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博学笃行 止于至善
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陈丽
发布时间: 2017-11-21 00:00 作者: 点击: 6694

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民族:汉     性别:女    职称:副教授

Email: chenli@cumtb.edu.cn

一、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)

二、工作经历

2010.7月~今,中国矿业大学(北京)理学院,教师

三、教学课程

《概率论》、《金融数学》、《概率论与数理统计》等

四、获奖情况

1) 2011年中国矿业大学北京“优秀班主任”

2) 2012年中国矿业大学(北京)优秀教学质量奖一等奖

3) 2016年中国矿业大学(北京)优秀毕业论文一等奖(指导教师)

4) 2016-2017学年优秀本科生全程导师奖

5) 2017年中国矿业大学(北京)“大学生创新训练项目”校级优秀奖

6) 2018年中国矿业大学(北京)优秀毕业论文二等奖(指导教师)

7) 2020年中国矿业大学(北京)优秀教学质量奖一等奖

8) 2020年中国矿业大学(北京)优秀毕业论文二等奖(指导教师)

五、研究方向:

倒向随机微分方程、金融数学、随机控制

六、主持或参与研究项目:

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) ,主持

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),主持

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),主持

42020.1-2023.12,国家自然科学基金面上项目,带马尔科夫跳变参数的大种群倒向随机系统的平均场博弈及其应用(61977043),参加

七、主要学术论文:

[1] Li Chen, Jiandong Wang, Maximum principle for delayed stochastic mean-field control problem with state constraintAdvances in Difference Equations, 2019,348,1-25.(SCI)

[2]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)

[3]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)

[4] 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)

[5] 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 , 1005–1026. (SCI)

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

[7] 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)

[8] 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)

[9] 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)

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

[11] 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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