Hongwei Mei

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Person:311993

Available identifiers

zbMath Open mei.hongweiMaRDI QIDQ311993

List of research outcomes

PublicationDate of PublicationType
Exact Optimal Stopping for Multidimensional Linear Switching Diffusions2024-02-27Paper
The Minimax Wiener Sequential Testing Problem2023-10-31Paper
Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients2023-08-01Paper
Quickest Real-Time Detection of Multiple Brownian Drifts2023-05-09Paper
Uniqueness of dissipative solution for Camassa-Holm equation with peakon-antipeakon initial data2021-10-15Paper
Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes2021-10-08Paper
Controlled Markov chains with non-exponential discounting and distribution-dependent costs2021-07-07Paper
Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem2021-03-18Paper
Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights2021-02-26Paper
Equilibrium strategies for time-inconsistent stochastic switching systems2020-04-29Paper
Time-Inconsistent Problems for Controlled Markov Chains with Distribution-Dependent Costs: Equilibrium Solutions2019-09-25Paper
Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity2016-12-22Paper
Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations2016-09-13Paper
Strong invariance for switching diffusions2015-07-01Paper
Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching2015-05-27Paper
Almost sure convergence rates for system identification using binary, quantized, and regular sensors2014-10-24Paper
Strassen-type law of the iterated logarithm for self-normalized sums2013-07-19Paper
Strassen-type law of the iterated logarithm for self-normalized increments of sums2012-07-04Paper
Closed-loop Equilibria for Mean-Field Games in Randomly Switching Environments with General Discounting Costs0001-01-03Paper

Research outcomes over time


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