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王燕青




基本信息


姓名:王燕青

籍贯:山东潍坊

民族:汉族

职称:副教授

所在部门(教研室):优化与大数据

个人主页:https://www.scholat.com/wangyanqing

办公室(电话):数学与统计学院804

电子邮件:yqwang@swu.edu.cn




教育背景


2008.9 至 2013.7, 中国科学院大学, 运筹学与控制论, 博士

2004.9 至 2008.7, 四川大学, 数学, 学士




工作经历


2018-07 至 今, 西南大学, 数学与统计学院, 副教授

2019-08 至 2020-07, 图宾根大学, 数学系,

2013-07 至 2018-06, 西南大学, 数学与统计学院, 讲师

2015-07 至 2016-07, 中佛罗里达大学, 数学系, 访问学者




研究领域


随机系统的控制理论和最优控制问题的数值算法;倒向随机微分方程数值算法;医学统计




主讲课程


研究生课程:《自动控制理论》、《最优控制理论》、《最优化计算方法》

本科生课程:《常微分方程》




学术兼职


1. 教育部学位与研究生教育发展中心学位论文评审专家

2. 担任SICON, Automatica, IEEE Trans. Autom. Control, IMA J. Numer. Anal., ESAIM: COCV, Sci. China Math., Math. Control Relat. Fields, System Control Lett., J. Math. Anal. Appl., 等多个国际期刊审稿人

3. 美国“数学评论”评论员




代表性项目


1. 国家自然科学基金青年项目,11801467;

2. 重庆市自然科学基金面上项目,cstc2018 jcyjAX0148;

3. 国家自然科学基金天元项目,11526167




代表性专著


1. Andreas Prohl, Yanqing Wang, Numerical Methods for Optimal Control Problems with SPDEs, SpringerBriefs in PDEs and Data Science, Springer, to appear.

2. Qi Lü, Penghui Wang, Yanqing Wang, Xu Zhang, Chapter 6-Numerics for stochastic distributed parameter control systems: a finite transposition method, In: Trelat E., Zuazua E. (Eds), Handbook of Numerical Methods for Numerical Control: Part A, North-Holland, 2022.




代表性论文


1. Abhishek Chaudhary*, Fabian Merle, Andreas Prohl, Yanqing Wang*, An efficient discretization to simulate the solution of linear-quadratic stochastic boundary control problem, IMA J. Numer. Anal., accepted.

2. Yanqing Wang, Strong error estimates for the space-time discretization of a stochastic linear quadratic control problem with control in the diffusion, SIAM J. Control Optim., 63(2025): 3328–3355.

3. Andreas Prohl, Yanqing Wang*, Convergence with rates for a Riccati-based discretization of SLQ problems with SPDEs, IMA J. Numer. Anal., 44(2024): 3393–3434.

4. Yanqing Wang, Error analysis of the feedback controls arising in the stochastic linear quadratic control problems, J. Syst. Sci. Complex., 36(2023): 1540–1559.

5. 王燕青, 平均场线性二次最优控制问题状态反馈算法的收敛速度, 中国科学: 数学, 53(2023): 1145–1162.

6. Andreas Prohl, Yanqing Wang*, Strong error estimates for a space-time discretization of the linear-quadratic control problem with the stochastic heat equation with linear noise, IMA J. Numer. Anal., 42(2022): 3386–3429.

7. Yanqing Wang, Error analysis of a discretization for stochastic linear quadratic control problems governed by SDEs, IMA J. Math. Control I., 38(2021): 1148–1173.

8. Andreas Prohl, Yanqing Wang*, Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation, ESAIM Control Optim. Calc. Var., 27(2021) 54.

9. Yanqing Wang, Zhiyong Yu*, On the partial controllability of SDEs and the exact controllability of FBSDEs, ESAIM Control Optim. Calc. Var., 26(2020) 68.

10. Yanqing Wang, L2-regularity of solutions to linear backward stochastic heat equations, and a numerical application, J. Math. Anal. Appl., 486(2020) 123870.

11. Yanqing Wang, Xiuxiang Zhou*, Exact controllability of stochastic differential equations with memory, Systems & Control Lett., 142(2020) 104732.

12. Ning Chen, Yanqing Wang*, Donghui Yang, Time-varying bang-bang property of time optimal controls for heat equation and its application, Systems & Control Lett., 112(2018):18–23.

13. Yanqing Wang, Donghui Yang, Jiongmin Yong, Zhiyong Yu*, Exact controllability of linear stochastic differential equations and related problems, Math. Control Relat. Fields, 7(2017): 305–345.

14. Yanqing Wang, Approximate representations of solutions to SVIEs, and an application to numerical analysis, J. Math. Anal. Appl., 449(2017): 642–659.

15. Yanqing Wang, A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations, Math. Control Relat. Fields, 6(2016): 489–515.

16. Yanqing Wang*, Can Zhang, The norm optimal control of stochastic linear control systems, ESAIM Control Optim. Calc. Var., 21(2015): 399–413.

17. Yanqing Wang, BSDEs with general filtration driven by Levy processes, and an application in stochastic controllability, Systems & Control Lett., 62(2013): 242–247.





代表性获奖


第八届重庆市工业与应用数学学会年会优秀论文奖