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Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates

Paper Publications

[51] Shaolin Ji. Dual method for continuous-time Markowitz's problems with nonlinear wealth equations. Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 366, 90, 2010.
[52] Shaolin Ji and Wu Zhen. The maximum principle for one kind of stochastic optimization problem and application in dynamic .... Acta Mathematica Sinica-English Series, 23, 2189, 2007.
[53] Shaolin Ji and pengshige. Terminal perturbation method for the backward approach to continuous time mean-variance portfolio.... Stochastic Processes and their Applications, 118, 952, 2008.
[54] Shaolin Ji and humingshang. A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS. SIAM Journal on Control and Optimization, 2018.
[55] Shaolin Ji. The stochastic maximum principle in singular optimal control with recursive utilities. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 471, 378, 2019.
[56] Shaolin Ji. Reaching goals under ambiguity: Continuous-time optimal portfolio selection. Statistics and Probability Letters, 2018.
[57] Shaolin Ji. RECURSIVE UTILITY OPTIMIZATION WITH CONCAVE COEFFICIENTS. Mathematical Control and Related Fields, 2018.
[58] 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.
[59] pengshige , Shaolin Ji and humingshang. Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Browni.... Stochastic Processes and their Applications, 2014.
[60] Shaolin Ji and humingshang. Stochastic maximum principle for stochastic recursive optimal control problem under volatility am.... SIAM J. CONTROL OPTIM., 2016.

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