Jingtao Shi

发表

A leader-follower stochastic linear quadratic differential game with time delay

Huanshui Zhang, Juanjuan Xu, Jingtao Shi, 2018, Science China Information Sciences.

A Stackelberg Game of Backward Stochastic Differential Equations with Applications

Jingtao Shi, Yueyang Zheng, Jingtao Shi, 2019, Dynamic Games and Applications.

Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case

Zhen Wu, Jingtao Shi, Tianyang Nie, 2016, 2016 American Control Conference (ACC).

A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications

Jingtao Shi, Guangchen Wang, Jingtao Shi, 2016, IEEE Transactions on Automatic Control.

Maximum principle for forward-backward stochastic control system with random jumps and applications to finance

Zhen Wu, Jingtao Shi, 2010, J. Syst. Sci. Complex..

Sufficient conditions of optimality for mean-field stochastic control problems

Jingtao Shi, Jingtao Shi, 2012, 2012 12th International Conference on Control Automation Robotics & Vision (ICARCV).

Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions and applications to finance

Jingtao Shi, 2010, IEEE ICCA 2010.

Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions

Jingtao Shi, Jingtao Shi, 2014, Int. J. Control.

Forward-backward linear quadratic stochastic optimal control problem with delay

Xun Li, Jingtao Shi, Jianhui Huang, 2012, Syst. Control. Lett..

Leader-follower stochastic differential game with asymmetric information and applications

Jingtao Shi, Guangchen Wang, Jie Xiong, 2015, Autom..

Linear-quadratic stochastic Stackelberg differential game with asymmetric information

Jingtao Shi, Guangchen Wang, Jie Xiong, 2016, Science China Information Sciences.

Two Different Approaches to Stochastic Recursive Optimal Control Problem with Delay and Applications

Jingtao Shi, 2013 .

Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case

Zhen Wu, Jingtao Shi, Tianyang Nie, 2017, SIAM J. Control. Optim..

Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case

Jingtao Shi, Weijun Meng, Jingtao Shi, 2018, 2018 15th International Conference on Control, Automation, Robotics and Vision (ICARCV).

A global maximum principle for stochastic optimal control problems with delay and applications

Jingtao Shi, Weijun Meng, 2021, Syst. Control. Lett..

Linear Quadratic Stackelberg Stochastic Differential Games: Closed-Loop Solvability

Jingtao Shi, Zixuan Li, Jingtao Shi, 2020, 2021 40th Chinese Control Conference (CCC).

A linear-quadratic partially observed Stackelberg stochastic differential game with application

Jingtao Shi, Yueyang Zheng, Jingtao Shi, 2020, Appl. Math. Comput..

A linear quadratic stochastic Stackelberg differential game with time delay

Jingtao Shi, Weijun Meng, Jingtao Shi, 2020, Mathematical Control & Related Fields.

Mean-field linear-quadratic stochastic differential games in an infinite horizon

Jingtao Shi, Jiongmin Yong, Xun Li, 2020, ESAIM: Control, Optimisation and Calculus of Variations.

Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications

Jingtao Shi, 2013 .

Stochastic Recursive Optimal Control Problem with Time Delay and Applications

Jingtao Shi, Huanshui Zhang, Huanshui Zhang, 2013, 1304.6182.

One Kind of Fully Coupled Linear Quadratic Stochastic Control Problem with Random Jumps

Zhen Wu, Jingtao Shi, Zhen Wu, 2009 .

Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions

Jingtao Shi, Jingtao Shi, 2014 .

Necessary Conditions for Optimal Control of Forward-Backward Stochastic Systems with Random Jumps

Jingtao Shi, 2012 .

Optimal control for stochastic differential delay equations with Poisson jumps and applications

Jingtao Shi, 2015 .

An effective gradient projection method for stochastic optimal control

Jingtao Shi, Wenbin Liu, Wenbin Liu, 2013 .

Maximum Principle for Partially-Observed Optimal Control of Fully-Coupled Forward-Backward Stochastic Systems

Zhen Wu, Jingtao Shi, Zhen Wu, 2010 .

A kind of linear-quadratic leader-follower stochastic differential game

Jingtao Shi, Guangchen Wang, 2016, CCC 2016.

ϵ-Nash mean-field games for linear-quadratic systems with random jumps and applications

Jingtao Shi, Jingtao Shi, Ruimin Xu, 2019, Int. J. Control.

Relationship Between MP and DPP for the Stochastic Optimal Control Problem of Jump Diffusions

Zhen Wu, Jingtao Shi, Zhen Wu, 2011 .

Relationship between Maximum Principle and Dynamic Programming for Stochastic Recursive Optimal Control Problems and Applications

Jingtao Shi, Zhiyong Yu, Zhiyong Yu, 2013 .

Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations

Jingtao Shi, Jianhui Huang, Jianhui Huang, 2012 .

The maximum principle for partially observed optimal control of fully coupled forward-backward stochastic systems with state constraints

Jingtao Shi, Jingtao Shi, 2010, 2010 Chinese Control and Decision Conference.