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李文强

作者: 时间:2018-06-08 点击数:

李文强老师

教授课程:  随机过程,时间序列分析,高等数学

研究方向:  随机控制、随机微分对策、倒向随机微分方程、金融数学

联系方式

wenqiangli@ytu.edu.cn; wqliytu@163.com


学习经历

2011.09-2016.06  山东大学 山东大学(威海) 理学博士

2007.09-2011.06  山东大学(威海)数学与统计学院  理学学士


工作经历

2018.04-2018.05西布列塔尼大学,数学实验室,访问学者

2018.01-2018.03,拉夫堡大学,数学系,访问学者

2016.07-至今,烟台大学 数学与信息科学学院,讲师


论文

[1] Wenqiang Li, Hui Min. Fully coupled mean-field FBSDEs with jumps and related optimal control problems. Submitted.

[2]Tao Hao, Wenqiang Li, Yajie Chen. A general stochastic maximum principle for mean-field systems with recursive utilities. Submitted.

[3]Juan Li, Wenqiang Li. Nash equilibrium payoffs for nonzero-sum stochastic differential games without Isaacs condition. Stochastics, DOI: 10.1080/17442508.2018.1499104, 2018.

[4]Juan Li, Wenqiang Li. Zero-sum and nonzero-sum differential games without Isaacs condition. ESAIM: Control, Optimisation and Calculus of Variations, 23, 1217-1252, 2017.

[5]Wenqiang Li, Ying Peng, Junbo Liu. Reflected forward-backward stochastic differential equations and related PDEs. Stochastic Analysis and Applications, 34 (5), 906-926, 2016.

[6]Juan Li, Wenqiang Li. Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs. Mathematical Control and Related Fields, 5 (3), 501-516, 2015.

[7]Yanjun Lou, Wenqiang Li. Backward linear quadratic stochastic optimal control problems and nonzero-sum differential games. Control and Decision Conference (CCDC), 2013 25th Chinese. IEEE, 5015-5020, 2013.







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