Shi Jingtao
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Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:Shandong University
Paper Publications
- [81] 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.
- [82] 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.
- [83] 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.
- [84] 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.
- [85] 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.
- [86] 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.
- [87] 史敬涛. 状态约束下完全耦合的正倒向随机控制系统的最大值原理. 山东大学学报（理学版）, 42, 44-48, 2007.
- [88] 史敬涛 and 吴臻. The Maximum Principle for Fully Coupled Forward-backward Stochastic Control System. Acta Automatica Sinica/自动化学报, 32, 161-169, 2006.
- [89] 史敬涛 and 吴臻. 完全耦合的正倒向随机控制系统的LQ 问题. 山东大学学报（理学版）, 40, 11-17, 2005.
- [90] 史敬涛 and 吴臻. 一类证券市场中投资组合及消费选择的最优控制问题. 高校应用数学学报，Ser. A, 20, 1-7, 2005.