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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
- [1] . Second-order necessary condition for partially observed stochastic system with random jumps. systems & control letters, 185, 2024.
- [2] . A maximum principle for progressive optimal control of mean-field forward–backward stochastic system involving random jumps and impulse controls. Asian journal of control, 26, 736, 2024.
- [3] . Linear quadratic mean-field game-team analysis: A mixed coalition approach. Automatica, 2024.
- [4] . A maximum principle for discrete-time stochastic optimal control problem with delay. systems & control letters, 181, 2023.
- [5] . The maximum principle for stochastic control problem with Markov chain in progressive structure. systems & control letters, 166, 2022.
- [6] . A GENERAL MAXIMUM PRINCIPLE FOR PARTIALLY OBSERVED MEAN-FIELD STOCHASTIC SYSTEM WITH RANDOM JUMPS IN PROGRESSIVE STRUCTURE. Mathematical Control and Related Fields, 2022.
- [7] . The general maximum principle for discrete-time stochastic control problems. Automatica, 159, 2024.
- [8] . Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 530, 2024.
- [9] . Backward Linear-Quadratic Mean Field Social Optima with Partial Information. Communications in Mathematics and Statistics, 2023.
- [10] . THE GENERAL MAXIMUM PRINCIPLE FOR STOCHASTIC CONTROL PROBLEMS WITH SINGULAR CONTROLS. Discrete and Continuous Dynamical Systems, 42, 5437-5451, 2022.
- [11] . THE SECOND-ORDER MAXIMUM PRINCIPLE FOR PARTIALLY OBSERVED OPTIMAL CONTROLS. Mathematical Control and Related Fields, 2022.
- [12] . Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 29, 2023.
- [13] . Linear quadratic mean-field game-team analysis: A mixed coalition approach. Automatica, 159, 2024.
- [14] . Linear-Quadratic Delayed Mean-Field Social Optimization. APPLIED MATHEMATICS AND OPTIMIZATION, 89, 2024.
- [15] . The Maximum Principle for Stochastic Control Problem with Jumps in Progressive Structure. Journal of Optimization Theory and Applications, 199, 415-438, 2023.
- [16] . LINEAR-QUADRATIC MEAN FIELD GAMES OF CONTROLS WITH NON-MONOTONE DATA. Transactions of the American Mathematical Society, 2023.
- [17] . THE MEAN FIELD OPTIMAL SWITCHING PROBLEM: VARIATIONAL INEQUALITY APPROACH. Mathematical Control and Related Fields, 2023.
- [18] . DYNAMIC PROGRAMMING PRINCIPLE FOR ONE KIND OF STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEM WITH MARKOVIAN SWITCHING. Mathematical Control and Related Fields, 2023.
- [19] 陈田. Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon. Complexity , 36, 457-479, 2023.
- [20] 陈田. The maximum principle for stochastic control problem with Markov chain in progressive structure. Systems and Control Letters, 166, 2022.