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) 数学与金莎app官网理学学士

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公司讲师

2019.12至今公司副教授/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。