王海洋
职 称：讲师 硕士生导师
办公室：长清湖校区文渊楼B411
邮 箱：wanghy@sdnu.edu.cn

研究方向：随机最优控制，金融数学


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
概率论与数理统计，统计计算，抽样调查
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 (2020.1-2012.12) 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 J. F. Zhang, Forward Backward SDEs in Weak Formulation, Mathematical Control and Related Fields, 8 (2018), pp. 1021-1049.
2. 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.
3. 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.
4. 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.
5. H. Y. Wang and Z. Wu, Convertible Bonds with Higher Loan Rate: Model, Valuation, and Optimal Strategy, Abstract and Applied Analysis, Vol. 2014, Article ID 341519 (2014), 9 pp.
6. H. Y. Wang and Z. Wu, Partially Observed Time-Inconsistency Recursive Optimization Problem and Application, J. Optim. Theory Appl.， 161 (2014), pp. 664-687.
7. X. Guo and H. Y. Wang, Dividends Sharing Convertible Bonds Pricing and Numerical Evaluation, Mathematical Problems in Engineering , Vol. 2013, Article ID 932579 (2013), 10 pp.
8. D. J. Chang, H. Y. Wang and Z. Wu, Maximum Principle for Non-zero Sum Differential Games of BSDEs Involving Impulse Controls, the 32nd Chinese Control Conference, Xi'an 2013.