费晨

职称/职务:副教授

主要研究领域:随机系统稳定性分析,最优动态契约设计

电子邮箱:chenfei@usst.edu.cn

办公室:经管大楼A楼1006室

教育背景与工作经历

博士,管理科学与工程,东华大学,2017-2021

联合培养博士,应用统计,Universityof Strathclyde,2018-2019


教研项目及成果

 

期刊论文:

[1] Chen Fei, Weiyin Fei, Xuerong Mao, Dengfeng Xia, Litan Yang. Stabilisation of highlynonlinearhybrid systems by feedback control based on discrete-time state observations. IEEE Transaction Automatic Control, 2020,65(7): 2899-2912.

[2] Chen Fei, Weiyin Fei*, Fanhong Zhang, and Xiaoguang Yang. Research on dynamiccontract model of agent’s optimal compensation under inflation risk. Journalof Systems Sciences and Complexity, 2021, (accepted)

[3] Chen Fei, Mingxuan Shen, WeiyinFei, Xuerong Mao, Litan Yan. Stability of highly nonlinear hybrid stochastic integro-differentialdelay equations. Nonlinear Analysis: Hybrid Systems, 2019, 31: 180-199.

[3] Chen Fei, Weiyin Fei, Yayun Rui, LitanYan. International investment with exchange rate risk.Asia-Pacific Journal of Accounting and Economics, 2019, DOI: 10.1080/16081625.2019.1569539.

[4] Chen Fei, Weiyin Fei, Litan Yan. Existence and stability of solutions to highly nonlinear stochasticdifferential delay equations driven by G-Brownian motion. Applied Mathematics:A Journal of Chinese Universities, 2019, 34(2): 184-204.

[5] Chen Fei, Weiyin Fei, XuerongMao, Mmingxuan Shen, Litan Yan. Stability analysis of highly nonlinear hybridmultiple-delay stochastic differential equation. Journal of Applied Analysisand Computation, 2019, 9(3): 1053-1070.

[6]费晨.  G-布朗运动下的最优随机控制和最优消费与投资组合. 应用数学学报,2021, (已发表).

[7] 费晨, 余鹏, 费为银, 杨晓光, 闫理坦. Knight不确定下考虑逆向选择的最优动态契约设计. 系统工程理论与实践,2020,40(9): 2302-2313.

[8] 费 晨,费为银. 分布不确定下随机微分方程参数最小二乘估计.数学物理学报,2019, 39(A): 1499-1513.

[9] 费晨, 余鹏, 费为银, 闫理坦. 道德风险下带有Knight不确定的最优动态契约设计. 管理科学学报,2019,22(6): 86-96.

[10] 费晨, 杜宏俊, 费为银, 闫理坦. 通胀风险下的企业家投资-消费和对冲问题研究. 系统工程学报,2019,34(3): 383-394.[11] Chunhui Mei, Chen Fei, Weiyin Fei, Xuerong Mao. Stabilisation of highlynonlinear continuous-time hybrid stochastic differential delay equations bydiscrete-time feedback control. IET Control Theory and Applications, 2020, 14(2): 313-323.  

[12] Mingxuan Shen, Chen Fei, Weiyin Fei, Xuerong Mao. Stabilisation by delayfeedback control for highly nonlinear neutral stochastic differentialequations. Systems and Control Letters, 2020, 137: 104645. 

[13] Mingxuan Shen, Chen Fei, Weiyin Fei, Xuerong Mao. Boundedness  and stability ofhighly nonlinear hybrid neutral stochastic systems with multiple delays.Sciences China-Information Sciences, 2019, 62: 202205.

[14] Shounian Deng, Chen Fei, Weiyin Fei, XuerongMao. Generalized Ait-Sahalia-type interest rate model with Poisson jumps andconvergence of the numerical approximation. Physica A, 2019, 533: 122057. 

[15] Shounian Deng, Chen Fei, Weiyin Fei, Xuerong Mao. Stability equivalence between the stochastic differential delay equationsdriven by G-Brownian motion and the Euler–Maruyama method. AppliedMathematics Letters, 2019, 96: 138-146.



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