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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
- [81] Li Na , Wang Guangchen and Wu Zhen. Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information. Automatica, 121, 2020.
- [82] Lv Siyu , Wu Zhen and Zhang Qing. The Dynkin game with regime switching and applications to pricing game options. Annals of Operations Research, 2021.
- [83] Lv Siyu , Wu Zhen and Yu Zhiyong. Continuous-time mean-variance portfolio selection with random horizon in an incomplete market. Automatica, 69, 176, 2016.
- [84] Lv Siyu , Zhang Qing and Wu Zhen. Optimal switching under a hybrid diffusion model and applications to stock trading. Automatica, 94, 361, 2018.
- [85] Ma Jin , Zhang Jianfeng , Zhang Detao and Wu Zhen. On Wellposedness of Forward-Backward SDEs: A unified Approach. The Annals of Applied Probability, 25, 2168, 2015.
- [86] Wang Guangchen , Xiong Jie and Wu Zhen. A linear-quadratic optimal control problem of forward-backward stochastic differential equations with partial information. IEEE Transactions on Automatic Control, 60, 2904, 2015.