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个人信息Personal Information
教授 博士生导师 硕士生导师
主要任职：山东大学副校长
其他任职：数学学院院长、泰山学堂常务副院长
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：数学学院
学科：金融数学与金融工程
概率论与数理统计
运筹学与控制论
联系方式：(86)531-88365550
扫描关注
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- [22] . Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon. Complexity , 36, 457-479, 2023.
- [23] 李敏. LINEAR-QUADRATIC MEAN FIELD GAMES OF CONTROLS WITH NON-MONOTONE DATA. Transactions of the American Mathematical Society, 2023.
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- [26] . A Kind of Optimal Investment Problem under Inflation and Uncertain Exit Time. 2022-July, 1739-1744, 2022.
- [27] . One Kind of Corporate International Optimal Investment and Consumption Choice Problem. 603-606, 2008.
- [28] . One Kind of Corporate Optimal Investment Problem: Inflation Case. 0, 3668-3672, 2009.
- [29] . 正倒向随机微分方程理论基础及相关应用. 应用概率统计, 39, 413-435, 2023.
- [30] . LINEAR-QUADRATIC LARGE-POPULATION PROBLEM WITH PARTIAL INFORMATION: HAMILTONIAN APPROACH AND RICCATI APPROACH. SIAM JOURNAL ON CONTROL AND OPTIMIZATION？？, 61, 2114, 2023.
- [31] 陈颖谷. The stochastic maximum principle for relaxed control problem with regime-switching. Systems and Control Letters, 169, 2022.
- [32] . On well-posedness of forward-backward SDES - A unified approach. ANNALS OF APPLIED PROBABILITY, 25, 2168, 2015.
- [33] . TWO EQUIVALENT FAMILIES OF LINEAR FULLY COUPLED FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 28, 1, 2022.
- [34] . Maximum principle for discrete-time stochastic control problem of mean-field type. Automatica, 144, 2022.
- [35] . Social optima in mean field linear–quadratic–Gaussian models with control input constraint. systems & control letters, 162, 2022.
- [36] Huang Jianhui . Robust Stackelberg Differential Game With Model Uncertainty. IEEE Transactions on automatic control, 2022.
- [37] . Mean-field linear-quadratic stochastic differential games. JOURNAL OF DIFFERENTIAL EQUATIONS Journal, 296, 299, 2021.
- [38] . DYNKIN GAME FOR CALLABLE-PUTTABLE CONVERTIBLE BONDS: THE VALUATION AND SENSITIVITY ANALYSIS. COMMUNICATIONS IN MATHEMATICAL SCIENCES, 19, 647, 2021.
- [39] . Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information. Automatica, 121, 2020.
- [40] . Necessary and sufficient conditions of near-optimality in a regime-switching diffusion model. OPTIMAL CONTROL APPLICATIONS & METHODS , 41, 793, 2020.