Biography

Peng Luo received his Ph.D. through a joint program between the University of Konstanz (Germany) and Shandong University. He subsequently held postdoctoral positions at ETH Zurich (Switzerland) and the University of Waterloo (Canada). He is currently a Tenure-Track Associate Professor at the School of Mathematical Sciences, Shanghai Jiao Tong University. His long-term research interests lie in stochastic control and financial mathematics, with a primary focus on the theory and applications of backward stochastic differential equations (BSDEs), particularly solutions under non-Lipschitz coefficient conditions and their applications in financial markets. This includes: market game modeling — studying market impact games and pricing optimization under stochastic parameters; and portfolio theory — characterizing portfolio optimization problems through fully coupled BSDEs. He combines robust stochastic control with monotone mean-variance problems and has proposed saddle-point algorithm-based solutions. He has published in journals including SIAM Journal on Financial Mathematics, Electronic Journal of Probability, Stochastic Processes and their Applications, and Probability, Uncertainty and Quantitative Risk.