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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司宇 and 史敬涛. General Linear-Quadratic Mean Field Stochastic Differential Game with Common Noise: A Direct Method. Systems & Control Letters, accepted, 2026.
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叶雨欣 and 史敬涛. Linear-Quadratic Non-zero Sum Differential Game with Asymmetric Delayed Information. The 38th Chinese Control and Decision Conference, 15-18 May, 2026, Nainjing, China, accepted, 2026.
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董欢庆 and 史敬涛. Relationship between MP and DPP for Risk-Sensitive Stochastic Optimal Control Problems with Applications. The 38th Chinese Control and Decision Conference, 15-18 May, 2026, Nainjing, China, accepted, 2026.
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张颀岳 and 史敬涛. Two Stochastic Control Methods for Mean-Variance Portfolio Selection of Jump Diffusions and Their Relationship. The 38th Chinese Control and Decision Conference, 15-18 May, 2026, Nainjing, China, accepted, 2026.
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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, 2026, Xi'an, China, accepted, 2026.
Patents
No Content
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
Research Projects
Research Team
No Content