Shi Jingtao
+2177
Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:Shandong University
Paper Publications
- [51] Shi Jingtao , wangguangchen and 熊捷. Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications. Automatica（Regular Paper）, 63, 60-73, 2016.
- [52] 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.
- [53] 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.
- [54] 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.
- [55] 史敬涛. Optimal Control for Stochastic Differential Delayed Equations with Poisson Jumps and Applications. Random Operators and Stochastic Equations, 23, 39-52, 2015.
- [56] 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.
- [57] 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.
- [58] Shi Jingtao. Relationship between Maximum Principle and Dynamic Programming for Stochastic Differential Games of Jump Diffusions. International Journal of Control, 87, 693-703, 2014.
- [59] 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.
- [60] 杜宁 , 史敬涛 and 刘文斌. An Effective Gradient Projection Method for Stochastic Optimal Control. International Journal of Numerical Analysis and Modeling, 10, 757-774, 2013.