Shi Jingtao
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Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:Shandong University
Paper Publications
- [61] 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.
- [62] 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.
- [63] Shi Jingtao and Wu Zhen. Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance. Stochastic analysis and applications, 30, 997-1018, 2012.
- [64] 黄建辉 and Shi Jingtao. Maximum Principle for Optimal Control of Fully Coupled Forward-backward Stochastic Differential Delayed Equations. ESAIM: Control, Optimisation and Calculus of Variations, 18, 1073-1096, 2012.
- [65] Shi Jingtao. Global Maximum Principle for the Forward-backward Stochastic Optimal Control Problem with Poisson Jumps. Asian Journal of Control, 14, 1355-1365, 2012.
- [66] Shi Jingtao and Wu Zhen. Necessary Condition for Optimal Control of Fully Coupled Forward-Backward Stochastic System with Random Jumps. Proceedings of the 31st Chinese Control Conference, July 25-27, Hefei, China, 1620-1627, 2012.
- [67] 黄建辉 , 李迅 and Shi Jingtao. Forward-Backward Linear Quadratic Stochastic Optimal Control Problem with Delay. Systems & Control Letters, 61, 623-630, 2012.
- [68] Shi Jingtao. Necessary Conditions for Optimal Control of Forward-Backward Stochastic Systems with Random Jumps. International Journal of Stochastic Analysis, Vol. 2012, 50 pages, 2012.
- [69] Shi Jingtao. 带Poisson跳跃的正倒向随机延迟系统递归最优控制问题的最大值原理. 中国科学:数学, 42, 251-270, 2012.
- [70] 史敬涛. 大学生科研训练与保险精算类课程教学的实践. 130-132, 2011.