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ORCIDJingtao Shi
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2020 – today
- 2024
[j20]Qi Huang, Jingtao Shi:
Mixed leadership stochastic differential game in feedback information pattern with applications. Autom. 160: 111425 (2024)- [j19]Qi Huang, Jingtao Shi:
Stackelberg Stochastic Differential Games in Feedback Information Pattern with Applications. Dyn. Games Appl. 14(5): 1191-1224 (2024) - 2023
- [j18]Zixuan Li, Jingtao Shi:
Linear Quadratic Leader-Follower Stochastic Differential Games: Closed-Loop Solvability. J. Syst. Sci. Complex. 36(4): 1373-1406 (2023) - [j17]Yueyang Zheng, Jingtao Shi:
The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps. SIAM J. Control. Optim. 61(3): 1063-1094 (2023) - 2022
- [j16]Yueyang Zheng, Jingtao Shi:
A linear-quadratic partially observed Stackelberg stochastic differential game with application. Appl. Math. Comput. 420: 126819 (2022) - [j15]Yueyang Zheng, Jingtao Shi:
Stackelberg stochastic differential game with asymmetric noisy observations. Int. J. Control 95(9): 2510-2530 (2022) - [j14]Shihao Zhu, Jingtao Shi:
Optimal Reinsurance and Investment Strategies Under Mean-Variance Criteria: Partial and Full Information. J. Syst. Sci. Complex. 35(4): 1458-1479 (2022) - [j13]Hualong Hu
, Xiaochong Tong, Chunping Qiu, He Li, Jiantao Fu, Yanfa Shang, Jingtao Shi:
On-Board Thermal Motion Compensation Method for Pointing Errors of the Remote Sensor Aboard a Three-Axis Stabilized Geostationary Satellite. IEEE Geosci. Remote. Sens. Lett. 19: 1-5 (2022) - 2021
- [j12]Ruimin Xu, Jingtao Shi:
ϵ-Nash mean-field games for linear-quadratic systems with random jumps and applications. Int. J. Control 94(5): 1415-1425 (2021) - [j11]Weijun Meng, Jingtao Shi:
A global maximum principle for stochastic optimal control problems with delay and applications. Syst. Control. Lett. 150: 104909 (2021) - [j10]Shuaiqi Zhang, Jie Xiong, Jingtao Shi:
A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information. Syst. Control. Lett. 157: 105046 (2021) - 2020
- [j9]Yueyang Zheng, Jingtao Shi:
A Stackelberg Game of Backward Stochastic Differential Equations with Applications. Dyn. Games Appl. 10(4): 968-992 (2020)
2010 – 2019
- 2018
- [j8]Juanjuan Xu, Jingtao Shi, Huanshui Zhang:
A leader-follower stochastic linear quadratic differential game with time delay. Sci. China Inf. Sci. 61(11): 112202:1-112202:13 (2018) - [c4]Weijun Meng, Jingtao Shi:
Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case. ICARCV 2018: 1263-1270 - 2017
- [j7]Jingtao Shi, Guangchen Wang, Jie Xiong:
Linear-quadratic stochastic Stackelberg differential game with asymmetric information. Sci. China Inf. Sci. 60(9): 092202:1-092202:15 (2017) - [j6]Tianyang Nie, Jingtao Shi, Zhen Wu:
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case. SIAM J. Control. Optim. 55(5): 3258-3294 (2017) - 2016
- [j5]Jingtao Shi, Guangchen Wang, Jie Xiong:
Leader-follower stochastic differential game with asymmetric information and applications. Autom. 63: 60-73 (2016) - [j4]Jingtao Shi, Guangchen Wang:
A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications. IEEE Trans. Autom. Control. 61(7): 1959-1964 (2016) - [c3]Tianyang Nie, Jingtao Shi, Zhen Wu:
Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case. ACC 2016: 7225-7230 - 2014
- [j3]Jingtao Shi:
Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions. Int. J. Control 87(4): 693-703 (2014) - 2012
- [j2]Jianhui Huang, Xun Li, Jingtao Shi:
Forward-backward linear quadratic stochastic optimal control problem with delay. Syst. Control. Lett. 61(5): 623-630 (2012) - [c2]Jingtao Shi:
Sufficient conditions of optimality for mean-field stochastic control problems. ICARCV 2012: 747-752 - 2010
- [j1]Jingtao Shi, Zhen Wu:
Maximum principle for forward-backward stochastic control system with random jumps and applications to finance. J. Syst. Sci. Complex. 23(2): 219-231 (2010) - [c1]Jingtao Shi:
Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions and applications to finance. ICCA 2010: 1512-1518
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