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：
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Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application.
mathematical problems in Engineering,
2025.
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Linear quadratic mean-field-game of backward stochastic differential systems.
Mathematical Control and Related Fields,
653,
2025.
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Partially observed mean-field game and related mean-field forward-backward stochastic differential equation.
Journal of Differential Equations,
409,
2025.
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Social optima in mean field linear-quadratic-Gaussian models with control input constraint.
Systems and Control Letters,
2025.
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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,
2025.
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Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis.
COMMUNICATIONS IN MATHEMATICAL SCIENCES,
647,
2025.
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模型不确定下的正倒向平均场博弈与控制理论及其应用,2025-08-27,2029-12-31
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电力电子装备及系统电磁暂态动力学建模与快速解算关键技术研究,2024-12-02,2027-12-31
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数字经济时代财政政策对制造业企业的影响研究,2024-06-01,2025-12-31
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平均场控制与博弈,2023-12-01,2028-11-30
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绿色发展背景下信用风险量化分析及预警研究,2022-09-07,2026-12-31