Hongwei Mei
Tenure-Track Assistant Professor
Department of Mathematics and Statistics
Texas Tech University
MATH 217
Research Interests
Applied Probability, Stochastic Analysis, Stochastic Control and Optimization, Optimal Stopping
Grants
- SIMONS Travel Grant (2023-2028); Amount: $42,000; Status: Awarded.
Submissions
- Mei, H., Rachev, S., Wang, R. (2025). Turnpike Property of Mean-Field Linear-Quadratic Optimal Control Problems in Infinite Horizon with Regime Switching.
- Mei, H., Wang, R., Yong, J. (2025). Turnpike Property of Stochastic Linear-Quadratic Optimal Control Problems in Large Horizons with Regime Switching I: Homogeneous Cases.
Publications
- Mei, H., Wang, R., Yong, J. (2026). Turnpike Property of a Linear-Quadratic Optimal Control Problem in Large Horizons with Regime Switching II: Non-Homogeneous Cases. Accepted in ESAIM: COCV.
- Mei, H., Wang, R., Wei, Q., Yong, J. (2026). Infinite Horizon Mean-Field Linear-Quadratic Optimal Control Problems with Switching and Indefinite-Weighted Costs. Accepted in Applied Mathematics and Optimization.
- Mei, H., Wei, Q., Yong, J. (2025). Linear-Quadratic Optimal Control for Mean-Field Stochastic Differential Equations in Infinite Horizon with Regime Switching. Accepted in Chinese Annals of Mathematics: Series B.
- Mei, H., Nguyen, S. L., Yin, G. (2025). Closed-loop Equilibria for Mean-Field Games in Randomly Switching Environments with General Discounting Costs. SIAM Journal on Control and Optimization, 63(2), 966-992.
- Ernst, P. A., Mei, H. (2025). The Minimax Wiener Sequential Testing Problem. SIAM Journal on Control and Optimization, 63(1), 206-226.
- Mei, H., Wei, Q., Yong, J. (2024). Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients. Numerical Algebra, Control and Optimization, 14(4), 813-852.
- Ernst, P. A., Mei, H., Peskir, G. (2024). Quickest Real-Time Detection of Multiple Brownian Drifts. SIAM Journal on Control and Optimization, 62(3), 1832-1856.
- Cai, Z., Mei, H., Wang, R. (2024). A model specification test for nonlinear stochastic diffusions with delay. Statistical Inference for Stochastic Processes, 27(3), 795-812.
- Ernst, P., Mei, H. (2023). Exact Optimal Stopping for Multidimensional Linear Switching Diffusions. Mathematics of Operations Research, 48(3), 1589-1606.
- Mei, H., Wei, Q., Yong, J. (2021). Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights. SIAM Journal on Control and Optimization, 59(1), 584-613.
- Mei, H., Yin, G. (2021). Controlled Markov chains with non-exponential discounting and distribution-dependent costs. ESAIM: COCV, 27.
- Mei, H. (2021). Time-Inconsistent Risk-Sensitive Equilibrium for Countable-Stated Markov Decision Processes. Applied Mathematics and Optimization, 84(2), 1641-1666.
- Cai, H., Chen, G., Mei, H. (2021). Uniqueness of dissipative solution for Camassa-Holm equation with peakon-antipeakon initial data. Applied Mathematics Letters, 120.
- Mei, H., Zhu, C. (2020). Closed-Loop Equilibrium for Time-Inconsistent McKean-Vlasov Controlled Problem. SIAM Journal on Control and Optimization, 58(6), 3842-3867.
- Mei, H., Yong, J. (2019). Equilibrium strategies for time-inconsistent stochastic switching systems. ESAIM: COCV, 25.
- Wu, F., Yin, G., Mei, H. (2017). Stochastic functional differential equations with infinite delay. Journal of Differential Equations, 262, 1226-1252.
- Mei, H., Yin, G., Wu, F. (2016). Properties of stochastic integro-differential equations with infinite delay. Stochastic Processes and their Applications, 126, 3102-3123.
- Mei, H., Yin, G. (2015). Convergence rates for approximating ergodic means. Stochastic Processes and their Applications, 125, 3104-3125.
- Mei, H., Yin, G. (2015). Strong invariance for switching diffusions. Asymptotic Analysis, 92, 45-64.
- Mei, H., Wang, L., Yin, G. (2014). Almost sure convergence rates for system identification. Automatica, 50, 2120-2127.
- Csörgö, M., Hu, Z., Mei, H. (2013). Strassen-type law of the iterated logarithm for self-normalized sums. Journal of Theoretical Probability, 26, 311-328.
- Csörgö, M., Hu, Z., Mei, H. (2012). Strassen-type law for self-normalized increments. Journal of Mathematical Analysis and Applications, 393, 45-55.