王天啸 - 四川大学

个人简介

教育经历时间单位学位 2003.9-2007.7 太原理工大学学士 2007.9-2013.7 山东大学博士工作经历时间单位职务 2011.10-2012.10 美国中佛罗里达大学访问学者 2013.3-2013.5 香港理工大学访问学者 2013.9-2015.12 四川大学博士后 2016.1-2018.9 四川大学特聘副研究员 2017.7-2018.7 美国堪萨斯大学访问学者 2018.9- 四川大学副教授科研项目编号项目名称 11401404 倒向随机Volterra积分方程及其应用国家自然科学基金青年项目主持 2014M562321 时间不一致的随机线性二次控制问题及其应用中国博士后科学基金主持 11971332 一类倒向随机积分方程及其在时间不一致性问题中的应用国家自然科学基金面上项目主持 11471231 随机双曲型偏微分方程的控制和预测国家自然科学基金面上项目参与 11931011 随机分布参数系统控制理论国家自然科学基金重点项目参与

研究领域

随机分析，随机最优控制理论

近期论文

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Tianxiao Wang, Yufeng Shi, Symmetrical solutions of backward stochastic Volterra integral equations and their applications, Discrete and Continuous dynamic systems, Series B, 14, 2010, 251-274. Yufeng Shi, Tianxiao Wang, Jiongmin Yong, Mean-field backward stochastic Volterra integral equations, Discrete and Continuous dynamic systems, Series B,18,2013, 1929-1967. Tianxiao Wang, Jiongmin Yong, Comparison theorems for some backward stochastic Volterra integral equations, Stochastic processes and their applications, 125, 2015, 1756-1798. Jianhui Huang, Xun Li, Tianxiao Wang, Mean-field linear-quadratic-Gausssian (LQG) games for stochastic integral systems, IEEE Transactions on automatic control, 61, 26700-2675. Qi Lu, Tianxiao Wang, Xu Zhang, Characterization of optimal feedback for stochastic linear quadratic control problems, Probab. Uncer. Quant Risk, 2017, 2:11 DOI 10.1186/s41546-017-0022-7 Jiaqin Wei, Tianxiao Wang, Time-consistent mean-variance asset-liability management with random coefficients, Insurance: mathematics and economics, 77, 2017, 84-96. Jianhui Huang, Xun Li, Tianxiao Wang, Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems, System control letter, 110, 2017, 15-20. Tianxiao Wang, Linear quadratic control problems of stochastic Volterra integral equations, ESAIM: Control, Optimisation and Calculus of Variations, 24， 2018， 1849-1879. Tianxiao Wang，Jiaqin Wei, Mean–variance portfolio selection under a non-Markovian regime-switching model, J. Comput. Appl. Math. 350, 2019, 442-455. Tianxiao Wang, Jiongmin Yong, Backward stochastic Volterra integral equations—Representation of adapted solutions, to appear in Stochastic Process Appl. Tianxiao Wang, Equilibrium Controls in Time Inconsistent Stochastic Linear Quadratic Problems, to appear in Appl. Math. Optim. Tianxiao Wang, Zhuo Jin and Jiaqin Wei, Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions,SIAM J. Control Optim. 57, 2019, 3249-3271. Tianxiao Wang, Necessary conditions in stochastic linear quadratic problems and their applications, J. Math. Anal. Appl. 469, 2019, 280-297. Tianxiao Wang, Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I, Math. Control Relat. Fields, 9, 2019, 385-409. Tianxiao Wang, On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems, to appear in ESAIM: Control, Optimisation and Calculus of Variation