陈丽
民族:汉 性别:女 职称:讲师
Email:chenli8282@sina.com
教育背景
- (1)2001.9月~2005.7月,山东大学数学学院,学士,专业:信息与计算科学
- (2)2005.9月~2010.7月,山东大学数学学院,博士,专业:概率论与数理统计(硕博连读)
工作经历
2010.7月~今,中国矿业大学(北京)理学院,教师
教学课程
《概率论与数理统计》
学术研究
研究方向:
倒向随机微分方程、金融数学、随机控制
研究项目:
- 2012.01—2012.12,国家自然科学基金(数学天元专项)
- 时滞随机系统的最优控制问题及其应用(编号:11126214)
[1]LiChenandZhenWu,Dynamicprogrammingprincipleforstochasticrecursiveoptimalcontrolproblemwithdelayedsystems,ESAIM:Control,OptimizationandCalculusofVariations,18(2012),1005–1026.(SCI)
[2]LiChen,ZhenWuandZhiyongYu,DelayedStochasticLinear-QuadraticControlProblemandRelatedApplications,JournalofAppliedMathematics,2012,1-22.(SCI)
[3]LiChenandZhenWu,RecursiveLQProblemforDelaySystemsInvolvingContinuousandImpulseControls,Proceedingsofthe31stChineseControlConference,July25-27,Hefei,China,2012,1655-1658.(EI)
[4]LiChen,ZhenWu,ATypeofGeneralForward-backwardStochasticDifferentialEquationsandApplications,ChineseAnnalsofMathematics,32B(2),279-292,2011.(SCI)
[5]LiChen,ZhenWu,TheQuadraticProblemforStochasticLinearControlSystemswithDelay,Proceedingsofthe30thChineseControlConference,July22-24,Yantai,China,2011,1344–1349.(EI)
[6]LiChen,ZhenWu,Maximumprincipleforstochasticoptimalcontrolproblemwithdelayandapplication,Automatica,46(6),2010,1074-1080.(SCI)
[7]LiChen,ZhenWu,Maximumprincipleforstochasticoptimalcontrolproblemofforward-backwardsystemwithdelay,ProceedingsofJoint48thIEEEConferenceonDecisionandControland28thChineseControlConference,December16-18,Shanghai,China,2009,2899-904.(EI,ISTP)