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Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates
Scientific Research
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Paper Publications
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- . Ambiguous Volatility and Asset Pricing in Continuous Time. The Review of Financial Studies, 2025.
- 胡明尚. Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity. SIAM J. CONTROL OPTIM., 2025.
- 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.
- 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.
- . Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method. Journal of Scientific Computing, 93, 2024.
- 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, 2023.
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