Paper Publications
- [17] 杨淑振. A varying terminal time mean-variance model. Systems and Control Letters, 162, 2022.
- [18] 杨淑振. Multi-time state mean-variance model in continuous time*. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 27, 2021.
- [19] 彭实戈. DISTRIBUTIONAL UNCERTAINTY OF THE FINANCIAL TIME SERIES MEASURED BY G-EXPECTATION. Theory of Probability and Its Applications, 66, 729, 2022.
- [20] 杨淑振. Stochastic maximum principle for optimal control problem with a stopping time cost functional. INTERNATIONAL JOURNAL OF CONTROL , 2022.
- [21] 宫晓琳. 基于概率统计不确定性模型的CCA方法. 管理科学学报, 23, 55, 2020.
- [22] 杨淑振. A varying terminal time structure for stochastic optimal control under constrained condition. INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 30, 5181, 2020.
- [23] 嵇少林. Non-Markovian fully coupled forward-backward stochastic systems and classical solutions of path-dependent PDES. Stochastic analysis and applications, 39, 91, 2021.
- [24] Giorgio Ferrari. On an optimal extraction problem with regime switching. ADVANCES IN APPLIED PROBABILITY, 671, 2018.
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