
黄鹏琰,博士,讲师,硕士生导师。
电子邮箱:huang_pengyan@163.com
研究方向:随机控制、平均场博弈、金融数学。
个人简介:主持国家自然科学基金和山东省自然科学基金项目各1项,在IEEE Transactions on Automatic Control、SCIENCE CHINA Information Sciences、IEEE/CAA Journal of Automatica Sinica等期刊发表论文7篇,指导学生荣获全国数学建模省一等奖、统计建模省二等奖、市场调研大赛国家三等奖等多项,三千计划优秀指导教师。
代表性成果:
论文:
[1] Pengyan Huang, Guangchen Wang, Shujun Wang, A large-population stochastic differential game with terminal state constraint and common noise, IEEE Transactions on Automatic Control, 2025,7(70): 4408-4423.
[2] Pengyan Huang, Guangchen Wang, Shujun Wang, H. Xiao, A mean-field game for a forward-backward stochastic system with partial observation and common noise, IEEE/CAA Journal of Automatica Sinica, 2024, 11(3): 746-759.
[3] Pengyan Huang, Guangchen Wang, Huanjun Zhang, A partial information linear-quadratic optimal control problem of backward stochastic differential equation with its applications, SCIENCE CHINA Information Sciences, 2020, 63(9): 1-13.
[4] Pengyan Huang, Guangchen Wang, Shujun Wang, Pareto game of stochastic differential system with terminal state constraint, Journal of Optimization Theory and Applications, 2025, DOI: 10.1007/s10957-025-02612-9.
[5] Pengyan Huang, Guangchen Wang, Wencan Wang, Yu Wang, A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise, Applied Mathematics and Computation, 2023, 446: 1-17.
承担课题:
[1]国家自然科学基金青年项目《带马氏链正倒向随机系统的Pareto博弈理论及其应用》,编号:12401582,2025.1-2027.12,在研。
[2]山东省自然科学基金青年项目《部分可观测状态受约束正倒向随机系统的平均场博弈理论及其应用》,编号:ZR2024QA240,2025.1-2027.12,在研。
