教育经历:
2005年9月-2009年6月 福建师范大学数学与应用数学系 学士
2009年9月-2014年6月 中国科学院数学与系统科学研究院 博士研究生,方向:概率论与数理统计 导师:马志明院士
工作经历:
2014年7月-2016年6月北京大学香港正版二四六论坛博士后
2016年9月-至今 香港正版二四六论坛港正版二四六论坛
研究方向:
狄氏型,随机控制,生物数学
获奖:
2013-2014学年中国科学院数学与系统科学研究院院长奖学金特等奖
2015年中国科学院大学百篇优秀博士论文
授课情况:微积分I、II、III、IV
学生培养:
毛宇彤(2020级)、谭豪(2021级)
主持项目:
国家自然科学基金青年项目:马氏过程在生物和统计物理中的若干应用 2018.01-2020.12
国家自然科学基金面上项目:受控离散时间马氏链风险灵敏性平均准则研究 2023.01-2026.12
论文:
1. Chen Xian, Ma Zhi-Ming*, Wang Ying. Markov jump processes in modeling coalescent with recombination. Annals of Statistics. 42 (2014), 129–161.
2. Chen Xian, Ma Zhi-Ming*. A transformation of Markov jump processes and applications in genetic study. Discrete and Continuous Dynamical Systems-Series A. 34 (2014), 5061–5084.
3. Wei Qingda, Chen Xian*. Constrained stochastic games with the average payoff criteria. Operations Research Letters. 43 (2015), 83-88.
4. Wei Qingda, Chen Xian*. Stochastic games for continuous-time jump processes under finite-horizon payoff criterion. Applied Mathematics and Optimization. 74 (2016), 273-301.
5. Wei Qingda, Chen Xian*. Continuous-time Markov decision processes under the risk-sensitive average cost criterion. Operations Research Letters. 44 (2016), 457-462.
6. Chen Xian, Jia Chen*. Identification of unstable fixed points for randomly perturbed dynamical systems with multistability. Journal of Mathematical Analysis and Applications. 446 (2017), 521-545.
7. Wei Qingda, Chen Xian*. Average cost criterion induced by the regular utility function for continuous-time Markov decision processes. Discrete Event Dynamic Systems. 27(2017), 501-524.
8. Chen Xian, Ma, Zhi-Ming*, Peng Xue. Positivity preserving semigroups and positivity preserving coercive forms. Stochastic partial differential equations and related fields, 439–449, Springer Proc. Math. Stat., 229, Springer, Cham, 2018.
9. Wei Qingda, Chen Xian*. Risk-sensitive average equilibria for discrete-time stochastic games. Dynamic Games and Applications. 9 (2019), 521–549.
10. Wei Qingda, Chen Xian*. Risk-sensitive average continuous-time Markov decision processes with unbounded rates. Optimization. 68 (2019), 773–800.
11. Wei Qingda, Chen Xian*. Nonzero-sum expected average discrete-time stochastic games: the case of uncountable spaces. SIAM Journal on Control and Optimization. 57 (2019), 4099–4124.
12. Chen Xian, Ma Zhi-Ming*, Peng Xue. Distribution flows associated with positivity preserving coercive forms. The Annals of Probability. 47 (2019), 2894–2929.
13. Chen Xian, Jia Chen*. Mathematical foundation of nonequilibrium fluctuation–dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients. Stochastic Processes and their Applications. 130 (2020), 171–202.
14. Chen Xian, Jia Chen*. Limit theorems for generalized density-dependent Markov chains and bursty stochastic gene regulatory networks. Journal of Mathematical Biology. 80 (2020), 959–994.
15. Wei Qingda, Chen Xian*. Average stochastic games for continuous-time jump processes. Operations Research Letters. 49 (2021), 84–90.
16. Chen Xian, Guo Wei, Ni Xu-min*. Markov jump processes in estimating sharing of identity by descent. Acta Mathematicae Applicatae Sinica. English Series. 37 (2021), 183-191.
17. Wei Qingda, Chen Xian*. Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion. Applied Mathematics and Optimization. 83 (2021), 915–938.
18. Wei Qingda, Chen Xian*. Nonzero-sum risk-sensitive average stochastic games: the case of unbounded costs. Dynamic Games and Applications. 11 (2021), 835–862.
19. Wei Qingda, Chen Xian*. Discounted stochastic games for continuous-time jump processes with an uncountable state space. Mathematical Methods of Operations Research. 95 (2022), 187–218.
20. Chen Xian, Wei Qingda*. Risk-sensitive average optimality for discrete-time Markov decision processes. SIAM Journal on Control and Optimization. 61 (2023), 72–104.
21. Wei Qingda, Chen Xian*. Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion. Journal of Optimization Theory and Applications. To appear
22. Wei Qingda, Chen Xian*. Risk-sensitive first passage stochastic games with unbounded costs. Optimization. To appear