Shi Jingtao
+
Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:Shandong University
Paper Publications
- [71] 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.
- [72] 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.
- [73] 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.
- [74] 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.
- [75] 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.
- [76] 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.
- [77] 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.
- [78] 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.
- [79] 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.
- [80] 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.