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王光臣

作者:   时间:2018-12-17   点击数:
姓名: 王光臣
修改个人资料
性别:
民族: 汉族
出生年月:
学历: 博士
职称: 教授
导师信息: 博士生导师
职务:
党派: 共产党
电话: 0531-88392206
传真:
学科一: 控制科学与工程
学科二:
邮箱: wguangchen@sdu.edu.cn
个人主页: http://
所在院系: 澳门新葡平台网址8883官网
研究方向: 随机控制,随机滤波,微分对策,金融工程
通信地址: 济南市经十路17923号 澳门新葡萄老版本8883千佛山校区澳门新葡平台网址8883官网

《控制与决策》编委

《系统科学与数学》编委

中国自动化学会TCCT委员

首批长江学者奖励计划青年学者

国家自然科学基金优秀青年项目获得者

山东省自然科学基金杰出青年项目获得者

教育部新世纪优秀人才支持计划获得者

第十届山东省青年科技奖获得者

 

主要学习经历

2001.07    山东师范大学      学士

2004.06    澳门新葡萄老版本8883          硕士

2007.06    澳门新葡萄老版本8883          博士

主要工作经历

2007.07-2010.08     山东师范大学          讲师

        2010.09-                  澳门新葡萄老版本8883                  讲师、副教授、教授

主要期刊论文(按时间顺序)

[J1] G. C. Wang, Z. Wu. Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems. J. Math. Anal. Appl., 342, pp: 1280-1296, 2008.

[J2] G. C. Wang, Z. Wu. The maximum principles for stochastic recursive optimal control problems under partial information. IEEE Trans. Auto. Contr., 54(6), pp: 1230-1242, 2009.

[J3] J. H. Huang, G. C. Wang, J. Xiong. A maximum principle for partial information backward stochastic control problems with applications. SIAM J. Control Optim., 48(4), pp: 2106-2117, 2009.

[J4] G. C. Wang, Z. Wu. General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance. J. Optim. Theory Appl., 141, pp: 677-700, 2009.

[J5] G. C. Wang, Z. Y. Yu. A Pontryagin’s maximum principle for non-zero sum differential games of backward stochastic differential equations with applications. IEEE Trans. Auto. Contr., 55(7), pp: 1742-1747, 2010.

[J6] J. H. Huang, X. Li, G. C. Wang. Maximum principles for a class of partial information risk-sensitive optimal controls. IEEE Trans. Auto. Contr., 55(6), pp: 1438-1443, 2010.

[J7] J. H. Huang, X. Li, G. C. Wang. Near-optimal control problems for linear forward-backward stochastic systems. Automatica, 46(2), pp: 397-404, 2010.

[J8] J. H. Huang, G. C. Wang, Z. Wu. Optimal premium policy of an insurance firm: full and partial information. Insur. Math. Econ., 47, pp: 208-215, 2010.

[J9] G. C. Wang, Z. Wu. Mean-variance hedging and forward-backward stochastic differential filtering equations. Abst. Appl. Anal., Volume 2011, Article ID 310910, 20 pages, 2011.

[J10] G. C. Wang, Z. Y. Yu. A partial information non-zero sum differential game of backward stochastic differential equations with applications. Automatica, 48(2): 342-352, 2012.

[J11] G. C. Wang, Z. Wu, J. Xiong. Maximum principles for forward-backward stochastic control systems with correlated state and observation noises. SIAM J. Control Optim., 51(1), pp: 491-524, 2013.

[J12] G. C. Wang, C. H. Zhang, W. H. Zhang. Stochastic maximum principle for mean-field type optimal control under partial information. IEEE Trans. Auto. Contr., 59(2), pp: 522-528, 2014.

[J13] G. C. Wang, H. Xiao. Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance. J. Optim. Theory Appl., 165, pp: 639-656, 2015.

[J14] E. C. M. Hui, G. C. Wang. A new optimal portfolio selection model with owner-occupied housing. Appl. Math. Comput., 270, pp: 714-723, 2015.

[J15] G. C. Wang, Z. Wu, J. Xiong. A linear-quadratic optimal control problem of forward-backward stochastic differential equations with partial information. IEEE Trans. Auto. Contr., 60, pp: 2904-2916, 2015.

[J16]  J. T. Shi, G. C. Wang, J. Xiong. Leader-follower stochastic differential game with asymmetric information and applications. Automatica, 63, pp: 60-73, 2016.

[J17]  J. T. Shi, G. C. Wang. A non-zero differential game of BSDE with time-delayed generator with applications. IEEE Trans. Auto. Contr., 61, pp: 1959-1964, 2016.

[J18]  G. C. Wang, J. Xiong, S. Q., Zhang. Partially observable stochastic optimal control. Int. J. Numer. Anal. Model., 13(4), pp: 493-512, 2016.

[J19]  J. T. Shi, G. C. Wang, J. Xiong. Linear-quadratic stochastic Stackelberg differential game with asymmetric information. Sci. China Inf. Sci., DOI: 10.1007/s11432-016-0654-y.

 

主持科研项目情况

现主持国家自然科学基金优秀青年项目、国家自然科学基金面上项目、山东省自然科学基金杰出青年项目和教育部新世纪优秀人才支持计划各1项,结题国家和山东省自然科学基金3项。

 

 

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