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 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.
- [72] 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.
- [73] 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.
- [74] 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.
- [75] 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.
- [76] 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.
- [77] 史敬涛. The Maximum Principle for Partially Observed Optimal Control of Fully Coupled Forward-Backward Stochastic System with State Constraints. Proceedings of the 22nd Chinese Control and Decision Conference, May 26-28, Xuzhou, China, 572-578, 2010.
- [78] 吴臻 and 史敬涛. Maximum Principle for Partially-Observed Optimal Control of Fully Coupled Forward-Backward Stochastic Systems. Journal of Optimization Theory and Applications, 145, 543-578, 2010.
- [79] 史敬涛 and 吴臻. One Kind of Fully Coupled Linear Quadratic Stochastic Control Problem with Random Jumps. Acta Automatica Sinica/自动化学报, 35, 92-97, 2009.
- [80] 史敬涛 and 吴臻. Maximum Principle for Fully Coupled Forward-backward Stochastic Control System with Random Jumps. Proceedings of the 26th Chinese Control Conference, July 26-31, Zhangjiajie, China, 375-380, 2007.