Shi Jingtao
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Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:Shandong University
Paper Publications
- [51] nietianyang and 史敬涛. 完全耦合正倒向随机控制系统的动态规划原理与最大值原理之间的联系. 《山东大学学报》(理学版), 51, 121-129, 2016.
- [52] Shi Jingtao , wangguangchen and 熊捷. Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications. Automatica(Regular Paper), 63, 60-73, 2016.
- [53] Shi Jingtao , xujuanjuan and Huanshui Zhang. Stochastic Recursive Optimal Control Problems with Time Delay and Applications. Mathematical Control and Related Fields, 5, 859-888, 2015.
- [54] 史敬涛. Relationship between MP and DPP for Stochastic Differential Games with g-Expectation. Proceedings of the 34th Chinese Control Conference, July 28-30, Hangzhou, China, 1644-1649, 2015.
- [55] 史敬涛 and 王光臣. A Non-Zero Sum Differential Game of BSDE with Time-Delayed Generator. Proceedings of the 34th Chinese Control Conference, July 28-30, Hangzhou, China, 1693-1698, 2015.
- [56] 史敬涛. Optimal Control for Stochastic Differential Delayed Equations with Poisson Jumps and Applications. Random Operators and Stochastic Equations, 23, 39-52, 2015.
- [57] Shi Jingtao and Wu Zhen. Backward Stochastic Differential Equations with Markov Switching Driven by Brownian Motion and Poisson Random Measure. Stochastics-An International Journal of Probability and Stochastic Processes, 87, 1-29, 2015.
- [58] Shi Jingtao. 相关随机干扰下不连续股价的最优消费投资决策. 系统工程学报, 29, 182-191, 2014.
- [59] Shi Jingtao. Relationship between Maximum Principle and Dynamic Programming for Stochastic Differential Games of Jump Diffusions. International Journal of Control, 87, 693-703, 2014.
- [60] Shi Jingtao. Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems of Jump Diffusions. Optimal Control, Applications and Methods, 35, 61-76, 2014.