Hongwei Mei

1. Quickest Real-Time Detection of Multiple Brownian Drifts
   2023/05/09 by Philip Ernst, Ernst, Philip A., Hongwei Mei +3 · 3 citations
   Economics, Econometrics and Finance · #60G40 #60H30 #60J65 #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
2. Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients
   2023/08/01 by Hongwei Mei, Mei, Hongwei, Qingmeng Wei +3 · 3 citations
   Economics, Econometrics and Finance · Social Sciences · #49N10 #60F17 #93E20 #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Stochastic processes and financial applications
3. Equilibrium Strategies for Time-Inconsistent Stochastic Switching Systems
   2017/12/27 by Hongwei Mei, Jiongmin Yong, Mei, Hongwei +1 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #Climate Change Policy and Economics #FOS: Mathematics #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Stochastic processes and financial applications