李文强
讲师
所属大学: 烟台大学
所属学院: 数学与信息科学学院
个人简介
2007.09—2011.06山东大学数学与应用数学专业,理学学士 2011.09—2016.06山东大学概率论与数理统计,理学博士,导师:李娟教授 2016.07—至今烟台大学讲师 2018.01—2018.03拉夫堡大学访问学者 2018.04—2018.05西布列塔尼大学访问学者 2018.12—2019.12拉夫堡大学博士后,合作导师:赵怀忠教授
研究领域
随机控制、微分对策、倒向随机微分方程、金融数学
近期论文
[1]WenqiangLi,HuiMin.Fullycoupledmean-fieldFBSDEswithjumpsandrelatedoptimalcontrolproblems.Submitted. [2]TaoHao,WenqiangLi,YajieChen.Ageneralstochasticmaximumprincipleformean-fieldsystemswithrecursiveutilities.Submitted. [3]JuanLi,WenqiangLi.Nashequilibriumpayoffsfornonzero-sumstochasticdifferentialgameswithoutIsaacscondition.Stochastics,DOI:10.1080/17442508.2018.1499104,2018. [4]JuanLi,WenqiangLi.Zero-sumandnonzero-sumdifferentialgameswithoutIsaacscondition.ESAIM:Control,OptimisationandCalculusofVariations,23,1217-1252,2017. [5]WenqiangLi,YingPeng,JunboLiu.Reflectedforward-backwardstochasticdifferentialequationsandrelatedPDEs.StochasticAnalysisandApplications,34(5),906-926,2016. [6]JuanLi,WenqiangLi.Controlledreflectedmean-fieldbackwardstochasticdifferentialequationscoupledwithvaluefunctionandrelatedPDEs.MathematicalControlandRelatedFields,5(3),501-516,2015. [7]YanjunLou,WenqiangLi.Backwardlinearquadraticstochasticoptimalcontrolproblemsandnonzero-sumdifferentialgames.ControlandDecisionConference(CCDC),201325thChinese.IEEE,5015-5020,2013.