个人简介

曾获荣誉： 中南大学“升华育英计划” 吴锦标，男，湖南株洲人，入选中南大学第七批“升华育英计划”。中山大学运筹学与控制论专业硕士毕业（随机运筹学与随机控制论方向）；中南大学概率论与数理统计专业博士毕业（随机运筹学与随机分析方向），中南大学计算机科学与技术专业博士后出站（最优控制与强化学习方向），澳门大学管理科学与工程专业博士后出站（随机最优决策方向）。主要承担了《概率论与数理统计》、《线性代数》、《应用随机过程》、《随机分析》、《随机最优控制》、《数理金融》、《金融数学》等课程的教学工作。在国内外优秀期刊上发表论文60多篇。主持国家社会科学基金一般项目、国家自然科学基金青年项目、中国博士后特别基金项目、湖南省自然科学基金青年项目、湖南省自然科学基金面上项目等，参与多项国家自然科学基金面上项目和国家社会科学基金项目。每年招收1—3名硕士研究生（招收数学与统计学专业硕士生），1名博士研究生（招收统计学专业博士生）。欢迎对数理金融、强化学习感兴趣的数学、统计学、自动化、计算机等专业的学生报考。本方向要求学生具备扎实的数学理论基础和熟练的计算机程序设计能力(Python或Matlab)。 工作经历 [1] 2011.9-2012.8 澳门大学 | 工商管理学院 | 博士后 [2] 2010.9-至今 中南大学 | 数学与统计学院 科研项目 [1]大规模随机服务系统的统计学习与最优控制研究,国家社会科学规划办 [2]粗糙路径驱动的反射随机系统的最优控制策略及在随机网络中的应用,湖南省科技厅 [3]Lévy过程驱动的排队系统性能分析及最优控制研究,湖南省科技厅,吴锦标 [4]多类顾客优先权重试排队系统的研究,已结题,国家自然科学基金,吴锦标 [5]随机系统的建模、参数估计、稳定性分析及最优控制的研究,在研,中南大学第七批“升华育英计划”资助,吴锦标

研究领域

[1]  随机系统最优控制理论与应用

随机系统最优控制与统计强化学习

近期论文

查看导师最新文章 （温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

[1]Jinbiao Wu,.Stochastic viscosity solutions for stochastic integral-partial differential equations.[J]:Journal of Mathematical Physics,2021 [2]Zaiming Liu,Jinbiao Wu.Analysis of an M/PH/1 Retrial Queueing-Inventory System with Level Dependent Retrial Rate:Mathematical Problems in Engineering,2020,2020:10 pages [3]Yi Peng,.A Levy-driven stochastic queueing system with server breakdowns and vacations.[J]:Mathematics,2020,8(8):1239 [4]Xuxiang Luo, Zaiming Liu and Jinbiao Wu.Dynamic Pricing and Optimal Control for a Stochastic Inventory System with Non-Instantaneous Deteriorating Items and Partial Backlogging:Mathematics,2020,8(6):906 [5]Yi Peng, Jinbiao Wu*.On the BMAP_1, BMAP_2/PH/g, c retrial queueing system.[J]:Journal of Industrial and Management Optimization,2020 [6]Yi Peng, Jinbiao Wu*, Rongren Zhu.Singular optimal control of a generalized backward doubly stochastic system with general jumps.[C]:39th Chinese Control Conference (CCC). IEEE,2020:1374-1379 [7]Bixuan Yang, Jinbiao Wu*.Infinite horizon optimal control for mean-field stochastic delay systems driven by Teugels martingales under partial information.[J]:Optimal Control, Applications and Methods,2020,41(5):1371-1397 [8]Yi Peng, Jinbiao Wu*.Analysis of a batch arrival retrial queue with impatient customers subject to the server disasters.[J]:Journal of Industrial and Management Opitimization,2020 [9]Y. Peng, H. Qian, J. Wu*.Backward Stochastic Differential Equations on Markov Chains with Non-Lipschitz Coefficients.[C]:2019 38th Chinese Control Conference (CCC). IEEE,,2019:1345-1350 [10]B. Yang, T. Guo, J. Wu*.Partially observed nonzero-sum stochastic differential games with g-expectations.[J]:Control Theory & Applications,2019,36(1):13-21 1Wang, J. Wu*, Z. Liu.The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by It？-Lévy Processes.[J]:Journal of Systems Science and Complexity,2019,32(4):997-1018 [12]C. Li, Z. Liu, J. Wu*.The Stochastic Maximum Principle for a Jump-Diffusion Mean-Field Model Involving Impulse Controls and Applications in Finance.[J]:Journal of Systems Science and Complexity,2020,33:26-42 [13]J. Wu, Z. Liu.Optimal Control of Mean-Field Backward Doubly Stochastic Systems Driven by Ito-Levy Processes.[J]:International Journal of Control,2020,93(4):953-970 [14]B. Yang, T. Guo, J. Wu*.A partially observed nonzero-sum stochastic differential game with delays and its application to finance.[J]:Asian Journal of Control,2019,21:1-12 [15]J. Wu.Optimal Exchange Rates Management Using Stochastic Impulse Control for Geometric Levy Processes.[J]:Mathematical Methods of Operations Research,2019,89(2):257-280 [16]W. Wang, J. Wu*, Z. Liu.The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Ito-Levy processes.[J]:Journal of Systems Science and Complexity,2019,32(4):997-1018 [17]J. Wu, Z. Liu.Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance.[J]:European Journal of Control,2017,37:8-15 [18]Z. Lian, X. Gu, J. Wu*.A re-examination of experience service offering and regular service pricing under profit maximization.[J]:European Journal of Operational Research,2016,254:907-915 [19]J. Wu, Z. Lian.Analysis of M1,M2/G/1 G-queueing system with retrial customers.[J]:Nonlinear Analysis: Real World Applications,2013,14:365-382 [20]J. Wu, H. Qian.Optimal control for a zero-sum stochastic differential game with noisy memory under g-expectation.[P]:Proceedings of the 37th Chinese Control Conference,2018 [21]J. Wu, W. Wang, Y. Peng.Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Delay and Noisy Memory.[P]:Proceedings of the 36th Chinese Control Conference,2017,2017:1750-1755 [22]Y. Hu, Z. Liu, J. Wu*.Optimal Impulse Control of a Mean-Reverting Inventory with Quadratic costs.[J]:Journal of Industrial and Management Optimization,2018,14(4):1685-1700 [23]J. Wu, Z. Liu, G. Yang.Analysis of the finite source MAP/PH/N retrial G-queue operating in a random environment.[J]:Applied Mathematical Modelling,2011,35:1184-1193 [24]J. Wu, X. Yin.An M/G/1 retrial G-queue with non-exhaustive random vacations and unreliable server.[J]:Computers and Mathematics with Applications,2011,62:2314–2329 [25]Z. Liu, J. Wu*, G. Yang.An M/G/1 retrial G-queue with preemptive resume and feedback under N-policy subject to the server breakdowns and repairs.[J]:Computers and Mathematics with Applications,2009,58:1792-1807 [26]J. Wu, Z. Liu, Y. Peng.On the BMAP/G/1 G-queues with second optional service and multiple vacations.[J]:Applied Mathematical Modelling,2009,33:4314-4325 [27]Z. Liu, J. Wu*.An MAP/G/1 G-queues with preemptive resume and multiple vacations.[J]:Applied Mathematical Modelling,2009,33:1739-1748 [28]B. Yang, Z. Hou, J. Wu*.Analysis of the equilibrium strategies in the Geo/Geo/1 queue with multiple working vacations.[J]:Quality Technology and Quantitative Management,2017 [29]Z. Liu, Y. Chu, J. Wu*.Heavy-traffic asymptotics of a priority polling system with threshold service policy.[J]:Computers & Operations Research,2016,65:19-28 [30]Yu S, Liu Z, Wu J..Optimal balking strategies in the M/M/1 queue with multi-phase failures and repairs.[J]:Operational Research,2017 [31]S. Yu, Z. Liu, J. Wu.Equilibrium strategies of the unobservable M/M/1 queue with balking and delayed repairs.[J]:Applied Mathematics and Computation,2016,290:56-65 [32]Yu S, Liu Z, Wu J..Strategic behavior in the partially observable Markovian queues with partial breakdowns.[J]:Operations Research Letters,2017,45(5):471-474 [33]G. Chen, Z. Liu, J. Wu*.Optimal Threshold Control of a Retrial Queueing System with Finite Buffer.[J]:Journal of Industrial and Management Optimization,2017,13(3):1537-1552 [34]Y. Peng, J. Wu*, X. Yang.A discrete-time Geo/G/1 retrial queue with negative customers and impatient customers.[J]:Systems Engineering - Theory & Practice,2011,31(12):2373-2379 [35]J. Wu, Z. Liu, X. Yin, Y. Fu.Logistics model based on queueing theory.[J]:Systems Engineering - Theory & Practice,2009,29(9):78-83 [36]J. Liao, J. Wu*, Z. Liu, G. Yang.Reliability analysis of a parallel repairable system based on Markovian arrival process:Systems Engineering - Theory & Practice,2010,33(6):1040-1046 [37]J. Wu, Z. Liu, Y. Peng.A discrete-time Geo/G/1 retrial queue with preemptive resume and collisions.[J]:Applied Mathematical Modelling,2011,35:837-847 [38]W. Zhou, Z. Lian, J. Wu.When should service firms provide free experience service?.[J]:European Journal of Operational Research,2014,234:830-838 [39]J. Wu, J. Wang, Z. Liu.A discrete-time Geo/G/1 retrial queue with preferred and impatient customers.[J]:Applied Mathematical Modelling,2013,37:2552-2561 [40]Yu S, Liu Z, Wu J..Fluid queue driven by a multi-server queue with multiple vacations and vacation interruption.[J]:RAIRO-Operations Research,2017,51(4):931-944 [41]Z. Liu, J. Wu*.The M/G/1 queueing system with negative customers, preemptive resume, feedback and random vacation on non-exhaustive service.[J]:Applied Mathematics,21(2):24-30 [42]J. Wu, Z. Lian.A single-server retrial G-queue with priority and unreliable server under Bernoulli vacation schedule.[J]:Computers & Industrial Engineering,2013,64:84-93 [43]S. Yang, J. Wu, Z. Liu.An M [X]/G/1 retrial G-queue with single vacation subject to the server breakdown and repair.[J]:Acta Mathematicae Applicatae Sinica, English Serie,29(3):579-596 [44]J. Wu, Z. Liu, Y. Peng.An M[X]/G/1 repairable queueing system with negative customers and random vacation on non-exhaustive service.[J]:Journal of Systems Science and Mathematical Scienc,2010,31(3):38-46 [45]J. Wu, X. Yin, Z. Liu.The M/G/1 retrial G-queues with N-policy, Feedback, Preemptive Resume and Unreliable Server.[J]:Acta Mathematicae Applicatae Sinica,2009,32(2):323-335 [46]Y. Peng, Z. Liu, J. Wu*.An M/G/1 retrial G-queue with preemptive resume priority and collisions subject to the server breakdowns and delayed repairs.[J]:Journal of Applied Mathematics and Computing,2014,44:187-213 [47]Z. Liu, Y. Chu, J. Wu.On the three-queue priority polling system with threshold service policy.[J]:Journal of Applied Mathematics and Computing,2017,53:445-470 [48]刘再明,储育青,吴锦标.高负荷下分支型轮询排队网络的极限性态.[J]:中国科学：数学,2015,45:515–526 [49]彭懿,吴锦标.维修服务契约的最优设计和分析:工程数学学报,2016,33(1):17-24 [50]于森林,吴锦标.伯努利过程的三点探析.[J]:数学学习与研究,2014,17:114-115 [51]储育青,刘再明,吴锦标.带有阈值和优先权的三队列轮询排队系统:中国科技论文,2014,04:434-440 [52]陈刚,刘再明,吴锦标.具有不耐烦顾客和N策略的M/H_k/1排队系统的优化控制.[J]:吉林大学学报,2015,53(4):658-664 [53]吴锦标,刘再明,彭懿.概率论与数理统计专业研究生教学改革.[J]:数学理论与应用,2013,33(1):116-120

学术兼职

[1] 2013.1-至今 中国现场统计学会理事 [2] 2012.1-至今 中国运筹学会随机服务与运作管理分会理事 [3] 2017.1-至今 湖南省运筹学会常务理事