|
个人信息Personal Information
教授 博士生导师 硕士生导师
性别：男
毕业院校：山东大学
学历：博士研究生毕业
学位：理学博士学位
在职信息：在职
所在单位：中泰证券金融研究院
入职时间：2019-09-12
联系方式：88364019
扫描关注
-
倒向随机微分方程，非线性期望，自正则化极限理论，随机最优控制
- Xinwei Feng , Ying Hu and Jianhui Huang. A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability. The Annals of Applied Probability, 2023.
- Zengjing Chen , Xinwei Feng , Shuhui Liu and Weihai Zhang. Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional. Automatica, 2023.
- Xinwei Feng , Jianhui Huang and Zhenghong Qiu. Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System. IEEE Transaction on Automatic Control, 2022.
- Xinwei Feng , Ying Hu and Jianghui Huang. Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach. SIAM Journal on Control and Optimization, 2022.
- Xinwei Feng , Lidan He and Zhi Liu. Large Deviation Principles of Realized Laplace Transform of Volatility. Journal of Theoretical Probability, 2022.
- Yue Zhou , Xinwei Feng and Jiongmin Yong. Continuity of the Value Function for Deterministic Optimal Impulse Control with Terminal State Constraint. ESAIM. Control, Optimisation and Calculus of Variations, 2022.
- 暂无内容
- 暂无内容
- 暂无内容