Academic Report of School of Mathematical Sciences [2026] No. 047

(Series Report for High-Level University Construction No. 1306)

Title： Time-Inconsistent Stochastic Optimal Control Problems in Infinite Time Horizon

Speaker： Qingmeng Wei, Professor (Northeast Normal University)

Time：14:30-15:30, May. 15, 2026

Location：Room1425, Huiwen Building, Yuehai Campus

Abstract：This talk is concerned with a time-inconsistent stochastic optimal control problem in an infinite time horizon with a non-degenerate diffusion in the state equation. A major assumption is that people become rational after a large time. Under such a condition, the problem is decomposed into two parts: a non-autonomous time-consistent problem in infinite time horizon and a time-inconsistent problem in infinite time horizon. Then an equilibrium strategy will be constructed. Both Bolza type problem and recursive cost problem are considered. This is the joint work with Prof. Jiongmin Yong.

Speaker Profile：Qingmeng Wei is a professor and doctoral advisor at Northeast Normal University. She has been selected for a national-level young talent program and currently serves on the editorial board of Systems & Control Letters. Her research focuses primarily on directional stochastic differential equations, stochastic control, and financial mathematics. She has received the First Prize of the Shandong Provincial Natural Science Award (second author) and the Shandong Provincial Outstanding Doctoral Dissertation Award, among other honors. She has led research projects including a General Program grant from the National Natural Science Foundation of China and the Jilin Provincial Natural Science Outstanding Young Scientist Fund.

Faculty and students are welcome to attend!

Invited by: Hanxiao Wang

School of Mathematical Sciences

May 13, 2026