Shi Jingtao
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Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:Shandong University
Paper Publications
- [51] 史敬涛. Optimal Control for Stochastic Differential Delayed Equations with Poisson Jumps and Applications. Random Operators and Stochastic Equations, 23, 39-52, 2015.
- [52] 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.
- [53] 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.
- [54] Shi Jingtao. Relationship between Maximum Principle and Dynamic Programming for Stochastic Differential Games of Jump Diffusions. International Journal of Control, 87, 693-703, 2014.
- [55] 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.
- [56] 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.
- [57] Shi Jingtao. Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications. American Journal of Operations Research, 3, 445-453, 2013.
- [58] Shi Jingtao. Optimal Control of BSDEs with Time Delayed Generators Driven by Brownian Motions and Poisson Random Measures. Proceedings of the 32th Chinese Control Conference, July 26-28, Xi'an, China, 1575-1580, 2013.
- [59] Shi Jingtao and Zhiyong Yu. Relationship between Maximum Principle and Dynamic Programming for Stochastic Recursive Optimal Control Problems and Applications. Mathematical Problems in Engineering, Vol. 2013, 12 pages, 2013.
- [60] Shi Jingtao. Sufficient Conditions of Optimality for Mean-Field Stochastic Control Problems. Proceedings of the 12th International Conference on Control, Automation, Robotics and Vision, December 5-7, Guangzhou, China, 747-752, 2012.