Personal Information
Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates
Paper Publications
- [1] . Ambiguous Volatility and Asset Pricing in Continuous Time. The Review of Financial Studies, 2013.
- [2] 胡明尚. Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity. SIAM J. CONTROL OPTIM., 2016.
- [3] 嵇少林. A NOVEL CONTROL METHOD FOR SOLVING HIGH-DIMENSIONAL HAMILTONIAN SYSTEMS THROUGH DEEP NEURAL NETWORKS. SIAM JOURNAL ON SCIENTIFIC COMPUTING, 47, 873, 2025.
- [4] 胡明尚. BSDES DRIVEN BY G-BROWNIAN MOTION UNDER DEGENERATE CASE AND ITS APPLICATION TO THE REGULARITY OF FULLY NONLINEAR PDES. Transactions of the American Mathematical Society, 2024.
- [5] . Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method. Journal of Scientific Computing, 93, 2022.
- [6] 胡明尚. THE EXISTENCE AND UNIQUENESS OF VISCOSITY SOLUTION TO A KIND OF HAMILTON-JACOBI-BELLMAN EQUATION. SIAM Journal on Control and Optimization, 57, 3911, 2019.
- [7] 胡明尚. Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems. MATHEMATICS OF OPERATIONS RESEARCH, 48, 1767, 2023.
- [8] 胡明尚. Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation. ESAIM: Control, Optimisation and Calculus of Variations, 2022.
- [9] 嵇少林. A Modified Method of Successive Approximations for stochastic recursive optimal control problems. SIAM JOURNAL ON CONTROL AND OPTIMIZATION？？, 2022.
- [10] 胡明尚. Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems. MATHEMATICS OF OPERATIONS RESEARCH, 24, 2022.