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时间不一致的随机最优控制与随机微分博弈的研究

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Project Name: : 时间不一致的随机最优控制与随机微分博弈的研究

Affiliation of Participant(s): : 数学学院

Leading Scientist: : 于志勇

Nature of Project: : 纵向

Project level: : 省、部委级

Project Number: : 3036EDE81C0EBAB3E0635C00A8C0A559

Date of Project Approval: : 2025-01-01

Scheduled completion time: : 2027-12-31

Date of Project Completion: : 2027-12-31

Date of Project Initiation: : 2025-01-01

Project Approval Number: : ZR2024ZD35

Next One : 无穷时区上的随机线性二次问题

Personal information

Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates

Gender : Male

Alma Mater : 山东大学

Education Level : With Certificate of Graduation for Doctorate Study

Degree : Doctoral Degree in Science

Status : Employed

School/Department : 数学学院

Date of Employment : 2002-07-16

Discipline:Probability and Mathematical Statistics
Financial Mathematics and Financial Engineering
Statistics

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