民族：汉　　　　　性别：女　　　　　职称：副教授
Email: chenli@cumtb.edu.cn
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》、《概率论与数理统计》等
获奖情况
（1） 2012年6月中国矿业大学（北京）优秀教学质量奖一等奖
（2） 2011年11月优秀班主任
（3） 2016-2017学年优秀本科生全程导师奖
学术研究
研究方向：
倒向随机微分方程、金融数学、随机控制
主持研究项目：
（1）2010.12-2016.12, 中央高校基本科研业务费专项资金项目:时滞随机系统的最优控制问题及应用(2010QS05)
（2）2012.1-2012.12, 国家自然科学基金专项基金项目—数学天元青年基金:时滞随机系统的最优控制问题及应用(**)
（3）2014.1-2016.12, 国家自然科学基金青年科学基金项目:随机控制系统中的滞后、超前问题研究及应用(**).
主要学术论文：
[1]Li Chen and Jianhui Huang, StochasticMaximum Principle for Controlled Backward Delayed System via AdvancedStochastic Differential Equation, Journal of Optimization Theory andApplications, 2015,167:1112-1135. (SCI)
[2]Li Chen and Zhiyong Yu, MaximumPrinciple for Nonzero-Sum Stochastic Differential Game With Delays, IEEETRANSACTIONS ON AUTOMATIC CONTROL, 2015, 60(5):1422-1426.(SCI)
[3] Li Chen, Zongyuan Huang and Zhen Wu,Pricing and hedging problem of foreign currency option with higher borrowingrate, Journal of Systems Science &Complexity, 2013, 26, 407-418. (SCI)
[4] Li Chen and Zhen Wu, Dynamicprogramming principle for stochastic recursive optimal control problem withdelayed systems, ESAIM: Control, Optimization and Calculus of Variations, 2012,18 , 1005–1026. (SCI)
[5] Li Chen, Zhen Wu and Zhiyong Yu,Delayed Stochastic Linear-Quadratic Control Problem and Related Applications,Journal of Applied Mathematics, 2012, 1-22. (SCI)
[6] Li Chen and Zhen Wu, Recursive LQProblem for Delay Systems Involving Continuous and Impulse Controls,Proceedings of the 31st Chinese Control Conference, July25-27, Hefei, China,2012, 1655-1658. ( EI)
[7] Li Chen, Zhen Wu, A Type of GeneralForward-backward Stochastic Differential Equations and Applications, ChineseAnnals of Mathematics, 2011, 32B(2)，279-292. (SCI)
[8] Li Chen, Zhen Wu, The Quadratic Problemfor Stochastic Linear Control Systems with Delay, Proceedings of the 30thChinese Control Conference, July 22-24 , Yantai, China, 2011, 1344 – 1349. (EI)
[9] Li Chen, Zhen Wu, Maximum principle forstochastic optimal control problem with delay and application, Automatica, 2010,46(6), 1074-1080. (SCI)
[10] Li Chen, Zhen Wu, Maximum principlefor stochastic optimal control problem of forward-backward system with delay,Proceedings of Joint 48th IEEE Conference on Decision and Control and 28thChinese Control Conference, December 16-18,Shanghai, China, 2009, 2899-904.(EI,ISTP)