Jinghai Shao

According to our database, Jinghai Shao authored at least 14 papers between 2014 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Viscosity Solutions to HJB Equations with Hölder Continuous Coefficients.

Jianrui Li, Jinghai Shao, Hui Zhao

J. Optim. Theory Appl., June, 2025

Viscosity solutions approach to finite-horizon continuous-time Markov decision process.

Zhong-Wei Liao, Jinghai Shao

Int. J. Control, February, 2025

Optimal Control Problem for Reflected McKean-Vlasov SDEs.

Jinghai Shao

SIAM J. Control. Optim., 2025

2024

Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes.

Jinghai Shao

J. Appl. Probab., 2024

2023

From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes.

Jinghai Shao, Taoran Tian

SIAM J. Control. Optim., June, 2023

2022

Optimal feedback control of stock prices under credit risk dynamics.

Jinghai Shao, Sovan Mitra, Andreas S. Karathanasopoulos

Ann. Oper. Res., 2022

2021

Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching.

Qian Feng, Jinghai Shao

SIAM J. Control. Optim., 2021

2020

Long-time behavior of Lévy-driven Ornstein-Uhlenbeck processes with regime switching.

Zhongwei Liao, Jinghai Shao

J. Appl. Probab., 2020

2019

Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case.

Jinghai Shao, Fubao Xi

SIAM J. Control. Optim., 2019

2018

Invariant Measures and Euler-Maruyama's Approximations of State-Dependent Regime-Switching Diffusions.

Jinghai Shao

SIAM J. Control. Optim., 2018

2017

Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations.

Jinghai Shao

SIAM J. Control. Optim., 2017

2016

Permanence and Extinction of Regime-Switching Predator-Prey Models.

Jianhai Bao, Jinghai Shao

SIAM J. Math. Anal., 2016

2015

Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space.

Jinghai Shao

SIAM J. Control. Optim., 2015

2014

Stability and Recurrence of Regime-Switching Diffusion Processes.

Jinghai Shao, Fubao Xi

SIAM J. Control. Optim., 2014