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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
研究领域
随机控制，正倒向随机微分方程，微分对策，金融数学
- . Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application. mathematical problems in Engineering, 2025.
- . Linear quadratic mean-field-game of backward stochastic differential systems. Mathematical Control and Related Fields, 653, 2025.
- . Partially observed mean-field game and related mean-field forward-backward stochastic differential equation. Journal of Differential Equations, 409, 2025.
- . Social optima in mean field linear-quadratic-Gaussian models with control input constraint. Systems and Control Letters, 2025.
- . 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, 2025.
- . Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis. COMMUNICATIONS IN MATHEMATICAL SCIENCES, 647, 2025.
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