Jinghai Shao

According to our database, Jinghai Shao authored at least 10 papers between 2014 and 2023.

Collaborative distances:

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

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