the two-component Camassa--Holm system 2014 Katrin Grunert
 2
+ PDF Chat Time-Consistent Portfolio Management 2012 Ivar Ekeland
Oumar Mbodji
Traian A. Pirvu
 2
+ PDF Chat Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space 2017 Arnab Basu
Mrinal K. Ghosh
 2
+ Hybrid Switching Diffusions 2009 G. George Yin
Chao Zhu
 2
+ PDF Chat Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon 2017 Jingrui Sun
Jiongmin Yong
 2
+ Bellman equation and viscosity solutions for mean-field stochastic control problem 2017 HuyĂȘn Pham
Xiaoli Wei
 2
+ Exponential ergodicity for retarded stochastic differential equations 2014 Jianhai Bao
George Yin
Chenggui Yuan
Le Yi Wang
 2
+ PDF Chat Partially Observable Risk-Sensitive Markov Decision Processes 2017 Nicole BĂ€auerle
Ulrich Rieder
 2
+ PDF Chat Towards a universal self-normalized moderate deviation 2008 Bing‐Yi Jing
Qi-Man Shao
Zhou Wang
 2
+ PDF Chat BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration 2015 Thomas Kruse
Alexandre Popier
 2
+ Stability of Functional Differential Equations 1986 2
+ PDF Chat Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients 2008 Giuseppina Guatteri
Federica Masiero
 2
+ A Weak Convergence Approach to the Theory of Large Deviations 1998 James Lynch
Paul Dupuis
Richard S. Ellis
 2
+ On uniqueness of dissipative solutions of the Camassa-Holm equation 2016 Grzegorz JamrĂłz
 2
+ On the weak solutions to a shallow water equation 2000 Zhouping Xin
Ping Zhang
 2
+ A glimpse of the impact of pĂĄl erd#ous on probability and statistics 2002 MiklĂłs CsörgƑ
 2
+ RECENT PROGRESS ON SELF-NORMALIZED LIMIT THEOREMS 2004 Qi-Man Shao
 2
+ PDF Chat A CONTINUOUS INTERPOLATION BETWEEN CONSERVATIVE AND DISSIPATIVE SOLUTIONS FOR THE TWO-COMPONENT CAMASSA–HOLM SYSTEM 2015 Katrin Grunert
Helge Holden
Xavier Raynaud
 2
+ GENERALIZED CHARACTERISTICS AND THE HUNTER–SAXTON EQUATION 2011 Constantine M. Dafermos
 2
+ Stein's Method, Self-normalized Limit Theory and Applications 2011 Qi-Man Shao
 2
+ Global Stability for Infinite Delay Lotka-Volterra Type Systems 1993 Yang Kuang
Hal L. Smith
 2
+ ON THE UNIQUENESS AND LARGE TIME BEHAVIOR OF THE WEAK SOLUTIONS TO A SHALLOW WATER EQUATION 2002 Zhouping Xin
Ping Zhang
 2
+ None 2003 Xun Li
Xun Yu Zhou
Mustapha Ait Rami
 2
+ Stochastic Functional Differential Equations 1984 Salah Mohammed
 2
+ Recent Developments on Self-normalized Limit Theorems 1998 Qi-Man Shao
 2
+ Global Conservative Solutions of the Camassa–Holm Equation—A Lagrangian Point of View 2007 Helge Holden
Xavier Raynaud
 2
+ Self-Normalized Processes: Limit Theory and Statistical Applications 2001 Victor de la Peña
Tze Leung Lai
Qi-Man Shao
 2
+ The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay 2006 Fengying Wei
Ke Wang
 2
+ PDF Chat Exponential Asymptotic Stability of Linear ItĂŽ-Volterra Equation with Damped Stochastic Perturbations 2003 John A. D. Appleby
Alan Freeman
 2
+ Uniqueness of conservative solutions to the Camassa-Holm equation via characteristics 2014 Alberto Bressan
Geng Chen
Qingtian Zhang
 2
+ PDF Chat Stochastic Stability of Differential Equations 2011 R. Z. Khas’minskiĭ
 2
+ PDF Chat Risk-sensitive control of continuous time Markov chains 2014 Mrinal K. Ghosh
Subhamay Saha
 2
+ PDF Chat An invariance principle for the law of the iterated logarithm 1964 Volker Strassen
 2
+ PDF Chat Average optimality for risk-sensitive control with general state space 2007 Anna Jaƛkiewicz
 2
+ Ergodicity for functional stochastic differential equations and applications 2014 Jianhai Bao
George Yin
Chenggui Yuan
 2
+ Hybrid Switching Diffusions: Properties and Applications 2010 George Yin
Chao Zhu
 2
+ PDF Chat An integrable shallow water equation with peaked solitons 1993 Roberto Camassa
Darryl D. Holm
 2
+ Stochastic Lotka–Volterra Population Dynamics with Infinite Delay 2009 Fuke Wu
Yong Xu
 2