理学博士、教授、硕士生导师
研究方向：随机控制、随机滤波、金融数学、正倒向随机微分方程
联系方式
电邮：xiao_hua@sdu.edu.cn
学术兼职
1）2015/08-至今：美国《Mathematical Reviews》 评论员
访问经历
1) 2015/03-2016/03 Postdoctoral Fellow 英国拉夫堡大学数学系
2) 2013/09-2014/09 Visiting Scholar 美国田纳西大学数学系
3) 2013/07-2013.08 Research Fellow 澳门大学数学系
4) 2013/01-2013/03 Research Associate 香港理工大学应用数学系
5) 2011/06-20111/09 Research Assistant 香港理工大学建筑及房地产系
6) 2010/07-2010/09 Research Assistant 香港理工大学建筑及房地产系
学习经历
1) 2011/12 37000cm威尼斯 博士学位 导师：吴臻教授
2) 2005/06 37000cm威尼斯 硕士学位 导师：吴臻教授
3) 2002/07 37000cm威尼斯 学士学位
工作经历
1) 2018/09-至今 37000cm威尼斯（威海）37000cm威尼斯 教授
2) 2013/09-2018/08 37000cm威尼斯（威海）37000cm威尼斯 副教授
3) 2007/09-2013/08 37000cm威尼斯（威海）37000cm威尼斯 讲师
4) 2005/07-2007/08 37000cm威尼斯（威海）37000cm威尼斯 助教
科研论文
期刊文章
1）Guangchen Wang, Hua Xiao (通讯) and Jie Xiong. A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information. Automatica, 97 (2018) 346-352.
2）Guangchen Wang, Hua Xiao (通讯) and Guojing Xing. An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation. Automatica, 86 (2017) 104-109.
3）Guangchen Wang and Hua Xiao (通讯). Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance. Journal of Optimization Theory and Applications, 165 (2015) 639-656.
4）Dejian Chang and Hua Xiao (通讯). Linear quadratic nonzero sum differential games with asymmetric information. Mathematical Problems in Engineering, Volume 2014, Article ID 262314, DOI: 10.1155/2014/262314 (2014)
5）Eddie C.M. Hui and Hua Xiao (通讯). Differential games of partial information forward-backward doubly stochastic differential equations and applications. ESAIM: Control, Optimisation and Calculus of Variations, 20(1) (2014) 78-94.
6）Hua Xiao. Optimality conditions for optimal control of jump-diffusion SDEs with correlated observations noises. Mathematical Problems in Engineering, Volume 2013, Article ID 613159, DOI: 10.1155/2013/613159 (2013)
7）Eddie C.M. Hui and Hua Xiao (通讯). Maximum principle for differential games of forward-backward stochastic systems with applications. Journal of Mathematical Analysis and Applications, 386(1) (2012) 412-427.
8）Hua Xiao (通讯) and Guangchen Wang. A necessary condition for optimal control of initial coupled forward-backward stochastic differential equations with partial information. Journal of Applied Mathematics and Computing, 37 (2011) 347-359.
9）Hua Xiao. The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps. Journal of Systems Science and Complexity, 24(6) (2011) 1083-1099.
10）Bing Yang and Hua Xiao (通讯). Law of large numbers under the nonlinear expectation. Proceedings of the American Mathematical Society, 139(10) (2011) 3753-3762.
11） Zhen Wu and Hua Xiao (通讯). Multi-dimensional reflected backward stochastic differential equations and the comparison theorem. Acta Mathematica Scientia , 30B(5) (2010) 1819-1836.
12）Hua Xiao (通讯) and Guangchen Wang. The filtering equations of forward-backward stochastic systems with random jumps and applications to partial information stochastic optimal control. Stochastic Analysis and Applications, 28(6) (2010) 1003-1019.
13）Hua Xiao. Continuous dependence of the solution of mul-dimensional reflected backward stochastic differential equations on the parameters. Journal of Shandong University, 42(2) (2007) 68-71. (In Chinese)
会议文章
1） Hua Xiao (通讯) and Shuaiqi Zhang. Partial information differential games for mean-field SDEs. Proceedings of the 35nd Chinese Control Conference, 1684-1689, Chengdu, July 27-29, 2016.
2）Guangchen Wang and Hua Xiao. An optimal control problem of backward stochastic differential equations with partial information. Proceedings of the 32nd Chinese Control Conference, 1592-1595, Xi’an, July 26-28, 2013.
3）Hua Xiao . Maximum principle for optimal control of point processes with correlated noisy observations. Proceedings of the 30th Chinese Control Conference, 1921-1924, Yantai, July 22-24, 2011.
4）Bing Yang and Hua Xiao (通讯). Pricing and optimal conversion strategy of convertible bonds. Proceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, 3662-3667, Shanghai, December 16-18, 2009.
科研项目
1) 国家自然科学基金面上项目，61977043，《带马尔科夫跳变参数的大种群倒向随机系统的平均场博弈及其应用》、2020/01-2023/12、已结题、主持。
2) 国家博士后科学基金特别资助，2018T110678，《大种群倒向随机系统的动态优化及其应用》、2018/06-2020/06、已结题、主持。
3) 山东省自然科学基金面上基金，ZR2017MA049，《大种群随机递归系统的微分对策理论及其应用》、2017/08-2020/06、已结题、主持。
4) 国家自然科学基金青年基金, 11201263，《部分可观的带随机跳正倒向随机系统的最优控制理论及其应用》、2013/01-2015/12、已结题、主持。
5) 山东省自然科学基金青年基金，ZR2012AQ004，《带相关观测噪声的正倒向随机系统理论及其应用》、2012/07-2015/07、已结题、主持。
6) 37000cm威尼斯自主创新基金，2012ZRYQ007，《部分信息下跳扩散随机递归系统的最优控制及其在金融上的应用》，2012/07-2015/06、已结题，主持。
获得奖励
1）2013年09月，《部分信息下正倒向随机系统的微分博弈理论及其应用》，山东省高等学校优秀科研成果奖，自然科学类二等奖，位次2/3.
2) 2022年12月，《系统状态不完全可观的随机控制理论及其应用》，中国自动化学会自然科学奖一等奖，位次4/4.
