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Qingxin Meng 0003
Person information
- affiliation: Huzhou University, Zhejiang, China
Other persons with the same name
- Qingxin Meng — disambiguation page
- Qingxin Meng 0001
— University of Geosciences, Wuhan, China (and 1 more)
- Qingxin Meng 0002
- Qingxin Meng 0004
- Qingxin Meng 0005
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2020 – today
- 2023
- [j12]Meijiao Wang, Qingxin Meng, Yang Shen, Peng Shi:
Stochastic H2/H∞ Control for Mean-Field Stochastic Differential Systems with (x, u, v)-Dependent Noise. J. Optim. Theory Appl. 197(3): 1024-1060 (2023) - 2022
- [j11]Kai Du
A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization. SIAM J. Control. Optim. 60(4): 1991-2015 (2022) - 2021
- [j10]Meijiao Wang, Qingxin Meng, Yang Shen
H2/H∞ Control for Stochastic Jump-Diffusion Systems with Markovian Switching. J. Syst. Sci. Complex. 34(3): 924-954 (2021) - 2020
- [j9]Fu Zhang
Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients. SIAM J. Control. Optim. 58(1): 393-424 (2020)
2010 – 2019
- 2019
- [j8]Tao Hao, Qingxin Meng:
A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems. Eur. J. Control 50: 96-106 (2019) - [j7]Yuchao Dong, Qingxin Meng:
Second-Order Necessary Conditions for Optimal Control with Recursive Utilities. J. Optim. Theory Appl. 182(2): 494-524 (2019) - 2017
- [j6]MaoNing Tang, Qingxin Meng:
Stochastic evolution equations of jump type with random coefficients: existence, uniqueness and optimal control. Sci. China Inf. Sci. 60(11): 118202:1-118202:3 (2017) - 2015
- [j5]Qingxin Meng, Yang Shen
Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach. J. Comput. Appl. Math. 279: 13-30 (2015) - [j4]Qingxin Meng, Yang Shen
A revisit to stochastic near-optimal controls: The critical case. Syst. Control. Lett. 82: 79-85 (2015) - 2014
- [j3]Yang Shen
Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance. Autom. 50(6): 1565-1579 (2014) - 2013
- [j2]Kai Du
A Maximum Principle for Optimal Control of Stochastic Evolution Equations. SIAM J. Control. Optim. 51(6): 4343-4362 (2013)
2000 – 2009
- 2009
- [j1]Qingxin Meng, MaoNing Tang:
Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes. Sci. China Ser. F Inf. Sci. 52(11): 1982-1992 (2009)
Coauthor Index
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