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王寒霄

教育程度：博士及以上
职称：助理教授

电话：
邮箱：hxwang@szu.edu.cn
地址：汇星楼419

教程程度	博士及以上	职称	助理教授
电话		邮箱	hxwang@szu.edu.cn
地址	汇星楼419	教育经历	2014.09-2020.06 复旦大学十大正规网投信誉平台博士导师：雍炯敏教授； <br> 2017.10-2019.05 美国中佛罗里达大学数学系联合培养博士合作导师：孙颀彧教授； <br> 2010.09-2014.07 吉林大学数学学院学士
工作经历	2022.04-至今十大正规平台官网助理教授； <br> 2020.09-2022.02 新加坡国立大学研究员合作导师：戴民教授、周超副教授	研究领域	随机控制、随机微分方程、金融数学
获得荣誉	十大正规平台官网“鹏城孔雀”计划C岗 <br> 2024年独立获得国际学术期刊Stochastics and Dynamics 2021年度最佳论文奖	教学课程	高等数学、工程数学、线性代数
科研成果	[1] Hanxiao Wang, Jiongmin Yong, and Chao Zhou, Linear-Quadratic Optimal Control for Stochastic Volterra Integral Equations: Causal Feedback and Path-dependent Riccati Equations, SIAM Journal on Control and Optimization, 61 (2023), 2595-2629. <br> [2] Ali Lazrak, Hanxiao Wang, and Jiongmin Yong, Present-Biased Lobbyists in Linear Quadratic Stochastic Differential Games, Finance and Stochastics, 27 (2023), 947–984. <br> [3] Jingrui Sun, Hanxiao Wang, and Jiaqiang Wen, Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games, SIAM Journal on Control and Optimization, 61 (2023), 250-282. <br> [4] Hanxiao Wang, Jiongmin Yong, and Jianfeng Zhang, Path Dependent Feynman-Kac Formula for Forward Backward Stochastic Volterra Integral Equations, Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 58 (2022), 603-638. <br> [5] Jingrui Sun, Hanxiao Wang, and Jiongmin Yong, Turnpike Properties for Stochastic Linear Quadratic Optimal Control Problems, Chinese Annals of Mathematics Series B, 43 (2022), 999-1022. <br> [6] Hanxiao Wang, Jiongmin Yong, and Chao Zhou, Backward Stochastic Differential Equations and Backward Stochastic Volterra Integral Equations with Anticipating Generators, Probability, Uncertainty and Quantitative Risk, 7 (2022), 301-332. <br> [7] Hanxiao Wang* and Jiongmin Yong, Time-inconsistent Stochastic Optimal Control Problems and Backward Stochastic Volterra Integral Equations, ESAIM: Control, Optimisation and Calculus of Variations, 27 (2021), 22. <br> [8] Jingrui Sun, Hanxiao Wang, and Zhen Wu, Mean-field Linear Quadratic Stochastic Differential Games, Journal of Differential Equations, 296 (2021), 299-334. <br> [9] Jingrui Sun and Hanxiao Wang, Linear Quadratic Optimal Control for Backward Stochastic Differential Equations with Random Coefficients, ESAIM: Control, Optimisation and Calculus of Variations, 27 (2021), 46. <br> [10] Hanxiao Wang, Jingrui Sun, and Jiongmin Yong, Recursive Utility Processes, Dynamic Risk Measures, and Quadratic Backward Stochastic Volterra Integral Equations, Applied Mathematics and Optimization, 84 (2021), 145-190. <br> [11] Hanxiao Wang, Extended Backward Stochastic Volterra Integral Equations, Quasilinear Parabolic Equations, and Feynman-Kac Formula, Stochastics and Dynamics, 21 (2021), 2150004. （获得期刊2021年度最佳论文奖） <br> [12] Jingrui Sun and Hanxiao Wang, Mean-Field Stochastic Linear-Quadratic Optimal Control Problems: Weak Closed-Loop Solvability, Mathematical Control and Related Fields, 11 (2021), 47-71. <br> [13] Hanxiao Wang, Jingrui Sun, and Jiongmin Yong, Weak closed-loop solvability of stochastic linear-quadratic optimal control problems, Discrete and Continuous Dynamical Systems, 39 (2019), 2785-2805. <br> 预印本: <br> [14] Hanxiao Wang, Jiongmin Yong, and Chao Zhou, Optimal Control for Forward-Backward Stochastic Differential Equations: Time-Inconsistency and Time-Consistent Solutions, submitted. <br> [15] Hanxiao Wang and Chao Zhou, Dynamic Coalition Portfolio Selection with Recursive Utility, submitted.	科研项目	国家自然科学基金青年基金，2023.01-2025.12，随机Volterra方程驱动的线性二次对策问题（主持）<br>广东省自然科学基金面上项目，2023.01-2025.12，正倒向随机系统的最优控制问题：时间不一致性和时间一致均衡策略（主持） <br>深圳市“鹏城孔雀”启动经费， 2024.01-2026.12 （主持） <br>十大正规平台官网新引进教师启动经费， 2024.01-2025.03 （主持）

个人简介

王寒霄，2014年本科毕业于吉林大学，2020年博士毕业于复旦大学，导师是国际数学家大会报告人雍炯敏教授。2017年10月至2020年5月在美国中佛罗里达大学联合培养。2020年9月至2022年2月在新加坡国立大学数学系任Research Fellow，合作导师为戴民教授和周超副教授。现就职于十大正规平台官网，任助理教授。主要从事随机控制理论及应用的研究，主要关心随机 Volterra 积分方程及相关的路径依赖偏微分方程，时间不一致控制问题，随机线性二次问题。近期也关心金融数学和平均场博弈问题。已在Ann. Inst. Henri Poincare Probab. Stat., ESAIM Control Optim. Calc. Var., Finance Stoch., J. Differential Equations, SIAM J. Control Optim.等期刊发表论文13篇，投稿论文2篇。主持国家自然科学基金青年项目一项，广东省自然科学基金面上项目一项。任美国数学会评论员，SIAM J. Control Optim., Finance Stoch等期刊审稿人。入选深圳市“鹏城孔雀”计划C岗，独立获得2021年Stochastics and Dynamics最佳论文奖。

学者网：https://www.scholat.com/wanghanxiao

谷歌学术：https://scholar.google.com/citations?view_op=list_works&hl=zh-CN&hl=zh-CN&user=kIVU7p0AAAAJ&sortby=pubdate

美国数学评论：https://mathscinet.ams.org/mathscinet/author?authorId=1313641

教育经历

2014.09-2020.06 复旦大学十大正规网投信誉平台博士导师：雍炯敏教授；
2017.10-2019.05 美国中佛罗里达大学数学系联合培养博士合作导师：孙颀彧教授；
2010.09-2014.07 吉林大学数学学院学士

工作经历

2022.04-至今十大正规平台官网助理教授；
2020.09-2022.02 新加坡国立大学研究员合作导师：戴民教授、周超副教授

研究领域

随机控制、随机微分方程、金融数学

获得荣誉

十大正规平台官网“鹏城孔雀”计划C岗
2024年独立获得国际学术期刊Stochastics and Dynamics 2021年度最佳论文奖

教学课程

高等数学、工程数学、线性代数

科研成果

[1] Hanxiao Wang, Jiongmin Yong*, and Chao Zhou, Linear-Quadratic Optimal Control for Stochastic Volterra Integral Equations: Causal Feedback and Path-dependent Riccati Equations, SIAM Journal on Control and Optimization, 61 (2023), 2595-2629.
[2] Ali Lazrak, Hanxiao Wang*, and Jiongmin Yong, Present-Biased Lobbyists in Linear Quadratic Stochastic Differential Games, Finance and Stochastics, 27 (2023), 947–984.
[3] Jingrui Sun, Hanxiao Wang*, and Jiaqiang Wen, Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games, SIAM Journal on Control and Optimization, 61 (2023), 250-282.
[4] Hanxiao Wang*, Jiongmin Yong, and Jianfeng Zhang, Path Dependent Feynman-Kac Formula for Forward Backward Stochastic Volterra Integral Equations, Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 58 (2022), 603-638.
[5] Jingrui Sun, Hanxiao Wang*, and Jiongmin Yong, Turnpike Properties for Stochastic Linear Quadratic Optimal Control Problems, Chinese Annals of Mathematics Series B, 43 (2022), 999-1022.
[6] Hanxiao Wang*, Jiongmin Yong, and Chao Zhou, Backward Stochastic Differential Equations and Backward Stochastic Volterra Integral Equations with Anticipating Generators, Probability, Uncertainty and Quantitative Risk, 7 (2022), 301-332.
[7] Hanxiao Wang* and Jiongmin Yong, Time-inconsistent Stochastic Optimal Control Problems and Backward Stochastic Volterra Integral Equations, ESAIM: Control, Optimisation and Calculus of Variations, 27 (2021), 22.
[8] Jingrui Sun, Hanxiao Wang*, and Zhen Wu, Mean-field Linear Quadratic Stochastic Differential Games, Journal of Differential Equations, 296 (2021), 299-334.
[9] Jingrui Sun and Hanxiao Wang*, Linear Quadratic Optimal Control for Backward Stochastic Differential Equations with Random Coefficients, ESAIM: Control, Optimisation and Calculus of Variations, 27 (2021), 46.
[10] Hanxiao Wang, Jingrui Sun*, and Jiongmin Yong, Recursive Utility Processes, Dynamic Risk Measures, and Quadratic Backward Stochastic Volterra Integral Equations, Applied Mathematics and Optimization, 84 (2021), 145-190.
[11] Hanxiao Wang*, Extended Backward Stochastic Volterra Integral Equations, Quasilinear Parabolic Equations, and Feynman-Kac Formula, Stochastics and Dynamics, 21 (2021), 2150004. （获得期刊2021年度最佳论文奖）
[12] Jingrui Sun and Hanxiao Wang*, Mean-Field Stochastic Linear-Quadratic Optimal Control Problems: Weak Closed-Loop Solvability, Mathematical Control and Related Fields, 11 (2021), 47-71.
[13] Hanxiao Wang, Jingrui Sun*, and Jiongmin Yong, Weak closed-loop solvability of stochastic linear-quadratic optimal control problems, Discrete and Continuous Dynamical Systems, 39 (2019), 2785-2805.
预印本:
[14] Hanxiao Wang, Jiongmin Yong*, and Chao Zhou, Optimal Control for Forward-Backward Stochastic Differential Equations: Time-Inconsistency and Time-Consistent Solutions, submitted.
[15] Hanxiao Wang and Chao Zhou*, Dynamic Coalition Portfolio Selection with Recursive Utility, submitted.

科研项目

国家自然科学基金青年基金，2023.01-2025.12，随机Volterra方程驱动的线性二次对策问题（主持）
广东省自然科学基金面上项目，2023.01-2025.12，正倒向随机系统的最优控制问题：时间不一致性和时间一致均衡策略（主持）
深圳市“鹏城孔雀”启动经费， 2024.01-2026.12 （主持）
十大正规平台官网新引进教师启动经费， 2024.01-2025.03 （主持）