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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
- [41] . The Dynkin game with regime switching and applications to pricing game options. Annals of Operations Research, 2021.
- [42] . Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses. Automatica, 115, 2020.
- [43] . Stochastic Optimal Control Problem in Advertising Model with Delay. journal of Systems Science and Complexity, 33, 968, 2020.
- [44] . Linear-quadratic mean-field game for stochastic large-population systems with jump diffusion. IET Contorl Theory and Applications, 14, 481, 2020.
- [45] . Maximum Principle for Optimal Control Problems of Forward-Backward Regime-Switching Systems Involving Impulse Controls. Mathematical Problems in Engineering, 2015.
- [46] . Continuous-time mean-variance portfolio selection with random horizon in an incomplete market. Automatica, 69, 176, 2016.
- [47] . Backward-forward linear-quadratic mean-field Stackelberg games. Advances in Difference Equations, 2021, 2021.
- [48] . Near-optimal control problems for forward-backward regime-switching systems. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 26, 2020.
- [49] . Backward Doubly Stochastic Differential Equations with Markov Chains and a Comparison Theorem. SYMMETRY-BASEL, 12, 2020.
- [50] . A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 49, 5356, 2020.
- [51] . Delayed stochastic linear-quadratic control problem and related applications. 《Journal of Applied Mathematics》, 2012, 2012.
- [52] . Fully Coupled Forward-Backward Stochastic Differential Equations and Related Partial Differential Equations System. Chinese Journal of Contemporary Mathematics, 25, 269, 2004.
- [53] . A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint. systems & control letters, 114, 27, 2018.
- [54] . An Indefinite Stochastic Linear Quadratic Optimal Control Problem for the FBSDE System with Jumps. Proceedings of the 34th Chinese Control Conference, 2015.
- [55] . 完全耦合的正倒向随机微分方程及相应的偏微分方程系统. 数学年刊, 25A, 457, 2004.
- [56] . 带随机跳跃的线性二次非零和微分对策问题. 《应用数学和力学》, 26, 945, 2005.
- [57] . Nash Equilibrium Point for One Kind of Stochastic Nonzero-Sum Game Problem and BSDEs. C. R. Acad. Sci. Paris, Ser. I, 347, 959, 2009.
- [58] 刘如一. Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations. Journal of Systems Science & Complexity, 32, 789, 2019.
- [59] 杜凯. Linear-Quadratic Stackelberg Game for Mean-Field Backward Stochastic Differential System and Application. Mathematical Problems in Engineering, 2019.
- [60] 吴臻. Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations. Discrete and Continuous Dynamical Systems, 2494, 2023.