穆 蕊

发布时间:2015-9-2 8:26:07 浏览次数:1434   
 

姓   名:

穆蕊

职   称:

高聘副教授 

性   别:

研究方向:

随机控制

出生年月:

19878

联系方式:

rmu@suda.edu.cn

苏州大学金融工程研究中心本部览秀楼212办公室

最后学历:

博士

毕业学校:

法国勒芒大学

介    绍:

 Research Interests

· Stochastic optimal controls

· Zero-sum and nonzero-sum stochastic differential games

· Backward stochastic differential equations

· Partial Differential Equations

Academic Experience

· 2009.09 - 2015.06     Shandong University, China

                                 Major: Probability

                                 Degree: Ph.D

                                 Supervisor: Professor Zhen WU

· 2011.11 - 2014.10     Université du Maine, France

                                 Major: Applied Mathematics

                                 Degree: Ph.D

                                 Supervisor: Professor Said HAMADENE

· 2015.06 - present     Soochow University, China

                                 Lecturer

Publications

[1] Said Hamadène, Rui Mu, Existence of Nash equilibrium points for Markovian nonzero-sum stochastic differential games with unbounded Coefficients,  Stochastics: An International Journal of Probability and Stochastic Processes, 87.1, pp. 85-111, 2015.

[2] Said Hamadène, Rui Mu, Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game, Comptes Rendus Mathematique, Ser.I 352, pp. 699-706, 2014.

[3] Rui Mu, Zhen Wu, One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators, Advances in Difference Equations, pp. 1-15, doi:10.1186/s13662-015-0607-3, 2015.
Prepublications

[1] Said Hamadène, Rui Mu, Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients, pp. 1-25, arXiv:1412.1213.

[2] Said Hamadène, Rui Mu, On the bang-bang type nonzero-sum stochastic differential game, pp. 1-25, arXiv:1412.1214.


 

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