东北师范大学数学与统计学院
个人信息
School of Mathematics and Statistics,NENU
Personal Particulars
个人信息
School of Mathematics and Statistics,NENU
Personal Particulars
魏庆萌 教授
【主要科研著作】
【主要科研项目】
1. 魏庆萌,刘红,杨淑振,闵慧,孙钏峰,林丽霞. 随机最优控制理论在委托代理问题中的应用. 国家自然科学基金青年项目(资助金额：22万元). 执行时间：2015-01-01至2017-12-01.
2. 魏庆萌. 正倒向随机系统理论及其在金融中的应用. 校内青年基金项目(资助金额：3万元). 执行时间：2014-01-01至2015-12-01.
2. 魏庆萌. 正倒向随机系统理论及其在金融中的应用. 校内青年基金项目(资助金额：3万元). 执行时间：2014-01-01至2015-12-01.
【主要科研成果】
1. 魏庆萌,于志勇. Time-Inconsistent Recursive Zero-Sum Stochastic Differential Games. MATHEMATICAL CONTROL AND RELATED FIELDS(8卷3期1051-1079页). 2018-09-01.
2. 魏庆萌,雍炯敏,于志勇. Time-inconsistent recursive stochastic optimal control problems. SIAM J CONTROL OPTIM(55卷6期4156-4201页). 2017-12-21.
3. 魏庆萌. The optimal control problem with state constraints for forward–backward stochastic systems with jumps. IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION(34卷2期463-478页). 2017-06-01.
4. 魏庆萌. Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints. Science China Mathematics. 2016-04-01.
5. 魏庆萌,时晓敏. The optimal contracts in continuous time under Knightian uncertainty. Proceedings of the 34th Chinese Control Conference. 2015-07-01.
6. 李娟,魏庆萌. Stochastic Differential Games for Fully Coupled FBSDEs with Jumps. APPL MATH OPT. 2015-05-01.
7. 李娟,魏庆萌. Optimal control problems of fully coupled FBSDEs and viscosity solutions of Hamilton-Jacobi-Bellman equations. SIAM J CONTROL OPTIM. 2014-05-01.
8. 魏庆萌. The Optimal Control Problem with State Constraints for Fully Coupled Forward-Backward Stochastic Systems with Jumps. ABSTR APPL ANAL. 2014-02-01.
9. 魏庆萌,肖新玲. An Optimal Control Problem of Forward-Backward Stochastic Volterra Integral Equations with State Constraints. ABSTR APPL ANAL. 2014-02-01.
10. 李娟,魏庆萌. L^p estimates for fully coupled FBSDEs with jumps. STOCH PROC APPL. 2014-01-01.
11. 嵇少林,魏庆萌. ?A maximum principle for fully coupled forward–backward stochastic control systems with terminal state constraints. J MATH ANAL APPL. 2013-11-13.
12. 嵇少林,孙钏峰,魏庆萌. ?The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System. MATH PROBL ENG. 2013-06-13.
13. 嵇少林,魏庆萌. ?An Overview on the Principal-Agent Problems in Continuous Time. Real Options,Ambiguity,Risk and Insurance. 2013-05-01.
2. 魏庆萌,雍炯敏,于志勇. Time-inconsistent recursive stochastic optimal control problems. SIAM J CONTROL OPTIM(55卷6期4156-4201页). 2017-12-21.
3. 魏庆萌. The optimal control problem with state constraints for forward–backward stochastic systems with jumps. IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION(34卷2期463-478页). 2017-06-01.
4. 魏庆萌. Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints. Science China Mathematics. 2016-04-01.
5. 魏庆萌,时晓敏. The optimal contracts in continuous time under Knightian uncertainty. Proceedings of the 34th Chinese Control Conference. 2015-07-01.
6. 李娟,魏庆萌. Stochastic Differential Games for Fully Coupled FBSDEs with Jumps. APPL MATH OPT. 2015-05-01.
7. 李娟,魏庆萌. Optimal control problems of fully coupled FBSDEs and viscosity solutions of Hamilton-Jacobi-Bellman equations. SIAM J CONTROL OPTIM. 2014-05-01.
8. 魏庆萌. The Optimal Control Problem with State Constraints for Fully Coupled Forward-Backward Stochastic Systems with Jumps. ABSTR APPL ANAL. 2014-02-01.
9. 魏庆萌,肖新玲. An Optimal Control Problem of Forward-Backward Stochastic Volterra Integral Equations with State Constraints. ABSTR APPL ANAL. 2014-02-01.
10. 李娟,魏庆萌. L^p estimates for fully coupled FBSDEs with jumps. STOCH PROC APPL. 2014-01-01.
11. 嵇少林,魏庆萌. ?A maximum principle for fully coupled forward–backward stochastic control systems with terminal state constraints. J MATH ANAL APPL. 2013-11-13.
12. 嵇少林,孙钏峰,魏庆萌. ?The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System. MATH PROBL ENG. 2013-06-13.
13. 嵇少林,魏庆萌. ?An Overview on the Principal-Agent Problems in Continuous Time. Real Options,Ambiguity,Risk and Insurance. 2013-05-01.
【主要科研奖励】
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