Hongwei Mei

Available identifiers

zbMath Open mei.hongweiMaRDI QIDQ311993

List of research outcomes

Publication	Date of Publication	Type
Exact Optimal Stopping for Multidimensional Linear Switching Diffusions	2024-02-27	Paper
The Minimax Wiener Sequential Testing Problem	2023-10-31	Paper
Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients	2023-08-01	Paper
Quickest Real-Time Detection of Multiple Brownian Drifts	2023-05-09	Paper
Uniqueness of dissipative solution for Camassa-Holm equation with peakon-antipeakon initial data	2021-10-15	Paper
Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes	2021-10-08	Paper
Controlled Markov chains with non-exponential discounting and distribution-dependent costs	2021-07-07	Paper
Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem	2021-03-18	Paper
Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights	2021-02-26	Paper
Equilibrium strategies for time-inconsistent stochastic switching systems	2020-04-29	Paper
Time-Inconsistent Problems for Controlled Markov Chains with Distribution-Dependent Costs: Equilibrium Solutions	2019-09-25	Paper
Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity	2016-12-22	Paper
Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations	2016-09-13	Paper
Strong invariance for switching diffusions	2015-07-01	Paper
Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching	2015-05-27	Paper
Almost sure convergence rates for system identification using binary, quantized, and regular sensors	2014-10-24	Paper
Strassen-type law of the iterated logarithm for self-normalized sums	2013-07-19	Paper
Strassen-type law of the iterated logarithm for self-normalized increments of sums	2012-07-04	Paper
Closed-loop Equilibria for Mean-Field Games in Randomly Switching Environments with General Discounting Costs	0001-01-03	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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