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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
扫描关注
- [1] . Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application. mathematical problems in Engineering, 2019.
- [2] . Linear quadratic mean-field-game of backward stochastic differential systems. Mathematical Control and Related Fields, 653, 2018.
- [3] . Partially observed mean-field game and related mean-field forward-backward stochastic differential equation. Journal of Differential Equations, 409, 2024.
- [4] . Social optima in mean field linear-quadratic-Gaussian models with control input constraint. Systems and Control Letters, 2022.
- [5] . Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds. International Journal of Control, Automation and Systems, 336, 2021.
- [6] . Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis. COMMUNICATIONS IN MATHEMATICAL SCIENCES, 647, 2021.
- [7] . Partially observed mean-field game and related mean-field forward-backward stochastic differential equation. Journal of Differential Equations, 408, 409-448, 2024.
- [8] . Partially observed mean-field game and related mean-field forward-backward stochastic differential equation. Journal of Differential Equations, 2024.
- [9] . A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls. Asian Journal of Control , 2023.
- [10] 李敏. Linear–quadratic mean-field game for stochastic systems with partial observation. Automatica, 111821, 2024.
- [11] . Linear Quadratic Mean-Field Game-Team Analysis: A Mixed Coalition Approach. Automatica, 2024.
- [12] . Linear-Quadratic Delayed Mean-Field Social Optimization. Applied Mathematics & Optimization, 2023.
- [13] . A Unified Relation Analysis of Linear-Quadratic Mean-Field Game, Team, and Control. IEEE Transactions on Automatic Control, 2024.
- [14] . Second-order necessary condition for partially observed stochastic system with random jumps. systems & control letters, 185, 2024.
- [15] . 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.
- [16] . Linear Quadratic Mean-Field Game-Team Analysis: A Mixed Coalition Approach. Automatica, 2024.
- [17] . A maximum principle for discrete-time stochastic optimal control problem with delay. systems & control letters, 181, 2023.
- [18] . The maximum principle for stochastic control problem with Markov chain in progressive structure. systems & control letters, 166, 2022.
- [19] . A GENERAL MAXIMUM PRINCIPLE FOR PARTIALLY OBSERVED MEAN-FIELD STOCHASTIC SYSTEM WITH RANDOM JUMPS IN PROGRESSIVE STRUCTURE. Mathematical Control and Related Fields, 2022.
- [20] . The general maximum principle for discrete-time stochastic control problems. Automatica, 159, 2024.