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    陈丽


    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 20126月中国矿业大学(北京)优秀教学质量奖一等奖

    2201111月优秀班主任

    32016-2017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:

    12010.12-2016.12, 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)

    22012.1-2012.12, 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)

    32014.1-2016.12, 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 and Jianhui Huang, Stochastic Maximum Principle for Controlled Backward Delayed System via Advanced Stochastic Differential Equation, Journal of Optimization Theory and Applications, 2015,167:1112-1135. (SCI)

    [2]Li Chen and Zhiyong Yu, Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays, IEEE TRANSACTIONS 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 borrowing rate, Journal of  Systems Science & Complexity, 2013, 26, 407-418. (SCI)

    [4] Li Chen and Zhen Wu, Dynamic programming principle for stochastic recursive optimal control problem with delayed systems, ESAIM: Control, Optimization and Calculus of Variations, 2012, 18 , 10051026. (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 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)

     

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

    [8] 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)

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

    [10] 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)