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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
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随机控制，正倒向随机微分方程，微分对策，金融数学
- . Partially observed mean-field game and related mean-field forward-backward stochastic differential equation. Journal of Differential Equations, 408, 409-448, 2025.
- . Partially observed mean-field game and related mean-field forward-backward stochastic differential equation. Journal of Differential Equations, 2025.
- . A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls. Asian Journal of Control , 2025.
- 李敏. Linear–quadratic mean-field game for stochastic systems with partial observation. Automatica, 111821, 2025.
- . Linear Quadratic Mean-Field Game-Team Analysis: A Mixed Coalition Approach. Automatica, 2024.
- . Linear-Quadratic Delayed Mean-Field Social Optimization. Applied Mathematics & Optimization, 2024.
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