一、基本信息
时晓敏，九三学社社员。E-mail:shixiaominhi@163.com
二、教育经历
2007.09-2011.07山东大学(威海) 数学与统计学院理学学士
2011.09-2017.07山东大学金融研究院理学博士
三、工作经历
2017.09—2019.11山东财经大学讲师
2019.12至今山东财经大学副教授/硕士生导师
四、研究兴趣
随机控制及其在金融数学中的应用、倒向随机微分方程
五、代表性论文
(1)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.
(2)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.
(3) Xiaomin Shi, Central limit theorems for bounded random variables under belief measures, Journal of Mathematical Analysis and Applications, 2018, 460(2): 546-560
(4) Shaolin Ji, Xiaomin Shi,Recursive utility optimization with concave coefficients, Mathematical Control and Related Fields, 2018, 8(3-4): 753-775
(5)Shaolin Ji, Xiaomin Shi, Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations, Systems Control Lett. 2017, 104, 1-4.
六、其它
美国《数学评论》评论员。