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Disambiguation of "Shi, Jingtao"

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Maximum principle for forward-backward stochastic control system with random jumps and applications to finance.

, and . J. Systems Science & Complexity, 23 (2): 219-231 (2010)

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Jingtao Li

Jingtao Chen

Jingtao Yang

Huili Shi

Lei Shi

 

Other publications of authors with the same name

A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications., and . IEEE Trans. Automat. Contr., 61 (7): 1959-1964 (2016)Sufficient conditions of optimality for mean-field stochastic control problems.. ICARCV, page 747-752. IEEE, (2012)ϵ-Nash mean-field games for linear-quadratic systems with random jumps and applications., and . Int. J. Control, 94 (5): 1415-1425 (2021)A leader-follower stochastic linear quadratic differential game with time delay., , and . Sci. China Inf. Sci., 61 (11): 112202:1-112202:13 (2018)Mixed leadership stochastic differential game in feedback information pattern with applications., and . Autom., (February 2024)Leader-follower stochastic differential game with asymmetric information and applications., , and . Autom., (2016)Stackelberg stochastic differential game with asymmetric noisy observations., and . Int. J. Control, 95 (9): 2510-2530 (2022)The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps., and . SIAM J. Control. Optim., 61 (3): 1063-1094 (June 2023)Maximum principle for forward-backward stochastic control system with random jumps and applications to finance., and . J. Systems Science & Complexity, 23 (2): 219-231 (2010)Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case., , and . SIAM J. Control and Optimization, 55 (5): 3258-3294 (2017)