王光臣山东大学主页平台管理系统--中文主页

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个人信息

王光臣

(教授)

教师姓名：王光臣
教师拼音名称：wangguangchen
入职时间：2010-09-06
所在单位：控制科学与工程学院
性别：男
职称：教授
在职信息：在职

论文成果

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[17] 王光臣 and 邢国靖. An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation. Automatica, 86, 104, 2017.
[18] 王光臣. Partially observable stochastic optimal control. International Journal of Numerical Analysis and Modeling, 13, 493, 2016.
[19] 王光臣. A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information. Automatica, 97, 346, 2018.
[20] 王光臣 and 吴霜. Optimal control problem of backward stochastic differential delay equation under partial information. systems & control letters, 82, 71, 2015.
[21] 史敬涛 and 王光臣. Linear-quadratic stochastic Stackelberg differential game with asymmetric information. Science China Information Science, 60, 1, 2017.
[22] 史敬涛 and 王光臣. Leader–follower stochastic differential game with asymmetric information and applications. Automatica, 63, 60, 2016.
[23] 王光臣 and Eddie C. M. Hui. A new optimal portfolio selection model with owner-occupied housing. Applied Mathematics and Computation, 270, 714, 2015.
[24] 于志勇 and 王光臣. A partial information non-zero sum differential game of backward stochastic differential equations with applications. Automatica, 48, 342, 2012.
[25] 史敬涛 and 王光臣. A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information. PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017), 1799, 2017.
[26] 史敬涛 and 王光臣. Linear-quadratic stochastic Stackelberg differential game with asymmetric information. SCIENCE CHINA-Information Sciences, 60, 2017.
[27] 王光臣 , 吴臻 and Li, Na. Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic System with Delay. PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017), 1822, 2017.
[28] 王光臣 and 吴臻. Maximum principles for forward-backward stochastic control systems with correlated state and observation noises. SIAM Journal on Control and Optimization, 51, 491, 2013.
[29] 王光臣 and 于志勇. A partial information non-zero sum differential game of backward stochastic differential equations with applications. Automatica, 48, 342, 2012.
[30] 王光臣 , 吴臻 and 张承慧. Maximum principles for partially observed mean-field stochastic systems with application to financial engineering. Proceedings of the 33rd Chinese Control Conference, 5357, 2014.
[31] 王光臣. Optimal control problem of backward stochastic differential delay equation under partial information. systems & control letters, 82, 71, 2015.
[32] 史敬涛 and 王光臣. Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications. Automatica, 63, 60, 2016.

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