Login
SDU
中文
Home
Scientific Research
Working-Papers
Paper Publications
Patents
Published Books
Research Projects
Research Team
Teaching Research
Teaching Resources
Teaching Experience
Teaching Achievement
Awards and Honours
Enrollment Information
Student Information
My Album
Blog
Current position:
Home
>>
Scientific Research
Shaolin Ji
Personal Information
Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates
Scientific Research
Working-Papers
No Content
Paper Publications
More>>
. Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method. Journal of Scientific Computing, 93, 2024.
胡明尚. THE EXISTENCE AND UNIQUENESS OF VISCOSITY SOLUTION TO A KIND OF HAMILTON-JACOBI-BELLMAN EQUATION. SIAM Journal on Control and Optimization, 57, 3911, 2023.
胡明尚. Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems. MATHEMATICS OF OPERATIONS RESEARCH, 48, 1767, 2023.
胡明尚. Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation. ESAIM: Control, Optimisation and Calculus of Variations, 2023.
嵇少林. A Modified Method of Successive Approximations for stochastic recursive optimal control problems. SIAM JOURNAL ON CONTROL AND OPTIMIZATION??, 2023.
胡明尚. Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems. MATHEMATICS OF OPERATIONS RESEARCH, 24, 2023.
Patents
No Content
Published Books
No Content
Research Projects
More>>
Markov跳变随机系统的多目标鲁棒Pareto控制与权重优化研究, 2024/01/02-2024/12/31
基于非独立同分布大数据的策略概率极限理论, 2023/12/01-2028/11/30
现代农业风险管理的金融科技技术, 2022/01/01-2024/12/31
中国科协优秀中外青年交流计划(2020年度), 2020/11/24-2021/12/31
金融数学交叉融合项目, 2015/01/01-2015/12/31
金融数学交叉融合项目, 2016/12/01-2017/12/31
Research Team
No Content