吴臻
个人信息Personal Information
教授 博士生导师 硕士生导师
主要任职:山东大学副校长
其他任职:数学学院院长、泰山学堂常务副院长
性别:男
毕业院校:山东大学
学历:博士研究生毕业
学位:博士
在职信息:在职
所在单位:数学学院
学科:金融数学与金融工程
概率论与数理统计
运筹学与控制论
联系方式:(86)531-88365550
扫描关注
- [21] . The Maximum Principle for Stochastic Control Problem with Jumps in Progressive Structure. Journal of Optimization Theory and Applications, 2023.
- [22] 黄宗媛. 大学数学一流课程建设与实践. 中国大学教学, 27-31+2, 2021.
- [23] . A Kind of Optimal Investment Problem under Inflation and Uncertain Exit Time. 2022-July, 1739-1744, 2022.
- [24] . One Kind of Corporate International Optimal Investment and Consumption Choice Problem. 603-606, 2008.
- [25] . One Kind of Corporate Optimal Investment Problem: Inflation Case. 0, 3668-3672, 2009.
- [26] . 正倒向随机微分方程理论基础及相关应用. 应用概率统计, 39, 413-435, 2023.
- [27] . LINEAR-QUADRATIC LARGE-POPULATION PROBLEM WITH PARTIAL INFORMATION: HAMILTONIAN APPROACH AND RICCATI APPROACH. SIAM JOURNAL ON CONTROL AND OPTIMIZATION??, 61, 2114,
- [28] 陈颖谷. The stochastic maximum principle for relaxed control problem with regime-switching. Systems and Control Letters, 169, 2022.
- [29] . On well-posedness of forward-backward SDES - A unified approach. ANNALS OF APPLIED PROBABILITY, 25, 2168, 2015.
- [30] . TWO EQUIVALENT FAMILIES OF LINEAR FULLY COUPLED FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 28, 1, 2022.
- [31] . Maximum principle for discrete-time stochastic control problem of mean-field type. Automatica, 144, 2022.
- [32] . Social optima in mean field linear–quadratic–Gaussian models with control input constraint. 162, 2022.
- [33] Huang Jianhui . Robust Stackelberg Differential Game With Model Uncertainty. IEEE Transactions on automatic control, 2022.
- [34] . Mean-field linear-quadratic stochastic differential games. JOURNAL OF DIFFERENTIAL EQUATIONS Journal, 296, 299, 2021.
- [35] . DYNKIN GAME FOR CALLABLE-PUTTABLE CONVERTIBLE BONDS: THE VALUATION AND SENSITIVITY ANALYSIS. COMMUNICATIONS IN MATHEMATICAL SCIENCES, 19, 647, 2021.
- [36] . Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information. Automatica, 121, 2020.
- [37] . Necessary and sufficient conditions of near-optimality in a regime-switching diffusion model. OPTIMAL CONTROL APPLICATIONS & METHODS , 41, 793, 2020.
- [38] . The Dynkin game with regime switching and applications to pricing game options. Annals of Operations Research, 2021.
- [39] . Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses. Automatica, 115, 2020.
- [40] . Stochastic Optimal Control Problem in Advertising Model with Delay. journal of Systems Science and Complexity, 33, 968, 2020.