时晓敏，博士，副教授，硕士生导师，九三学社社员。
电子邮箱：shixiaominhi@163.com
研究方向：随机控制、金融数学、倒向随机微分方程。
个人简介：2011年本科毕业于山东大学（威海）数学与统计学院，获理学学士学位，2017年博士毕业于山东大学金融研究院，获理学博士学位。目前主持完成国家自然科学基金和山东省自然科学基金各一项，主持在研山东省自然科学基金1项。
代表性成果：（遵循国际惯例，作者署名以姓名字母顺序排列）
1. Xiaomin Shi, Zuo Quan Xu. Constrained stochastic linear quadratic control under regime switching with controlled jump size. Applied Mathematics & Optimization, 2026, 93(1): 3.
2. Ying Hu, Xiaomin Shi, Zuo Quan Xu. Comparison theorems for multidimensional BSDEs with jumps and applications to constrained stochastic linear-quadratic control. SIAM Journal on Control and Optimization, 2025,63(5): 3475-3500.
3. Guanxing Fu, Xiaomin Shi, Zuo Quan Xu. A system of BSDEs with singular terminal values arising in optimal liquidation with regime switching. SIAM Journal on Control and Optimization, 2025, 63(5): 3091-3111.
4. Xiaomin Shi, Zuo Quan Xu. Optimal mean-variance portfolio selection under regime-switching-induced stock price shocks. Systems & Control Letters, 2025, 204: 106200.
5. Ying Hu, Xiaomin Shi, Zuo Quan Xu. Optimal consumption-investment with constraints in a regime switching market with random coefficients. Applied Mathematics & Optimization, 2025, 91(1): 5.
6. Xiaomin Shi, Zuo Quan Xu. Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients. ESAIM: Control, Optimisation and Calculus of Variations, 2024, 30: 61.
7. Shaolin Ji, Hanqing Jin, Xiaomin Shi. Mean-variance portfolio selection with nonlinear wealth dynamics and random coefficients. ESAIM: Control, Optimisation and Calculus of Variations, 2024, 30: 45.
8. Xiaomin Shi, Zuo Quan Xu. Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients. Systems & Control Letters, 2024, 188: 105796.
9. Ying Hu, Xiaomin Shi, Zuo Quan Xu. Non-homogeneous stochastic LQ control with regime switching and random coefficients. Mathematical Control and Related Fields, 2024, 14(2): 671-694.
10. Ying Hu, Xiaomin Shi, Zuo Quan Xu. Constrained monotone mean-variance problem with random coefficients. SIAM Journal on Financial Mathematics, 2023, 14(3): 838-854.
11. Chonghu Guan, Xiaomin Shi, Zuo Quan Xu. Continuous-time Markowitz’s mean-variance model under different borrowing and saving rates. Journal of Optimization Theory and Applications, 2023, 199(3): 167-208.
12. Ying Hu, Xiaomin Shi, Zuo Quan Xu. Stochastic linear-quadratic control with a jump and regime switching on a random horizon. Mathematical Control and Related Fields, 2023, 13(4): 1597-1617.
13. Ying Hu, Xiaomin Shi, Zuo Quan Xu. Constrained stochastic LQ control with regime switching and application to portfolio selection. Annals of Applied Probability, 2022, 32(1), 426-460.
14. Ying Hu, Xiaomin Shi, Zuo Quan Xu. Constrained stochastic LQ control on infinite time horizon with regime switching. ESAIM: Control, Optimisation and Calculus of Variations, 2022, 28, 5.
15. Xiaomin Shi. Central limit theorems for bounded random variables under belief measures. Journal of Mathematical Analysis and Applications, 2018, 460(2): 546-560.
16. Shaolin Ji, Xiaomin Shi. Recursive utility optimization with concave coefficients. Mathematical Control and Related Fields, 2018, 8(3-4): 753-775.
17. Shaolin Ji, Xiaomin Shi. Reaching goals under ambiguity: continuous-time optimal portfolio selection. Statistics & Probability Letters, 2018, 137: 63-69.
18. Shaolin Ji, Xiaomin Shi. Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations. Systems & Control Letters, 2017, 104, 1-4.
