陈丽 - 中国矿业大学（北京）

个人简介

陈丽，女，汉族，副教授。教育背景 2001.9月～2005.7月，山东大学数学学院，信息与计算科学专业，学士 2005.9月～2010.7月，山东大学数学学院，概率论与数理统计专业（硕博连读），博士工作经历 2010.7月～今，中国矿业大学(北京)理学院，教师获奖情况 2012年6月中国矿业大学（北京）优秀教学质量奖一等奖 2011年11月优秀班主任 2016-2017学年优秀本科生全程导师奖

研究领域

倒向随机微分方程、金融数学、随机控制

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]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 , 1005–1026. (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)