Shaolin Ji

发表

Deep learning method for solving stochastic optimal control problem via stochastic maximum principle pdf

Shaolin Ji, Shige Peng, Ying Peng, 2020, ArXiv.

Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning

Ying Peng, Shaolin Ji, Xichuan Zhang, 2019, IEEE Intelligent Systems.

Ambiguous volatility, possibility and utility in continuous time

Shaolin Ji, Larry G. Epstein, Shaolin Ji, 2011, 1103.1652.

The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation

Shaolin Ji, Mingshang Hu, Xiaole Xue, 2019, SIAM J. Control. Optim..

A filtering problem with uncertainty in observation

Shaolin Ji, Chuiliu Kong, Chuanfeng Sun, 2019, Syst. Control. Lett..

Optimal Learning Under Robustness and Time-Consistency

Shaolin Ji, Larry G. Epstein, Shaolin Ji, 2017, Oper. Res..

A maximum principle for stochastic optimal control with terminal state constraints, and its applications

Xun Yu Zhou, Shaolin Ji, 2006, Commun. Inf. Syst..

Sampling schedule design towards optimal drug monitoring for individualizing therapy

Ping Wu, Yingzhi Zeng, Edmund Jon Deoon Lee, 2005, Comput. Methods Programs Biomed..

Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity

Shaolin Ji, Mingshang Hu, 2016, SIAM J. Control. Optim..

Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations

Shaolin Ji, Xiaomin Shi, Shaolin Ji, 2016, Syst. Control. Lett..

Solving stochastic optimal control problem via stochastic maximum principle with deep learning method.

Shaolin Ji, Shige Peng, Ying Peng, 2020 .

A robust Kalman-Bucy filtering problem

Shaolin Ji, Chuiliu Kong, Chuanfeng Sun, 2019, Autom..

A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems

Shaolin Ji, Mingshang Hu, Xiaole Xue, 2018, SIAM J. Control. Optim..

A control method for solving high-dimensional Hamiltonian systems through deep neural networks pdf

Shaolin Ji, Shige Peng, Ying Peng, 2021, ArXiv.

Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation

Shaolin Ji, Mingshang Hu, Xiaojuan Li, 2021 .

A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems

Shaolin Ji, Rundong Xu, Shaolin Ji, 2021, SIAM J. Control. Optim..

A novel control method for solving high-dimensional Hamiltonian systems through deep neural networks

Shaolin Ji, Shige Peng, Xichuan Zhang, 2021, 2111.02636.

Kalman-Bucy Filtering and Minimum Mean Square Estimator under Uncertainty

Shaolin Ji, Chuanfeng Sun, Ji-Feng Zhang, 2021, SIAM J. Control. Optim..

Novel multi-step predictor-corrector schemes for backward stochastic differential equations pdf

Shaolin Ji, Qiang Han, Shaolin Ji, 2021, ArXiv.

A maximum principle for fully coupled forward–backward stochastic control systems with terminal state constraints

Shaolin Ji, Qingmeng Wei, Shaolin Ji, 2013 .

Dynamic Programming Principle for Stochastic Recursive Optimal Control Problem under G-framework

Shaolin Ji, Mingshang Hu, Mingshang Hu, 2014 .

A Stochastic Recursive Optimal Control Problem Under the G-expectation Framework

Shuzhen Yang, Shaolin Ji, Mingshang Hu, 2013 .

The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System

Shaolin Ji, Chuanfeng Sun, Qingmeng Wei, 2013 .