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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孟维君 , 史敬涛 , 王天啸 and 张纪峰. A General Maximum Principle for Optimal Control of Stochastic Differential Delayed Systems. SIAM Journal on Control and Optimization, accepted, 2024.
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王彬 and 史敬涛. Relationship between General MP and DPP for the Stochastic Recursive Optimal Control Problem with Jumps. Journal of Systems Science and Complexity, 37, 2466-2486, 2024.
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李子璇 and 史敬涛. Closed Loop Solvability of Linear Quadratic Mean Field Type Stackelberg Stochastic Differential Game. Applied Mathematics and Optimization, 90, 22, 2024.
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丛文昱 and 史敬涛. Direct Approach of Linear-Quadratic Stackelberg Mean Field Games of Backward-Forward Stochastic Systems. Proceedings of The 43rd Chinese Control Conference, July 28-31, Kunming, 1230-1237, 2024.
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司宇 and 史敬涛. An Overlapping Information Linear-Quadratic Stackelberg Stochastic Differential Game with Two Leaders and Two Followers. Proceedings of The 43rd Chinese Control Conference, July 28-31, Kunming, 1216-1223, 2024.
Published Books
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Time-Delayed Linear Quadratic Optimal Control Problems, Springer Briefs in Mathematics
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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