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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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[1] . Stochastic maximum principle for recursive optimal control problems with varying terminal time. Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 530, 2024.
[2] . Optimal consumption for recursive preferences with local substitution — the case of certainty. Journal of Mathematical Economics, 2024.
[3] 李邯武. Optimal consumption for recursive preferences with local substitution — the case of certainty. Journal of Mathematical Economics, 110, 2024.
[4] . 次线性期望下ES的计算和实证分析. 应用概率统计, 39, 623-632, 2023.
[5] . Imbalanced binary classification under distribution uncertainty. Information Sciences, 156, 2023.
[6] . Lp estimations of fully coupled FBSDEs. systems & control letters, 172, 1, 2023.
[7] . Improving Value-at-Risk Prediction Under Model Uncertainty. Journal of Financial Econometrics, 21, 228, 2023.
[8] . k-sample upper expectation linear regression-Modeling, identifiability, estimation and prediction. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 170, 15-26, 2016.
[9] . The connection between discrete and continuous state constrained optimal control systems. International Journal of Control, 94, 2337, 2021.
[10] . DISTRIBUTIONAL UNCERTAINTY OF THE FINANCIAL TIME SERIES MEASURED BY G-EXPECTATION. Theory of Probability and Its Applications, 66, 729, 2022.
[11] 嵇少林. Non-Markovian fully coupled forward-backward stochastic systems and classical solutions of path-depe. Stochastic analysis and applications, 39, 91, 2021.
[12] . On an optimal extraction problem with regime switching. ADVANCES IN APPLIED PROBABILITY, 671, 2018.
[13] . k-sample upper expectation linear regression-Modeling, identifiability, estimation and prediction. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 170, 15-26, 2016.
[14] . Lp estimations of fully coupled FBSDEs. systems & control letters, 172, 1, 2023.
[15] . Improving Value-at-Risk Prediction Under Model Uncertainty. Journal of Financial Econometrics, 21, 228, 2023.
[16] 彭滢. The connection between discrete and continuous state constrained optimal control systems. International Journal of Control, 94, 2337, 2021.
[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.

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