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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：博士生
在职信息：在职
所在单位：中泰证券金融研究院
入职时间：1999-07-01
办公地点：知新楼B座1118
扫描关注
- [1] 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.
- [2] . Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method. Journal of Scientific Computing, 93, 2022.
- [3] 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.
- [4] 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.
- [5] 胡明尚. Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation. ESAIM: Control, Optimisation and Calculus of Variations, 2022.
- [6] 嵇少林. A Modified Method of Successive Approximations for stochastic recursive optimal control problems. SIAM JOURNAL ON CONTROL AND OPTIMIZATION？？, 2022.
- [7] 胡明尚. Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems. MATHEMATICS OF OPERATIONS RESEARCH, 24, 2022.
- [8] 胡明尚. A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FORWARD-BACKWARD STOCHASTIC CONTROL SYSTEMS WITH QUADRATIC GENERATORS. SIAM Journal on Control and Optimization, 60, 1791-1818, 2022.
- [9] Epstein, Larry G.. Optimal Learning Under Robustness and Time-Consistency. Operations Research, 70, 1317-1329, 2022.
- [10] 嵇少林. A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints. Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 407, 200-210, 2013.
- [11] 胡明尚. Dynamic programming principle and Hamilton-Jacobi-Bellman Equation under nonlinear expectation. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 28, 2022.
- [12] Sun, Chuanfeng. 5 The least squares estimator of random variables under convex operators on L-F(infinity) (mu) space. statistics & probability letters, 181, 2022.
- [13] 韩强. A Multi-Step Algorithm for BSDEs Based On a Predictor-Corrector Scheme and Least-Squares Monte Carlo. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2022.
- [14] 胡明尚. Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation. ESAIM: Control, Optimisation and Calculus of Variations, 2022.
- [15] 胡明尚. A global stochastic maximum principle for forward-backward stochastic control systems with quadratic generators. SIAM J. CONTROL OPTIM., 2022.
- [16] 嵇少林. KALMAN-BUCY FILTERING AND MINIMUM MEAN SQUARE ESTIMATOR UNDER UNCERTAINTY. SIAM JOURNAL ON CONTROL AND OPTIMIZATION？？, 59, 2669, 2021.
- [17] 胡明尚. Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems*. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 26, 2020.
- [18] 嵇少林. Non-Markovian fully coupled forward-backward stochastic systems and classical solutions of path-dependent PDES. Stochastic analysis and applications, 39, 91, 2021.
- [19] 嵇少林. A robust Kalman-Bucy filtering problem. Automatica, 122, 2020.
- [20] 嵇少林. The minimum mean square estimator of integrable variables under sublinear operators. STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2020.