Jingtao Shi

Orcid: 0000-0003-2736-6443

According to our database1, Jingtao Shi authored at least 23 papers between 2010 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Mixed leadership stochastic differential game in feedback information pattern with applications.
Autom., February, 2024

2023
Linear Quadratic Leader-Follower Stochastic Differential Games: Closed-Loop Solvability.
J. Syst. Sci. Complex., August, 2023

The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps.
SIAM J. Control. Optim., June, 2023

2022
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., 2022

Optimal Reinsurance and Investment Strategies Under Mean-Variance Criteria: Partial and Full Information.
J. Syst. Sci. Complex., 2022

Stackelberg stochastic differential game with asymmetric noisy observations.
Int. J. Control, 2022

A linear-quadratic partially observed Stackelberg stochastic differential game with application.
Appl. Math. Comput., 2022

2021
A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information.
Syst. Control. Lett., 2021

A global maximum principle for stochastic optimal control problems with delay and applications.
Syst. Control. Lett., 2021

ϵ-Nash mean-field games for linear-quadratic systems with random jumps and applications.
Int. J. Control, 2021

2020
A Stackelberg Game of Backward Stochastic Differential Equations with Applications.
Dyn. Games Appl., 2020

2018
A leader-follower stochastic linear quadratic differential game with time delay.
Sci. China Inf. Sci., 2018

Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case.
Proceedings of the 15th International Conference on Control, 2018

2017
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case.
SIAM J. Control. Optim., 2017

Linear-quadratic stochastic Stackelberg differential game with asymmetric information.
Sci. China Inf. Sci., 2017

2016
A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications.
IEEE Trans. Autom. Control., 2016

Leader-follower stochastic differential game with asymmetric information and applications.
Autom., 2016

Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case.
Proceedings of the 2016 American Control Conference, 2016

2014
Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions.
Int. J. Control, 2014

2012
Forward-backward linear quadratic stochastic optimal control problem with delay.
Syst. Control. Lett., 2012

Sufficient conditions of optimality for mean-field stochastic control problems.
Proceedings of the 12th International Conference on Control Automation Robotics & Vision, 2012

2010
Maximum principle for forward-backward stochastic control system with random jumps and applications to finance.
J. Syst. Sci. Complex., 2010

Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions and applications to finance.
Proceedings of the 8th IEEE International Conference on Control and Automation, 2010


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