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杨淑振

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教授

性别：男

在职信息：在职

所在单位：中泰证券金融研究院

入职时间：2014-07-18

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[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-depe. Stochastic analysis and applications, 39, 91, 2021.
[24] Giorgio Ferrari. On an optimal extraction problem with regime switching. ADVANCES IN APPLIED PROBABILITY, 671, 2018.
[25] 彭滢. The connection between discrete and continuous state constrained optimal control systems. INTERNATIONAL JOURNAL OF CONTROL , 2019.
[26] 宫晓琳 , 彭实戈 and 杨淑振. 基于不确定性分布的金融风险审慎管理研究. 经济研究, 54, 64, 2019.
[27] 林路 , 石玉峰 , 王鑫 and 杨淑振. k-sample upper expectation linear regression. Journal of Statistical Planning and Inference, 170, 15, 2015.
[28] 杨淑振 and Ferrari, Giorgio. ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING. ADVANCES IN APPLIED PROBABILITY, 50, 671, 2018.
[29] 杨淑振. The necessary and sufficient conditions for stochastic differential systems with multi-time state co. systems & control letters, 114, 11, 2018.
[30] 杨淑振. The deterministic maximum principle for differential systems with a general cost functional. Optimal Control Applications & Methods, 38, 498, 2017.
[31] 杨淑振 and 刘浩东. Representation and converse comparison theorems for multidimensional BSDEs. statistics & probability letters, 127, 67, 2017.
[32] 杨淑振 and 高强. Maximum principle for forward-backward SDEs with a general cost functional. International Journal of Control, 90, 1597, 2017.
[33] 杨淑振. The maximum principle for stochastic differential systems with general cost functional. systems & control letters, 90, 1, 2016.
[34] 杨淑振. Path-dependent Hamilton-Jacobi-Bellman equations related to controlled stochastic functional differe. Optimal control applications and methods, 36, 109, 2015.
[35] 杨淑振. A note on functional derivatives on continuous paths. statistics & probability letters, 106, 176, 2015.
[36] 杨淑振. Solutions for functional fully coupled forward- backward stochastic differential equations. statistics & probability letters, 99, 70, 2015.
[37] 胡明尚 , 嵇少林 and 杨淑振. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics & Optimization, 2014.
[38] 彭滢 , 刘辉 , 杨淑振 and 龚斌. Parallel Algorithm for BSDEs Based High Dimensional American Option Pricing on the GPU. Journal of Computational Information Systems 10: 2 (2014) 763–771, 2014.
[39] 杨淑振. Near-maximum principle for general recursive utility optimal control problem. International Journal of Control, 91, 2187, 2018.
[40] 杨淑振 and Ferrari, Giorgio. ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING. ADVANCES IN APPLIED PROBABILITY, 50, 671, 2018.

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