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陈丽

民族:汉     性别:女     职称:副教授

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》

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

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:

  •  2010.12-2014.12, 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)
  •  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(11126214)
  •  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(11301530).

主要学术论文:

 

[1] Li Chen, Zongyuan Huang and Zhen Wu, Pricing and hedging problem of foreign currency option with higher borrowing rate, Journal of  Systems Science & Complexity, 26(2013), 407-418. (SCI)

[2] Li Chen and Zhen Wu, Dynamic programming principle for stochastic recursive optimal control problem with delayed systems, ESAIM: Control, Optimization and Calculus of Variations, 18 (2012), 1005–1026. (SCI)

[3] Li Chen, Zhen Wu and Zhiyong Yu, Delayed Stochastic Linear-Quadratic Control Problem and Related Applications, Journal of Applied Mathematics, 2012, 1-22. (SCI)

[4] Li Chen and Zhen Wu, Recursive LQ Problem for Delay Systems Involving Continuous and Impulse Controls, Proceedings of the 31st Chinese Control Conference, July25-27, Hefei, China, 2012, 1655-1658. ( EI)

[5] Li Chen, Zhen Wu, A Type of General Forward-backward Stochastic Differential Equations and Applications, Chinese Annals of Mathematics, 32B(2),279-292,2011. (SCI)

[6] Li Chen, Zhen Wu, The Quadratic Problem for Stochastic Linear Control Systems with Delay, Proceedings of the 30th Chinese Control Conference, July 22-24 , Yantai, China, 2011, 1344 – 1349. (EI)

[7] Li Chen, Zhen Wu, Maximum principle for stochastic optimal control problem with delay and application, Automatica, 46(6), 2010, 1074-1080. (SCI)

[8] Li Chen, Zhen Wu, Maximum principle for stochastic optimal control problem of forward-backward system with delay, Proceedings of Joint 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference, December 16-18,Shanghai, China, 2009, 2899-904. (EI,ISTP)

 

 

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