Personal Information

Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates

Paper Publications

[11] Sun, Chuanfeng. 5 The least squares estimator of random variables under convex operators on L-F(infinity) (mu) sp.... statistics & probability letters, 181, 2022.
[12] 韩强. A Multi-Step Algorithm for BSDEs Based On a Predictor-Corrector Scheme and Least-Squares Monte Ca.... METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2022.
[13] 胡明尚. Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation. ESAIM: Control, Optimisation and Calculus of Variations, 2022.
[14] 胡明尚. A global stochastic maximum principle for forward-backward stochastic control systems with quadra.... SIAM J. CONTROL OPTIM., 2022.
[15] 嵇少林. KALMAN-BUCY FILTERING AND MINIMUM MEAN SQUARE ESTIMATOR UNDER UNCERTAINTY. SIAM JOURNAL ON CONTROL AND OPTIMIZATION？？, 59, 2669, 2021.
[16] 胡明尚. Stochastic maximum principle, dynamic programming principle, and their relationship for fully cou.... ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 26, 2020.
[17] 嵇少林. Non-Markovian fully coupled forward-backward stochastic systems and classical solutions of path-d.... Stochastic analysis and applications, 39, 91, 2021.
[18] 嵇少林. A robust Kalman-Bucy filtering problem. Automatica, 122, 2020.
[19] 嵇少林. The minimum mean square estimator of integrable variables under sublinear operators. STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2020.
[20] 彭滢. Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning. 《IEEE INTELLIGENT SYSTEMS》, 2020.

total85 2/9

Copyright All Rights Reserved Shandong University Address: No. 27 Shanda South Road, Jinan City, Shandong Province, China: 250100
Information desk: (86) - 0531-88395114
On Duty Telephone: (86) - 0531-88364731 Construction and Maintenance: Information Work Office of Shandong University

Click:Times MOBILE Version
The Founding Time : ..
The Last Update Time : ..

Mobile phone sweep

Home

Scientific Research

Teaching Research

Awards and Honours

Enrollment Information

Student Information

My Album

Blog

Personal Information

Paper Publications