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Qingxin Meng · Study

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Qingxin Meng

8 works· latest 2020· 2 institutionscluster: provisionalORCID 0000-0003-4020-5679

h-index8

i108

Citations372

Works here8

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Most cited in this library

Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to finance2014 · 123 citations
Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach2014 · 56 citations
A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information2009 · 46 citations
A revisit to W2n -theory of super-parabolic backward stochastic partial differential equations in Rd2010 · 33 citations
General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients2013 · 30 citations

Works

8 shown

Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients

SIAM Journal on Control and Optimization·2020·3 authors·Open access

28citations

Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps

Asian Journal of Control·2018·2 authors·Open access

29citations

Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach

Journal of Computational and Applied Mathematics·2014·2 authors·Open access

56citations

Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to finance

Automatica·2014·3 authors

123citations

General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients

Stochastic Analysis and Applications·2013·1 author

30citations

A revisit to W2n -theory of super-parabolic backward stochastic partial differential equations in Rd

Stochastic Processes and their Applications·2010·2 authors·Open access

33citations

Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes

Science in China Series F Information Sciences·2009·2 authors

27citations

A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information

Science in China Series A Mathematics·2009·1 author

46citations