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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
入职时间：1997-07-01
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
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- [21] . Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 530, 2024.
- [22] . Backward Linear-Quadratic Mean Field Social Optima with Partial Information. Communications in Mathematics and Statistics, 2023.
- [23] . THE GENERAL MAXIMUM PRINCIPLE FOR STOCHASTIC CONTROL PROBLEMS WITH SINGULAR CONTROLS. Discrete and Continuous Dynamical Systems, 42, 5437-5451, 2022.
- [24] . THE SECOND-ORDER MAXIMUM PRINCIPLE FOR PARTIALLY OBSERVED OPTIMAL CONTROLS. Mathematical Control and Related Fields, 2022.
- [25] . Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 29, 2023.
- [26] . Linear quadratic mean-field game-team analysis: A mixed coalition approach. Automatica, 159, 2024.
- [27] . Linear-Quadratic Delayed Mean-Field Social Optimization. APPLIED MATHEMATICS AND OPTIMIZATION, 89, 2024.
- [28] . The Maximum Principle for Stochastic Control Problem with Jumps in Progressive Structure. Journal of Optimization Theory and Applications, 199, 415-438, 2023.
- [29] . LINEAR-QUADRATIC MEAN FIELD GAMES OF CONTROLS WITH NON-MONOTONE DATA. Transactions of the American Mathematical Society, 2023.
- [30] . THE MEAN FIELD OPTIMAL SWITCHING PROBLEM: VARIATIONAL INEQUALITY APPROACH. Mathematical Control and Related Fields, 2023.
- [31] . DYNAMIC PROGRAMMING PRINCIPLE FOR ONE KIND OF STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEM WITH MARKOVIAN SWITCHING. Mathematical Control and Related Fields, 2023.
- [32] 陈田. Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon. Complexity , 36, 457-479, 2023.
- [33] 陈田. The maximum principle for stochastic control problem with Markov chain in progressive structure. Systems and Control Letters, 166, 2022.
- [34] 陈田. A GENERAL MAXIMUM PRINCIPLE FOR PARTIALLY OBSERVED MEAN-FIELD STOCHASTIC SYSTEM WITH RANDOM JUMPS IN PROGRESSIVE STRUCTURE. Mathematical Control and Related Fields, Vol. 8, No. 3&4, 653-678, 2023.
- [35] . Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon. Complexity , 36, 457-479, 2023.
- [36] 李敏. LINEAR-QUADRATIC MEAN FIELD GAMES OF CONTROLS WITH NON-MONOTONE DATA. Transactions of the American Mathematical Society, 2023.
- [37] . The Maximum Principle for Stochastic Control Problem with Jumps in Progressive Structure. Journal of Optimization Theory and Applications, 2023.
- [38] 黄宗媛. 大学数学一流课程建设与实践. 中国大学教学, 27-31+2, 2021.
- [39] . A Kind of Optimal Investment Problem under Inflation and Uncertain Exit Time. 41st Chinese Control Conference, CCC 2022, 2022-July, 1739-1744, 2022.
- [40] . One Kind of Corporate International Optimal Investment and Consumption Choice Problem. 27th Chinese Control Conference, 603-606, 2008.