杜凯
-
副研究员
硕士生导师
- 性别：男
- 毕业院校：山东大学
- 学历：研究生(博士后)
- 学位：理学博士学位
- 在职信息：在职
- 所在单位：数学学院
- 入职时间： 2022-10-18
- 所属院系：
数学学院
- 学科：概率论与数理统计
金融数学与金融工程
访问量：
-
[1]
.
Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application.
mathematical problems in Engineering,
2019.
-
[2]
.
Linear quadratic mean-field-game of backward stochastic differential systems.
Mathematical Control and Related Fields,
653,
2018.
-
[3]
.
Partially observed mean-field game and related mean-field forward-backward stochastic differential equation.
Journal of Differential Equations,
409,
2024.
-
[4]
.
Social optima in mean field linear-quadratic-Gaussian models with control input constraint.
Systems and Control Letters,
2022.
-
[5]
.
Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds.
International Journal of Control, Automation and Systems,
336,
2021.
-
[6]
.
Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis.
COMMUNICATIONS IN MATHEMATICAL SCIENCES,
647,
2021.
-
[7]
.
Partially observed mean-field game and related mean-field forward-backward stochastic differential equation.
Journal of Differential Equations,
408,
409-448,
2024.
-
[8]
.
Partially observed mean-field game and related mean-field forward-backward stochastic differential equation.
Journal of Differential Equations,
2024.
-
[9]
.
A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls.
Asian Journal of Control ,
2023.
-
[10]
.
A maximum principle for progressive optimal control of mean-field forward–backward stochastic system involving random jumps and impulse controls.
Asian journal of control,
26,
736,
2024.
-
[11]
赵扬.
A Matching Scheme from Supply and Demand Sides of Electronic Health Records Based on Blockchain.
2022 7th International Conference on Intelligent Computing and Signal Processing (ICSP),
1089-1092,
2022.
-
[12]
赵扬.
An Application of the IoVs Information Sharing Scheme Based on Blockchain Technology.
2nd International Conference on Computer Science, Electronic Information Engineering and Intelligent Control Technology, CEI 2022,
617-620,
2022.
-
[13]
赵扬.
“加速折旧”如何赋能数字企业创新？.
南方经济,
No.403,
130-158,
2023.
-
[14]
.
Social optima in mean field linear–quadratic–Gaussian models with control input constraint.
systems & control letters,
162,
2022.
-
[15]
杜凯.
Social optima in mean field linear–quadratic–Gaussian models with control input constraint.
162,
2022.