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Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates

Paper Publications

[21] 彭滢. Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning. 《IEEE INTELLIGENT SYSTEMS》, 2020.
[22] 嵇少林. A filtering problem with uncertainty in observation. Systems and Control Letters, 135, 2020.
[23] humingshang and Shaolin Ji. The existence and uniqueness of viscosity solution to a kind of Hamilton-Jacobi-Bellman equation. SIAM JOURNAL ON CONTROL AND OPTIMIZATION？？, 2019.
[24] humingshang and Shaolin Ji. A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS. SIAM Journal on Control and Optimization, 2018.
[25] Shaolin Ji. The stochastic maximum principle in singular optimal control with recursive utilities. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 471, 378, 2019.
[26] Shaolin Ji. Reaching goals under ambiguity: Continuous-time optimal portfolio selection. Statistics and Probability Letters, 2018.
[27] Shaolin Ji. RECURSIVE UTILITY OPTIMIZATION WITH CONCAVE COEFFICIENTS. Mathematical Control and Related Fields, 2018.
[28] Shaolin Ji. A STOCHASTIC MAXIMUM PRINCIPLE FOR LINEAR QUADRATIC PROBLEM WITH NONCONVEX CONTROL DOMAIN. Mathematical Control and Related Fields, Vol. 8, No. 3&4, 653-678, 9, 495, 2019.
[29] humingshang , Shaolin Ji and pengshige. Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Browni.... Stochastic Processes and their Applications, 2014.
[30] Shaolin Ji. Recursive Utility Maximization for Terminal Wealth under Partial Information. Math. Probl. Eng., 2016, 2016.

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