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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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- [61] . An Indefinite Stochastic Linear Quadratic Optimal Control Problem for the FBSDE System with Jumps. Proceedings of the 34th Chinese Control Conference, 2015.
- [62] . 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.
- [63] . 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.
- [64] . Nash Equilibrium Point for One Kind of Stochastic Nonzero-Sum Game Problem and BSDEs. C. R. Acad. Sci. Paris, Ser. I, 347, 959, 2009.
- [65] 刘如一. Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations. Journal of Systems Science & Complexity, 32, 789, 2019.
- [66] 杜凯. Linear-Quadratic Stackelberg Game for Mean-Field Backward Stochastic Differential System and Application. Mathematical Problems in Engineering, 2019.
- [67] 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.
- [68] 陈田. A Kind of Optimal Investment Problem under Non-Markovian Regime-Switching Model with Random Horizon. 2022.
- [69] 李长喜. Bridging the Gap Between Probabilistic Logical Networks and Stochastic Logical Networks. 2022.
- [70] . On well-posedness of forward-backward SDES - A unified approach. ANNALS OF APPLIED PROBABILITY, 25, 2168, 2015.
- [71] 陈颖谷. The stochastic maximum principle for relaxed control problem with regime-switching. Systems and Control Letters, 169, 2022.
- [72] 董伯彰. Maximum principle for discrete-time stochastic control problem of mean-field type. Automatica, 144, 2022.
- [73] 刘如一. TWO EQUIVALENT FAMILIES OF LINEAR FULLY COUPLED FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 28, 1, 2022.
- [74] 陈田. Linear-quadratic optimal control for partially observed forward-backward stochastic systems with random jumps. SCIENCE CHINA-Information Sciences, 65, 2022.
- [75] 杜凯. Social optima in mean field linear–quadratic–Gaussian models with control input constraint. 162, 2022.
- [76] Huang Jianhui . Robust Stackelberg Differential Game With Model Uncertainty. IEEE Transactions on automatic control, 2022.
- [77] Jin Ma. On well-posedness of forward-backward SDEs-A unified approach. THE ANNALS OF APPLIED PROBABILITY, 25, 2168, 2015.
- [78] 王光臣. A maximum principle for mean-field stochastic control system with noisy observation. Automatica, 2022.
- [79] Ma Ning , Wu Zhen and Zhao Huaizhong. Backward stochastic differential equations with Markov chains and associated PDEs. Journal of Differential Equations, 302, 854, 2021.
- [80] Song Yuanzhuo , Tang Shanjian and Wu Zhen. The maximum principle for progressive optimal stochastic control problems with random jumps. SIAM Journal on Control and Optimization, 58, 2171, 2020.