师资队伍

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史敬涛 教授
山东大学数学学院教授,博士生导师


预印本:
[18] Linear Quadratic Stackelberg Stochastic Differential Games: Closed-Loop Solvability. arXiv:2012.14599 [math.OC] 

[17] A Linear Quadratic Stochastic Stackelberg Differential Game with Time Delay. arXiv:2012.14145 [math.OC] 

[16] A Linear Quadratic Partially Observed Stackelberg Stochastic Differential Game with Applications. arXiv:2010.13961 [math.OC] 

[15] Linear Quadratic Optimal Control Problems of Delayed Backward Stochastic Differential Equations. arXiv:2008.02594 [math.OC] 

[14] Mean-Field Linear-Quadratic Stochastic Differential Games in an Infinite Horizon. arXiv:2007.06130 [math.OC] 

[13] Stackelberg Stochastic Differential Game with Asymmetric Noisy Observations. arXiv:2007.05813 [math.OC] 

[12] A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls. arXiv:2004.00653 [math.OC] 

[11] Stochastic Recursive Optimal Control Problem with Mixed Delay under Viscosity Solution's Framework. arXiv:1912.10463 [math.OC] 

[10] A Global Maximum Principle for the Stochastic Optimal Control Problem with Delay. arXiv:1911.02239 [math.OC] 

[9] A Stackelberg Game of Backward Stochastic Differential Equations with Partial Information. arXiv:1910.10299 [math.OC] 

[8] Optimal Reinsurance and Investment Strategies under Mean-Variance Criteria: Partial and Full Information. arXiv:1906.08410 [math.OC] 

[7] A Stackelberg Game of Backward Stochastic Differential Equations with Applications. arXiv:1904.08115 [math.OC] 

[6] An Optimal Investment Problem under Correlated Noises: Risk-Sensitive Stochastic Control Approach. arXiv:1902.08928 [math.OC] 

[5] Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information.arXiv:1804.07466 [math.OC] 

[4] Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case. arXiv:1603.02596 [math.OC] 

[3] Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in General Case. arXiv:1603.02595 [math.OC] 

[2] Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications. arXiv:1509.03982 [math.OC] 

[1] Stochastic Recursive Optimal Control Problem with Time Delay and Applications. arXiv:1304.6182 [math.OC]


 




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