| Time-inconsistent recursive stochastic optimal control problems Q Wei, J Yong, Z Yu SIAM Journal on Control and Optimization 55 (6), 4156-4201, 2017 | 64 | 2017 |
| Optimal control problems of fully coupled FBSDEs and viscosity solutions of Hamilton--Jacobi--Bellman equations J Li, Q Wei SIAM Journal on Control and Optimization 52 (3), 1622-1662, 2014 | 61 | 2014 |
| Lp estimates for fully coupled FBSDEs with jumps J Li, Q Wei Stochastic Processes and their Applications 124 (4), 1582-1611, 2014 | 33 | 2014 |
| A maximum principle for fully coupled forward–backward stochastic control systems with terminal state constraints S Ji, Q Wei Journal of Mathematical Analysis and Applications 407 (2), 200-210, 2013 | 26 | 2013 |
| Stochastic differential games for fully coupled FBSDEs with jumps L Juan, W Qingmeng Applied Mathematics & Optimization 71 (3), 411-448, 2015 | 21 | 2015 |
| Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions Q Wei, J Yong, Z Yu ESAIM: Control, Optimisation and Calculus of Variations 25, 17, 2019 | 16 | 2019 |
| Mean-field backward stochastic differential equations with continuous coefficients H Du, J Li, Q Wei Proceedings of the 30th chinese control conference, 1312-1316, 2011 | 13 | 2011 |
| TIME-INCONSISTENT RECURSIVE ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES. Q Wei, Z Yu Mathematical Control & Related Fields 8, 2018 | 8 | 2018 |
| Infinite horizon forward-backward SDEs and open-loop optimal controls for stochastic linear-quadratic problems with random coefficients Q Wei, Z Yu SIAM Journal on Control and Optimization 59 (4), 2594-2623, 2021 | 7 | 2021 |
| Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints QM Wei Science China Mathematics 59, 809-822, 2016 | 6 | 2016 |
| Optimal ergodic control of linear stochastic differential equations with quadratic cost functionals having indefinite weights H Mei, Q Wei, J Yong SIAM Journal on Control and Optimization 59 (1), 584-613, 2021 | 5 | 2021 |
| The dynamic programming method of stochastic differential game for functional forward-backward stochastic system S Ji, C Sun, Q Wei Mathematical Problems in Engineering 2013, 2013 | 5 | 2013 |
| A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal sate constraints S Ji, Q Wei, X Zhang Abstract and Applied Analysis 2012, 2012 | 5 | 2012 |
| An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints Q Wei, X Xiao Abstract and Applied Analysis 2014, 2014 | 3 | 2014 |
| An overview on the principal-agent problems in continuous time SL Ji, QM Wei Real Options, Ambiguity, Risk and Insurance 5, 126-143, 2013 | 3 | 2013 |
| Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations J Li, W Li, Q Wei ESAIM: Control, Optimisation and Calculus of Variations 27, S17, 2021 | 2 | 2021 |
| The optimal control problem with state constraints for forward–backward stochastic systems with jumps Q Wei IMA Journal of Mathematical Control and Information 34 (2), 463-478, 2017 | 2 | 2017 |
| Infinite Horizon Mean-Field Linear Quadratic Optimal Control Problems with Jumps and the related Hamiltonian Systems Q Wei, Y Xu, Z Yu arXiv preprint arXiv:2311.07018, 2023 | 1 | 2023 |
| General mean-field BSDEs with diagonally quadratic generators in multi-dimension W Jiang, J Li, Q Wei arXiv preprint arXiv:2310.14694, 2023 | 1 | 2023 |
| Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients H Mei, Q Wei, J Yong arXiv preprint arXiv:2308.00335, 2023 | | 2023 |
