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Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates

Paper Publications

[1] . Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Me.... Journal of Scientific Computing, 93, 2022.
[2] 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.
[3] 胡明尚. Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochasti.... MATHEMATICS OF OPERATIONS RESEARCH, 48, 1767, 2023.
[4] 胡明尚. Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation. ESAIM: Control, Optimisation and Calculus of Variations, 2022.
[5] 嵇少林. A Modified Method of Successive Approximations for stochastic recursive optimal control problems. SIAM JOURNAL ON CONTROL AND OPTIMIZATION？？, 2022.
[6] 胡明尚. Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochasti.... MATHEMATICS OF OPERATIONS RESEARCH, 24, 2022.
[7] 胡明尚. A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FORWARD-BACKWARD STOCHASTIC CONTROL SYSTEMS WITH QUADRA.... SIAM Journal on Control and Optimization, 60, 1791-1818, 2022.
[8] Epstein, Larry G.. Optimal Learning Under Robustness and Time-Consistency. Operations Research, 70, 1317-1329, 2022.
[9] 嵇少林. A maximum principle for fully coupled forward-backward stochastic control systems with terminal s.... Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 407, 200-210, 2013.
[10] 胡明尚. Dynamic programming principle and Hamilton-Jacobi-Bellman Equation under nonlinear expectation. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 28, 2022.

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