Chen Wanyi

Chen Wanyi

Name: Chen Wanyi

Sex: Male

Department: Department of Automation

Position:  Professor

Education: Doctor of Philosophy

Major: Control Science and Engineering

Email: wychen@nankai.edu.cn

Research area: Robust control theory, Financial Mathematics and Financial Engineering


Personal profile
Achievements
Writing papers
Lecture course
Social Appointments

[Education and Work Experience]

Mr.Chen Wanyi received his B.S degree in Mathematics from Liao-Cheng University, Shandong, China in 1983, M.S. degree in Mathematics from Shaanxi Normal University, Xian, China, in 1986; and Ph.D. degree in control theory and its applications from Nankai University, Tianjin, China, in 1995. He is currently a professor at College of Artificial Intelligence, Nankai University. He is a member of AMS and a reviewer of the Mathematical Reviews. He has published a lot of papers on robust control, and financial mathematics. His current  research interests include control theory, financial mathematics and engineering. 

He has taught a lot of courses such as Advanced Mathematics (two semester, for undergraduate students), and Basic Theory of Linear Systems (for graduate students).

His email address: wychen@nankai.edu.cn



[Projects,Award and Patent]



[Publications and Books]


[1]陈万义,涂奉生,Quadratic stabilization of distributed parameter systems with  norm-bounded time-varying  uncertainty, (西班牙) Collectanea Mathematica ,vol.48,no.3,pp.253-264,1997. 

[2] 陈万义,涂奉生,Quadratic stabilization of uncertain linear time-varying systems, Proc.35th IEEE CDC,Kobe,

Japan,Dec.11-13,1996,pp.3362-3367.已收入EI 

[3] 宫向阳,陈万义,涂奉生,The stability and design of nonlinear neural networks, (美国)Computers, 
Mathematics with App1.
,vol.35,no.8,pp.1-7,1998.已被SCI和EI同时检索

[4] 陈万义,关于线性时滞系统的H_infinity 控制,系统工程与电子技术,vol. 20,no. 10,1998,pp. 49-52. 已收入EI. 

[5] 陈万义,宫向阳,涂奉生,On the asymptotic stability of Hopfield neural networks, Journal of Systems Science and Systems Engineering,vol. 6,no. 4,1997,pp. 389-395.已被INSPEC检索。

[6] 陈万义,涂奉生,The Strict bounded real lemma for linear time-varying systems, (美国)J. Math. Anal. Appl. vol.244 ,pp. 120-132,2000.已被SCI检索。

[7] 陈万义,不确定线性时滞系统的H_infinity 控制, 系统工程与电子技术, 2000年第9期, pp.25-27. 

[8] 陈万义,涂奉生,Disturbance attenuation via state feedback controllers, Sys. Sci. and Math. Sci., vol.12,

   no.4,pp. 338-343,1999. 

[9] 陈万义,Comments on “simple criteria for stability of neutral systems with multiple delays”, (英国)International Journal of Systems Science,vol. 30,pp. 1247-1248,1999.已被SCIE检索。

10] 陈万义, Some new results on the asymptotic stability of uncertain dynamical systems with time-varying delay, 
(英国)International Journal of Systems Science,vol. 33, no.11, pp. 917-922, 2002. 已被SCI和EI检索。

[[11] 陈万义,Robust H_infinity stabilization of uncertain linear time-delay system with delayed/non-delayed state feedback controllers, 系统工程与电子技术(英文版),2001年第4期, pp. 71—76.已被INSPEC检索。

[12] 陈万义, 带有时滞状态的不确定Lur’e-Postnikov 系统的鲁棒镇定,控制理论与应用,vol.20, no.3, 2003, pp.258-260. 

[13] 陈万义,非风险中性定价意义下的欧式期权定价公式,数学的实践与认识,2004年第1期,pp.76-79.

[14] 刘年青,陈万义,信用卡产业最优化问题的数学模型,预测,2004年第1 期,pp.78-80.  

[151]张晶锋, 赵磊, 陈万义, 允许卖空的基于MINIMAX规则的证券组合选择, 系统工程理论与实践, 2008年第4期, pp.12-18 

[16] 陈万义,精算数学中某些公式的推导及推广,中国自动化学会控制理论专业委员会D卷,2011年中国控制会议论文集,pp.5575-5578, IEEE,EI检索

[17] 宋博,陈万义,基于HP滤波和ARMA-GARCH模型的人民币汇率趋势预测,数学的实践与认识,2017年第1期,pp.70-78.

[18] 赵婷婷,陈万义,基于信用消费行为的商业银行零售业务信用风险再评估,金融理论与实践,2016年第12期,pp.75-79.


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