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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[33] 史敬涛 and 王光臣. A Nonzero Sum Differential Game of BSDE with Time-Delayed Generator and Applications. IEEE Transactions on Automatic Control, 61, 1959, 2016.
[34] 史敬涛 and 王光臣. Leader–follower stochastic differential game with asymmetric information and applications. Automatica, 63, 60, 2015.
[35] 王光臣 and 吴臻. A linear-quadratic optimal control problem of forward-backward stochastic differential equations with partial information. IEEE Transactions on Automatic Control, 60, 2904, 2015.
[36] 王光臣 and 张承慧. Stochastic maximum principle for mean-field type optimal control under partial information . IEEE Transactions on Automatic Control, 59, 522, 2014.
[37] 王光臣 and 吴臻. Mean-variance hedging and forward-backward stochastic filtering equations. Abstract and Applied Analysis, 2011, 1, 2011.
[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, 165, 639, 2015.
[39] 王光臣. A new optimal portfolio selection model with owner-occupied housing. Applied Mathematics and Computation, 270, 714, 2015.
[40] 王光臣. A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information. Automatica, 97, 346, 2018.
[41] 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.
[42] 王光臣 and 史敬涛. Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications. Automatica, 63, 60, 2016.
[43] 王光臣 and 史敬涛. A Nonzero Sum Differential Game of BSDE with Time-Delayed Generator and Applications. IEEE Transactions on Automatic Control, 61, 1959, 2016.
[44] 王光臣 and 史敬涛. Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications. Automatica, 63, 60, 2016.
[45] 王光臣 and 史敬涛. A Nonzero Sum Differential Game of BSDE with Time-Delayed Generator and Applications. IEEE Transactions on Automatic Control, 61, 1959, 2016.
[46] 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.
[47] 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.
[48] 王光臣 and 史敬涛. Linear-quadratic stochastic Stackelberg differential game with asymmetric information. SCIENCE CHINA-Information Sciences, 60, 2017.

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