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Education Background
  • 2004-09-01-2007-07-01
    山东大学
    概率论与数理统计
  • 2001-09-01-2004-07-01
    山东大学
    概率论与数理统计
  • 1999-09-01-2001-07-01
    山东师范大学
    数学教育应用数学
Work Experience
  • 2010-09 — Now
    山大控制科学与工程学院
  • 2007-07 — 2010-08
    山东师范大学数学科学学院
Publication
Research direction

1. 控制科学

Papers

(1)王光臣. Indefinite linear-quadratic optimal control of mean-field stochastic differential equation with jump diffusion: an equivalent cost functional method .IEEE Transactions on Automatic Control .2024 :1-14

(2)王光臣. Value iteration algorithm for continuous-time linear quadratic stochastic optimal control problems .SCIENCE CHINA-Information Sciences .2024 ,67 (2)

(3)聂盼盼. Necessary and Sufficient Conditions for Pareto Optimal Solution of Backward Stochastic System with Application .IEEE Transactions on Automatic Control .2023 :1-15

(4)王光臣. Robust Optimal Control of Bi-Objective Linear-Quadratic System With Noisy Observation .IEEE Transactions on Automatic Control .2023 :1-6

(5) Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information .Automatica .2020 ,121

(6)陈田. Linear-quadratic optimal control for partially observed forward-backward stochastic systems with random jumps .SCIENCE CHINA-Information Sciences .2022 ,65 (11)

(7)Huang, Jianhui. A general linear quadratic stochastic control and information value .Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS .2022 ,516 (1)

(8)王光臣. Linear quadratic control of backward stochastic differential equation with partial information .Applied Mathematics and Computation (New York) .2021 ,403

(9)王光臣. A maximum principle for mean-field stochastic control system with noisy observation .Automatica .2022 (137)

(10)史敬涛. Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information* .ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS .2020 ,26

(11)Li, Na. Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information .Automatica .2020 ,121

(12)王光臣. An asymmetric information mean-field type linear-quadratic stochastic Stackelberg differential game with one leader and two followers .OPTIMAL CONTROL APPLICATIONS & METHODS .2020 ,41 (4):1034

(13)王光臣. Time inconsistent asset-liability management with partial information .Systems and Control Letters .2020 ,140

(14)黄鹏琰. An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications .Advances in Difference Equations .2019

(15)王光臣. Mean-field backward stochastic differential equation with non-Lipschitz coefficient .Asian journal of control .2020 ,22 (5):1986

(16)王光臣. A Mean-Field Linear-Quadratic Stochastic Stackelberg Differential Game with one Leader and Two Followers .journal of Systems Science and Complexity .2020 ,33 (5):1383

(17)王光臣. An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation .Automatica .2017 ,86 :104

(18)王光臣. Partially observable stochastic optimal control .International Journal of Numerical Analysis and Modeling .2016 ,13 (4):493

(19)王光臣. A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information .Automatica .2018 ,97 :346

(20)吴霜. Optimal control problem of backward stochastic differential delay equation under partial information .systems & control letters .2015 ,82 :71

(21)Shi Jingtao. Linear-quadratic stochastic Stackelberg differential game with asymmetric information .Science China Information Science .2017 ,60 (9):1

(22)Shi Jingtao. Leader–follower stochastic differential game with asymmetric information and applications .Automatica .2016 ,63 :60

(23)Eddie C. M. Hui. A new optimal portfolio selection model with owner-occupied housing .Applied Mathematics and Computation .2015 ,270 :714

(24)于志勇. A partial information non-zero sum differential game of backward stochastic differential equations with applications .Automatica .2012 ,48 (2):342

(25)Shi Jingtao. A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information .36th Chinese Control Conference (CCC) .2017 :1799

(26)Shi Jingtao. Linear-quadratic stochastic Stackelberg differential game with asymmetric information .SCIENCE CHINA-Information Sciences .2017 ,60 (9)

(27)Li, Na. Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic System with Delay .36th Chinese Control Conference (CCC) .2017 :1822

(28)王光臣. Maximum principles for forward-backward stochastic control systems with correlated state and observation noises .SIAM Journal on Control and Optimization .2013 ,51 (1):491

(29)于志勇. A partial information non-zero sum differential game of backward stochastic differential equations with applications .Automatica .2012 ,48 (2):342

(30)王光臣. Maximum principles for partially observed mean-field stochastic systems with application to financial engineering .2014 :5357

(31)王光臣. Optimal control problem of backward stochastic differential delay equation under partial information .systems & control letters .2015 ,82 :71

(32)Shi Jingtao. Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications .Automatica .2016 ,63 :60

(33)Shi Jingtao. A Nonzero Sum Differential Game of BSDE with Time-Delayed Generator and Applications .IEEE Transactions on Automatic Control .2016 ,61 (7):1959

(34)王光臣. Leader–follower stochastic differential game with asymmetric information and applications .Automatica .2015 ,63 (1):60

(35)王光臣. A linear-quadratic optimal control problem of forward-backward stochastic differential equations with partial information .IEEE Transactions on Automatic Control .2015 ,60 (11):2904

(36)王光臣. Stochastic maximum principle for mean-field type optimal control under partial information .IEEE Transactions on Automatic Control .2014 ,59 (2):522

(37)王光臣. Mean-variance hedging and forward-backward stochastic filtering equations .Abstract and Applied Analysis .2011 ,2011 :1

(38)王光臣. Arrow sufficient conditions for optimality of fully-coupled forward-backward stochastic differential equations with applications to finance .Journal of Optimization Theory and Applications .2015 ,165 (2):639

(39)王光臣. A new optimal portfolio selection model with owner-occupied housing .Applied Mathematics and Computation .2015 ,270 :714

(40)王光臣. A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information .Automatica .2018 ,97 :346

(41)于志勇. A partial information non-zero sum differential game of backward stochastic differential equations with applications .Automatica .2012 ,48 (2):342

(42)Shi Jingtao. Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications .Automatica .2016 ,63 :60

(43)Shi Jingtao. A Nonzero Sum Differential Game of BSDE with Time-Delayed Generator and Applications .IEEE Transactions on Automatic Control .2016 ,61 (7):1959

(44)Shi Jingtao. Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications .Automatica .2016 ,63 :60

(45)Shi Jingtao. A Nonzero Sum Differential Game of BSDE with Time-Delayed Generator and Applications .IEEE Transactions on Automatic Control .2016 ,61 (7):1959

(46)于志勇. A partial information non-zero sum differential game of backward stochastic differential equations with applications .Automatica .2012 ,48 (2):342

(47)Li, Na. Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic System with Delay .PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017) .2017 :1822

(48)Shi Jingtao. Linear-quadratic stochastic Stackelberg differential game with asymmetric information .SCIENCE CHINA-Information Sciences .2017 , 60 (9)

(49)Shi Jingtao. A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information .PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017) .2017 :1799

(50)王光臣. Optimal control problem of backward stochastic differential delay equation under partial information .systems & control letters .2015 ,82 :71

(51)王光臣. A new optimal portfolio selection model with owner-occupied housing .Applied Mathematics and Computation .2015 ,270 :714

(52)王光臣. Leader–follower stochastic differential game with asymmetric information and applications .Automatica .2015 ,63 (1):60

(53)王光臣. A linear-quadratic optimal control problem of forward-backward stochastic differential equations with partial information .IEEE Transactions on Automatic Control .2015 ,60 (11):2904

(54)王光臣. Arrow sufficient conditions for optimality of fully-coupled forward-backward stochastic differential equations with applications to finance .Journal of Optimization Theory and Applications .2015 ,165 (2):639

(55)王光臣. Maximum principles for partially observed mean-field stochastic systems with application to financial engineering .Proceedings of the 33rd Chinese Control Conference .2014 :5357

(56)王光臣. Stochastic maximum principle for mean-field type optimal control under partial information .IEEE Transactions on Automatic Control .2014 ,59 (2):522

(57)王光臣. Maximum principles for forward-backward stochastic control systems with correlated state and observation noises .SIAM Journal on Control and Optimization .2013 ,51 (1):491

(58)王光臣. Mean-variance hedging and forward-backward stochastic filtering equations .Abstract and Applied Analysis .2011 ,2011 :1

(59)王光臣. A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information .Automatica .2018 ,97 :346

Patents

1. 基于粒子群遗传混合算法的集电系统拓扑优化方法及系统

2. 一种海上风电场协同优化变桨控制方法及系统

3. 基于投资风险承受能力评估的金融产品推荐方法及系统

4. 基于用户群分类的产品推荐方法、系统、设备及介质

5. 基于哈希序列的金融交易数据安全存储方法及系统

6. 一种区块链双链记账方法、系统、设备及介质

7. 基于用户隐性数据的金融产品推荐方法及系统

8. 一种基于联盟区块链的人脸识别密码验证方法及系统

9. 计及微观约束的锂离子电池SOP估计方法及系统

10. 一种锂离子动力电池热模型参数快速辨识方法及系统

11. 一种考虑初始荷电状态和充放电路径的电池健康状态估计方法及系统

12. 一种基于用户个人信息的产品推荐方法及装置

13. 一种综合能源系统协同优化方法及系统

14. 一种基于反步法的均相管式反应器温度控制方法及系统

15. 一种基于贝叶斯回归分析的大宗商品推荐方法及系统

16. 基于Double DQN算法的产品推荐方法及装置

17. 一种基于投资者偏好的投资产品组合推荐方法及系统

18. 基于驾驶风格识别的混合动力汽车控制方法及系统

19. 投资-再保险决策方法及系统

20. 基于驾驶风格识别的混合动力汽车控制方法及系统

21. 基于升压斩波电路的锂离子电池内部交流电加热电路

22. 一种基于支持向量机的锂离子电池健康状态估计方法及系统

Teaching Experience

1. 随机过程

2. 随机过程

Student Information
  • 王海洋  2023-09-23 Hits:[] Times
  • 陈静  2023-09-23 Hits:[] Times
  • 刘心雨  2023-09-23 Hits:[] Times
  • 宗迷  2023-09-23 Hits:[] Times
  • 高梦雪  2023-09-23 Hits:[] Times
  • 王宇  2023-09-23 Hits:[] Times
  • 宋海瑢  2023-09-23 Hits:[] Times
  • 陈云泽  2023-09-23 Hits:[] Times
  • 赵祥蓉  2023-09-23 Hits:[] Times
  • 栾茜庆  2023-09-23 Hits:[] Times
  • 姜斐  2023-09-23 Hits:[] Times
  • 郭忠斌  2023-09-23 Hits:[] Times
  • 魏怡婷  2023-09-23 Hits:[] Times
  • 冯思琦  2023-09-23 Hits:[] Times
  • 万鹤翔  2021-07-15 Hits:[] Times
  • 邢壮壮  2020-08-07 Hits:[] Times
  • 张衡  2020-03-20 Hits:[] Times
  • 王宇  2020-03-20 Hits:[] Times
  • 王文灿  2019-04-18 Hits:[] Times
  • 王钰  2019-04-18 Hits:[] Times
  • 万鹤翔  2019-04-18 Hits:[] Times
  • 潘宇光  2019-04-18 Hits:[] Times
  • 黄鹏琰  2019-04-18 Hits:[] Times
  • 张盼盼  2019-04-18 Hits:[] Times
  • 聂盼盼  2019-04-18 Hits:[] Times
  • 张焕君  2019-04-18 Hits:[] Times
  • 张素素  2019-04-18 Hits:[] Times
  • 王鹏  2019-04-18 Hits:[] Times
  • 刘藏藏  2019-04-18 Hits:[] Times
  • 黄鹏琰  2019-04-17 Hits:[] Times
  • 史小龙  2019-04-17 Hits:[] Times
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