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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[49] 王光臣 and 史敬涛. A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information. PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017), 1799, 2017.
[50] 王光臣. Optimal control problem of backward stochastic differential delay equation under partial information. systems & control letters, 82, 71, 2015.
[51] 王光臣. A new optimal portfolio selection model with owner-occupied housing. Applied Mathematics and Computation, 270, 714, 2015.
[52] 史敬涛 and 王光臣. Leader–follower stochastic differential game with asymmetric information and applications. Automatica, 63, 60, 2015.
[53] 吴臻 and 王光臣. A linear-quadratic optimal control problem of forward-backward stochastic differential equations with partial information. IEEE Transactions on Automatic Control, 60, 2904, 2015.
[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, 165, 639, 2015.
[55] 吴臻 , 张承慧 and 王光臣. Maximum principles for partially observed mean-field stochastic systems with application to financial engineering. Proceedings of the 33rd Chinese Control Conference, 5357, 2014.
[56] 张承慧 and 王光臣. Stochastic maximum principle for mean-field type optimal control under partial information . IEEE Transactions on Automatic Control, 59, 522, 2014.
[57] 吴臻 and 王光臣. Maximum principles for forward-backward stochastic control systems with correlated state and observation noises. SIAM Journal on Control and Optimization, 51, 491, 2013.
[58] 吴臻 and 王光臣. Mean-variance hedging and forward-backward stochastic filtering equations. Abstract and Applied Analysis, 2011, 1, 2011.
[59] 王光臣. A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information. Automatica, 97, 346, 2018.

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