Shi Jingtao
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Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:Shandong University
Paper Publications
- [71] 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.
- [72] 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.
- [73] Shi Jingtao. Optimal Control of Backward Stochastic Differential Equations with Time Delayed Generators. Proceedings of the 30th Chinese Control Conference, July 22-24, Yantai, China, 1285-1289, 2011.
- [74] Shi Jingtao. Relationship between Maximum Principle and Dynamic Programming for Stochastic Control Systems with Delay. Proceedings of the 8th Asian Control Conference, May 15-18, Kaohsiung, Taiwan, 1210-1215, 2011.
- [75] Shi Jingtao and Wu Zhen. Relationship Between MP and DPP for the Stochastic Optimal Control Problem of Jump Diffusions. Applied Mathematics and Optimization, 63, 151-189, 2011.
- [76] Shi Jingtao and Wu Zhen. A Stochastic Maximum Principle for Optimal Control of Jump Diffusions and Applications to Finance. 应用概率统计/Chinese Journal of Applied Probability, 27, 127-137, 2011.
- [77] Wu Zhen and Shi Jingtao. A Risk-sensitive Stochastic Maximum Principle for Optimal Control of Jump Diffusions and its Applications. 数学物理学报英文版/Acta Mathematica Scientia, English, 31, 419-433, 2011.
- [78] 史敬涛. The Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems and Applications. Proceedings of the 29th Chinese Control Conference, July 29-31, Beijing, China, 1535-1540, 2010.
- [79] 史敬涛. Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems of Jump Diffusions and Applications to Finance. Proceedings of the 8th IEEE International Conference on Control and Automation, June 9-11, Xiamen, China, 1512-1518, 2010.
- [80] 史敬涛 and 吴臻. Maximum Principle for Forward-Backward Stochastic Control System with Random Jumps and Applications to Finance. Journal of Systems Science and Complexity, 23, 219-232, 2010.