I am an Assistant Professor in the Department of Mathematics and Statistics at Texas Tech University. My main research interest lies in applied probability, stochastic processes, stochastic control and optimization.
Publications
Ernst, P., & Mei, H. (2023). Exact optimal stopping for multidimensional linear switching diffusions. Mathematics of Operations Research.
Cai, H., Chen, G., & Mei, H. (2021). Uniqueness of dissipative solution for Camassa–Holm equation with peakon–antipeakon initial data. Applied Mathematics Letters, 120, 107268.
H. Mei and G.Yin (2021). Controlled Markov Chains: Time-Inconsistent Equilibrium with Distribution Dependence. ESAIM: Control, Optimisation and Calculus of Variations.
H. Mei, Q. Wei and J. Yong (2020). Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights. SIAM Journal on Control and Optimization.
Mei, H. and 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. (2020). Time-Inconsistent Risk-Sensitive Equilibrium for Countable-Stated Markov Decision Processes. Applied Mathematics \& Optimization. 1-26.
H. Mei and J. Yong (2019). Equilibrium strategies for time-inconsistent stochastic switching systems. ESAIM Control Optim. Calc. Var. 25. Art. 64, 60 pp.
F. Wu, G. Yin, and H. Mei (2017). Stochastic functional differential equations with infinite delay: Existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity. J. Differential Equations, 262, 1226-1252.
H. Mei, G. Yin, and F. Wu (2016). Properties of stochastic integro-differential equations with infinite delay: Regularity, ergodicity, weak sense Fokker-Planck equations. Stochastic Process. Appl., 126, 3102-3123.
H. Mei and G. Yin (2015). Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching. Stochastic Process. Appl. 125, 3104-3125.
H. Mei and G. Yin (2015). Strong invariance for switching diffusions. Asymptot. Anal. 92, 45-64.
H. Mei, L. Wang, and G. Yin (2014). Almost sure convergence rates for system identification using binary, quantized, and regular sensors. Automatica 50, 2120-2127.
M. Csorgo, Z. Hu, and H. Mei (2013). Strassen-type law of the iterated logarithm for self-normalized sums. J. Theoret. Probab.26, 311-328.
M. Csorgo, Z. Hu, and H. Mei (2012). Strassen-type law of the iterated logarithm for self-normalized increments of sums. J. Math. Anal. Appl. 393, 45-55.
Submitted
Mei, H., Wei, Q., & Yong, J. (2023). Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients. arXiv preprint arXiv:2308.00335.
Ernst, P. A., Mei, H., & Peskir, G. (2023). Quickest Real-Time Detection of Multiple Brownian Drifts. arXiv preprint arXiv:2305.05721.
Cai, Z., Mei, H., & Wang, R. (2023). A Model Specification Test for Nonlinear Stochastic Diffusions with Delay (No. 202301). University of Kansas, Department of Economics.
Ernst, P., & Mei, H. (2023). The Minimax Wiener Sequential Testing Problem. arXiv preprint arXiv:2311.00137.
Mei, H. (2023). Minimax Sequential Testing for Poisson Processes