Author

Qing-Xin Meng

2 papers indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Preprint Oct 2026

Recursive Stochastic Linear-Quadratic Control with Indefinite Weights for Jump-Diffusion Systems with Random Coefficients

We study finite-horizon stochastic linear-quadratic (LQ) control for finite-activity jump diffusions with bounded random coefficients, indefinite weights and a linear recursive cost. The cost is defined by a backward stochastic differential equation (BSDE) whose generator has bounded deterministic coefficients multiply...

Xin-Yu Ma, Yang Liu, Qing-Xin Meng · 0 citations

Preprint Sep 2026

A Riccati Approach to Mixed $H_2/H_\infty$ Closed-Loop Games for Infinite-Dimensional Stochastic Systems

This paper studies a finite-horizon mixed $H_2/H_\infty$ feedback Nash game for stochastic evolution equations on a separable Hilbert space. The drift generator is unbounded, the remaining coefficients are bounded, and the one-dimensional Brownian diffusion depends on the state, control, and disturbance. The $H_2$ chan...

Ming-Yang Shen, Wei-Hai Zhang, Qing-Xin Meng et al. · 0 citations