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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[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, 1-14, 2024.
[2] 王光臣. Value iteration algorithm for continuous-time linear quadratic stochastic optimal control problems. SCIENCE CHINA-Information Sciences, 67, 2024.
[3] 聂盼盼. Necessary and Sufficient Conditions for Pareto Optimal Solution of Backward Stochastic System with Application. IEEE Transactions on Automatic Control, 1-15, 2023.
[4] 王光臣. Robust Optimal Control of Bi-Objective Linear-Quadratic System With Noisy Observation. IEEE Transactions on Automatic Control, 1-6, 2023.
[5] . Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information. Automatica, 121, 2020.
[6] 陈田. Linear-quadratic optimal control for partially observed forward-backward stochastic systems with random jumps. SCIENCE CHINA-Information Sciences, 65, 2022.
[7] Huang, Jianhui. A general linear quadratic stochastic control and information value. Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 516, 2022.
[8] 王光臣. Linear quadratic control of backward stochastic differential equation with partial information. Applied Mathematics and Computation (New York), 403, 2021.
[9] 王光臣. A maximum principle for mean-field stochastic control system with noisy observation. Automatica, 2022.
[10] 史敬涛. Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information*. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 26, 2020.
[11] Li, Na. Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information. Automatica, 121, 2020.
[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 , 41, 1034, 2020.
[13] 王光臣. Time inconsistent asset-liability management with partial information. Systems and Control Letters, 140, 2020.
[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, 22, 1986, 2020.
[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, 33, 1383, 2020.

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