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主要学习经历
2001.07 山东师范大学 学士
2004.06 威尼斯144777欢迎您 硕士
2007.06 威尼斯144777欢迎您 博士
主要工作经历
2007.07-2010.08 山东师范大学 讲师
2010.09- 威尼斯144777欢迎您 讲师、副教授、教授
主要期刊论文（按时间顺序）
[J1] G. C. Wang, Z. Wu. Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems. J. Math. Anal. Appl., 342, pp: 1280-1296, 2008.
[J2] G. C. Wang, Z. Wu. The maximum principles for stochastic recursive optimal control problems under partial information. IEEE Trans. Auto. Contr., 54(6), pp: 1230-1242, 2009.
[J3] J. H. Huang, G. C. Wang, J. Xiong. A maximum principle for partial information backward stochastic control problems with applications. SIAM J. Control Optim., 48(4), pp: 2106-2117, 2009.
[J4] G. C. Wang, Z. Wu. General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance. J. Optim. Theory Appl., 141, pp: 677-700, 2009.
[J5] G. C. Wang, Z. Y. Yu. A Pontryagin’s maximum principle for non-zero sum differential games of backward stochastic differential equations with applications. IEEE Trans. Auto. Contr., 55(7), pp: 1742-1747, 2010.
[J6] J. H. Huang, X. Li, G. C. Wang. Maximum principles for a class of partial information risk-sensitive optimal controls. IEEE Trans. Auto. Contr., 55(6), pp: 1438-1443, 2010.
[J7] J. H. Huang, X. Li, G. C. Wang. Near-optimal control problems for linear forward-backward stochastic systems. Automatica, 46(2), pp: 397-404, 2010.
[J8] J. H. Huang, G. C. Wang, Z. Wu. Optimal premium policy of an insurance firm: full and partial information. Insur. Math. Econ., 47, pp: 208-215, 2010.
[J9] G. C. Wang, Z. Wu. Mean-variance hedging and forward-backward stochastic differential filtering equations. Abst. Appl. Anal., Volume 2011, Article ID 310910, 20 pages, 2011.
[J10] G. C. Wang, Z. Y. Yu. A partial information non-zero sum differential game of backward stochastic differential equations with applications. Automatica, 48(2): 342-352, 2012.
[J11] G. C. Wang, Z. Wu, J. Xiong. Maximum principles for forward-backward stochastic control systems with correlated state and observation noises. SIAM J. Control Optim., 51(1), pp: 491-524, 2013.
[J12] G. C. Wang, C. H. Zhang, W. H. Zhang. Stochastic maximum principle for mean-field type optimal control under partial information. IEEE Trans. Auto. Contr., 59(2), pp: 522-528, 2014.
[J13] G. C. Wang, H. Xiao. Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance. J. Optim. Theory Appl., 165, pp: 639-656, 2015.
[J14] E. C. M. Hui, G. C. Wang. A new optimal portfolio selection model with owner-occupied housing. Appl. Math. Comput., 270, pp: 714-723, 2015.
[J15] G. C. Wang, Z. Wu, J. Xiong. A linear-quadratic optimal control problem of forward-backward stochastic differential equations with partial information. IEEE Trans. Auto. Contr., 60, pp: 2904-2916, 2015.
[J16] J. T. Shi, G. C. Wang, J. Xiong. Leader-follower stochastic differential game with asymmetric information and applications. Automatica, 63, pp: 60-73, 2016.
[J17] J. T. Shi, G. C. Wang. A non-zero differential game of BSDE with time-delayed generator with applications. IEEE Trans. Auto. Contr., 61, pp: 1959-1964, 2016.
[J18] G. C. Wang, J. Xiong, S. Q., Zhang. Partially observable stochastic optimal control. Int. J. Numer. Anal. Model., 13(4), pp: 493-512, 2016.
[J19] J. T. Shi, G. C. Wang, J. Xiong. Linear-quadratic stochastic Stackelberg differential game with asymmetric information. Sci. China Inf. Sci., DOI: 10.1007/s11432-016-0654-y.
主持科研项目情况
现主持国家自然科学基金优秀青年项目、国家自然科学基金面上项目、山东省自然科学基金杰出青年项目和教育部新世纪优秀人才支持计划各1项，结题国家和山东省自然科学基金3项。
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