Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions and applications to finance. - Jingtao Shi (ICCA, 2010)

Maximum principle for forward-backward stochastic control system with random jumps and applications to finance. - Jingtao Shi; Zhen Wu (J. Syst. Sci. Complex., 2010)

Sufficient conditions of optimality for mean-field stochastic control problems. - Jingtao Shi (ICARCV, 2012)

Forward-backward linear quadratic stochastic optimal control problem with delay. - Jianhui Huang; Xun Li 002; Jingtao Shi (Syst. Control. Lett., 2012)

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

Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case. - Tianyang Nie; Jingtao Shi; Zhen Wu (ACC, 2016)

Leader-follower stochastic differential game with asymmetric information and applications. - Jingtao Shi; Guangchen Wang; Jie Xiong 004 (Autom., 2016)

A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications. - Jingtao Shi; Guangchen Wang (IEEE Trans. Autom. Control., 2016)

Linear-quadratic stochastic Stackelberg differential game with asymmetric information. - Jingtao Shi; Guangchen Wang; Jie Xiong 004 (Sci. China Inf. Sci., 2017)

Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case. - Tianyang Nie; Jingtao Shi; Zhen Wu (SIAM J. Control. Optim., 2017)

Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case. - Weijun Meng; Jingtao Shi (ICARCV, 2018)

A leader-follower stochastic linear quadratic differential game with time delay. - Juanjuan Xu; Jingtao Shi; Huanshui Zhang (Sci. China Inf. Sci., 2018)

A Stackelberg Game of Backward Stochastic Differential Equations with Applications. - Yueyang Zheng; Jingtao Shi (Dyn. Games Appl., 2020)

ϵ-Nash mean-field games for linear-quadratic systems with random jumps and applications. - Ruimin Xu; Jingtao Shi (Int. J. Control, 2021)

A global maximum principle for stochastic optimal control problems with delay and applications. - Weijun Meng; Jingtao Shi (Syst. Control. Lett., 2021)

A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information. - Shuaiqi Zhang; Jie Xiong 004; Jingtao Shi (Syst. Control. Lett., 2021)

A linear-quadratic partially observed Stackelberg stochastic differential game with application. - Yueyang Zheng; Jingtao Shi (Appl. Math. Comput., 2022)

Stackelberg stochastic differential game with asymmetric noisy observations. - Yueyang Zheng; Jingtao Shi (Int. J. Control, 2022)

Optimal Reinsurance and Investment Strategies Under Mean-Variance Criteria: Partial and Full Information. - Shihao Zhu; Jingtao Shi (J. Syst. Sci. Complex., 2022)

On-Board Thermal Motion Compensation Method for Pointing Errors of the Remote Sensor Aboard a Three-Axis Stabilized Geostationary Satellite. - Hualong Hu; Xiaochong Tong; Chunping Qiu; He Li; Jiantao Fu; Yanfa Shang; Jingtao Shi (IEEE Geosci. Remote. Sens. Lett., 2022)

The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps. - Yueyang Zheng; Jingtao Shi (SIAM J. Control. Optim., 2023)

Linear Quadratic Leader-Follower Stochastic Differential Games: Closed-Loop Solvability. - Zixuan Li; Jingtao Shi (J. Syst. Sci. Complex., 2023)

Mixed leadership stochastic differential game in feedback information pattern with applications. - Qi Huang; Jingtao Shi (Autom., 2024)

Stackelberg Stochastic Differential Games in Feedback Information Pattern with Applications. - Qi Huang; Jingtao Shi (Dyn. Games Appl., 2024)

Relationship Between General MP and DPP for the Stochastic Recursive Optimal Control Problem with Jumps. - Bin Wang; Jingtao Shi (J. Syst. Sci. Complex., 2024)

A General Maximum Principle for Optimal Control of Stochastic Differential Delay Systems. - Weijun Meng; Jingtao Shi; Tianxiao Wang; Ji-Feng Zhang (SIAM J. Control. Optim., 2025)

Necessary and Sufficient Conditions of Open-Loop and Closed-Loop Solvability for Delayed Stochastic LQ Optimal Control Problems. - Weijun Meng; Jingtao Shi; Ji-Feng Zhang; Yanlong Zhao (SIAM J. Control. Optim., 2025)