Qingxin Meng

1. Forward and Backward Mean-Field Stochastic Partial Differential Equation and Optimal Control
   2016/10/08 by Maoning Tang, Tang, Maoning, Qingxin Meng +1 · 2 citations
   Economics, Econometrics and Finance · Social Sciences · #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Stochastic processes and financial applications
2. Backward Stochastic Riccati Equation with Jumps associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients
   2018/08/25 by Fu Zhang, Yuchao Dong, Zhang, Fu +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Financial Risk and Volatility Modeling #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Stochastic processes and financial applications
3. A Q-learning algorithm for discrete-time linear-quadratic control with random parameters of unknown distribution: convergence and stabilization
   2020/11/10 by Kai Du, Du, Kai, Qingxin Meng +3 · 1 citation
   Computer Science · Engineering · #49N10 #93D15 #93E35 #Adaptive Dynamic Programming Control #Advanced Control Systems Optimization #Control Systems and Identification #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
4. Optimal control problem of fully coupled forward-backward stochastic systems with Poisson jumps under partial information
   2009/11/17 by Qingxin Meng, Meng, Qingxin · 1 citation
   Economics, Econometrics and Finance · Social Sciences · Decision Sciences · #Stochastic processes and financial applications #Insurance, Mortality, Demography, Risk Management #Risk and Portfolio Optimization