Shi Jingtao
Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:Shandong University
Scientific Research
Working-Papers
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stochastic optimal control, stochastic differential game, forward-backward stochastic system, delayed stochastic system, mathematical finance
Paper Publications
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向娜 and 史敬涛. Three Level Multi Leader Follower Incentive Stackelberg Differential Game with H∞ Constraint. ESAIM: Control, Optimisation and Calculus of Variations, accepted, 2025.
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魏鑫宇 and 史敬涛. Solving Forward-Backward SDEs via Regularized Neural Networks. The 9th International Workshop on Advanced Computational Intelligence and Intelligent Informatics (IWACIII 2025）, Oct. 31-Nov. 4, 2025, Zhuhai & Beijing, China, accepted, 2025.
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司宇 and 史敬涛. Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise. Mathematical Control and Related Fields, Early Access, 2025.
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司宇 and 史敬涛. Decentralized Strategies for Backward Linear-Quadratic Mean Field Games and Teams. Optimal Control Applications and Methods, 46, 2239-2254, 2025.
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李心坡 and 史敬涛. A Stochastic Linear-Quadratic Leader-Follower Differential Game with Elephant Memory. Proceedings of The 44th Chinese Control Conference, July 28-30, Chongqing, 1230-1237, 2025.
Published Books
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Time-Delayed Linear Quadratic Optimal Control Problems, Part of book series: Springer Briefs in PDEs and Data Science
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寿险精算数学
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Stochastic Leader-Follower Differential Game with Asymmetric Information, Game Theory-Applications in Logistics and Economy, Edited by Danijela Tuljek-Suban, Chapter 7, 95-120
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Stochastic Control of Jump Diffusions, Stochastic Modeling and Control, Edited by Ivan G. Ivanov, Chapter 7, 119-146