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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
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随机控制，正倒向随机微分方程，微分对策，金融数学
- . A maximum principle for discrete-time stochastic optimal control problem with delay. systems & control letters, 181, 2024.
- . The maximum principle for stochastic control problem with Markov chain in progressive structure. systems & control letters, 166, 2024.
- . A GENERAL MAXIMUM PRINCIPLE FOR PARTIALLY OBSERVED MEAN-FIELD STOCHASTIC SYSTEM WITH RANDOM JUMPS IN PROGRESSIVE STRUCTURE. Mathematical Control and Related Fields, 2024.
- . The general maximum principle for discrete-time stochastic control problems. Automatica, 159, 2024.
- . Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 530, 2024.
- . Backward Linear-Quadratic Mean Field Social Optima with Partial Information. Communications in Mathematics and Statistics, 2024.
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