王海洋-山东师范大学数学与统计学院

王海洋

发布时间：2021年12月21日 23:16作者：编辑：管煜点击量：

王海洋

undefined 职称：副教授

办公室：长清湖校区文渊楼B411

邮箱：wanghy@sdnu.edu.cn

个人简介

王海洋，女，中共党员，1988年生，理学博士。主要从事随机最优控制方向的研究工作。发表多篇SCI收录论文，主持国家自然科学青年基金1项，山东省博士基金1项。

研究兴趣

时间不相容控制问题；弱形式的随机控制问题

招生方向

硕士研究生招生专业：应用统计学

开设课程

深度学习，数理统计，统计计算

科研项目

1.国家自然科学基金青年基金：一类弱形式的正倒向随机微分方程及其在随机最优控制问题中的应用 (2020.1-2022.12) 主持

2.山东省博士基金：弱形式的正倒向随机微分方程的应用与解的适定性研究 (2018.1-2019.12) 主持

代表性成果

1. H. Y. Wang and R. M. Xu, Time-Inconsistent LQ Games for Large-Population Systems and Applications, J. Optim. Theory Appl.，197 (2023), pp. 1249-1268.

2. H. Y. Wang and Z. Wu, A Kind of Time-inconsistent Corporate International Investment Problem with Discontinuous Cash Flow, COMMUN. MATH. SCI., 21 (2023), pp. 1751-1765.

3. H. Y. Wang and Z. Wu, Time-inconsistent Linear-quadratic Non-zero Sum Stochastic Differential Games with Random Jumps, International Journal of Control, 95 (2022), pp. 864-1874.

4. H. Y. Wang and Z. Wu, Mean-variance Portfolio Selection with Discontinuous Prices and Random Horizon in an Incomplete Market, SCIENCE CHINA Information Sciences, 63 (2020), Article ID: 79202.

5. H. Y. Wang and J. F. Zhang, Forward Backward SDEs in Weak Formulation, Mathematical Control and Related Fields, 8 (2018), pp. 1021-1049.

6. J. H. Huang, H. Y. Wang and Z. Wu, A Sufficient Stochastic Maximum Principle for a Kind of Recursive Optimal Control Problem with Obstacle Constraint, Systems & Control Letters, 114 (2018), pp. 27-30.

7. H. Y. Wang and Z. Wu, Eigenvalues of Stochastic Hamiltonian Systems Driven by Poisson Process with Boundary Conditions, Boundary Value Problems, 164 (2017), 20 pp.

8. H. Y. Wang and Z. Wu, Time-Inconsistent Optimal Control Problem with Random Coefficients and Stochastic Equilibrium HJB Equation, Mathematical Control and Related Fields， 5 (2015), pp. 651-678.

9. H. Y. Wang and Z. Wu, Partially Observed Time-Inconsistency Recursive Optimization Problem and Application, J. Optim. Theory Appl.， 161 (2014), pp. 664-687.

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