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researcher

Hongwei Mei

18 papers hereh-index 8245 citations33 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author11
  • middle author2
  • last author3

Across the 18 of 18 papers where every author was matched, so the position is known.

fields
  • math.OC14
  • math.PR2
  • math.AP1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20172026
most citedEquilibrium Strategies for Time-Inconsistent Stochastic Switching Systems

4 citations · 10 across the 17 of their papers we have counts for

collaborators
Showing 2021 · math.PRShow all

1 paper · 2 filters

math.PR2021

Exact optimal stopping for multidimensional linear switching diffusions

Philip Ernst, Hongwei Mei

The paper studies a class of multidimensional optimal stopping problems with infinite horizon for linear switching diffusions. There are two main novelties in the optimal problems…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.