百晓学者学者目录

黄鹏琰

硕士生导师、讲师，山东财经大学

精选作品

期刊论文

2026

Linear-quadratic mixed Stackelberg-zero-sum game for mean-field regime switching system

Pengyan Huang, Na Li, Zuo-Quan Xu, Harry Zheng

2025

Pareto Game of Stochastic Differential System with Terminal State Constraint

Pengyan Huang, Guangchen Wang, Shujun Wang

Journal of Optimization Theory and Applications

DOI

2025

A Large-Population Stochastic Differential Game With Terminal State Constraint and Common Noise

Pengyan Huang, Guangchen Wang, Shujun Wang

IEEE Transactions on Automatic Control

DOI

2024

A Mean-Field Game for a Forward-Backward Stochastic System with Partial Observation and Common Noise

Pengyan Huang, Guangchen Wang, Shu-Jun Wang, Hua Xiao

IEEE/CAA Journal of Automatica Sinica

DOI

2023

不完备信息下一类随机系统的线性二次平均场博弈

黄鹏琰

《山东大学》

2023

A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise

Pengyan Huang, Guangchen Wang, Wencan Wang, Yu Wang

Applied Mathematics and Computation

DOI

2023

Optimal portfolio with relative performance and partial information: A mean‐field game approach

Panpan Zhang, Pengyan Huang

Asian journal of control

DOI

2020

A partial information linear-quadratic optimal control problem of backward stochastic differential equation with its applications

Pengyan Huang, Guangchen Wang, Huanjun Zhang

Science China Information Sciences

DOI

2019

An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications

Pengyan Huang, Guangchen Wang, Huanjun Zhang

Advances in Differential Equations

DOI

2017

A non-zero sum differential game of mean-field backward stochastic differential equation

Pengyan Huang, Guangchen Wang

ACM Cloud and Autonomic Computing Conference

DOI

2015

平均场倒向随机系统微分博弈理论及其应用

黄鹏琰

《山东大学》

研究方向

随机控制平均场博弈金融数学

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