Shi Jingtao
Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:Shandong University
Scientific Research
Working-Papers
-
stochastic optimal control, stochastic differential game, forward-backward stochastic system, delayed stochastic system, mathematical finance
Paper Publications
-
先梓豪 , 张炜林 and 史敬涛. MAAIA ：一种面向 A/B 实验效果精准评估的多维异动归因方法. 2026 International Conference on Big Data & Econometrics (BDE2026), April 17-19, Xi'an, China, accepted, 2026.
-
林静涛 and 史敬涛. Global Maximum Principle for Partially Observed Risk-Sensitive Progressive Optimal Control of FBSDE with Poisson Jumps. Stochastic Processes and their Applications, 195, 104870, 2026.
-
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, 31, 97, 2025.
-
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, Zhuhai & Beijing, China, accepted, 2025.
-
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.
Patents
No Content
Published Books
-
Time-Delayed Linear Quadratic Optimal Control Problems, Part of book series: Springer Briefs in PDEs and Data Science
-
寿险精算数学
-
Stochastic Leader-Follower Differential Game with Asymmetric Information, Game Theory-Applications in Logistics and Economy, Edited by Danijela Tuljek-Suban, Chapter 7, 95-120
-
Stochastic Control of Jump Diffusions, Stochastic Modeling and Control, Edited by Ivan G. Ivanov, Chapter 7, 119-146
Research Projects
Research Team
No Content