Shaolin Ji

According to our database, Shaolin Ji authored at least 22 papers between 2005 and 2023.

Collaborative distances:

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

2023

Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems.

Mingshang Hu, Shaolin Ji, Xiaole Xue

Math. Oper. Res., August, 2023

Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo.

Qiang Han, Shaolin Ji

J. Comput. Appl. Math., 2023

2022

A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems.

Shaolin Ji, Rundong Xu

SIAM J. Control. Optim., 2022

A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators.

Mingshang Hu, Shaolin Ji, Rundong Xu

SIAM J. Control. Optim., 2022

Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method.

Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang

J. Sci. Comput., 2022

Optimal Learning Under Robustness and Time-Consistency.

Larry G. Epstein, Shaolin Ji

Oper. Res., 2022

Maximum principle for stochastic optimal control problem of forward-backward stochastic difference systems.

Shaolin Ji, Haodong Liu

Int. J. Control, 2022

Global Convergence of Successive Approximations for Non-convex Stochastic Optimal Control Problems.

Shaolin Ji, Rundong Xu

CoRR, 2022

A deep learning method for solving stochastic optimal control problems driven by fully-coupled FBSDEs.

Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang

CoRR, 2022

2021

Kalman-Bucy Filtering and Minimum Mean Square Estimator under Uncertainty.

Shaolin Ji, Chuiliu Kong, Chuanfeng Sun, Ji-Feng Zhang

SIAM J. Control. Optim., 2021

A control method for solving high-dimensional Hamiltonian systems through deep neural networks.

Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang

CoRR, 2021

Novel multi-step predictor-corrector schemes for backward stochastic differential equations.

Qiang Han, Shaolin Ji

CoRR, 2021

2020

A filtering problem with uncertainty in observation.

Shaolin Ji, Chuiliu Kong, Chuanfeng Sun

Syst. Control. Lett., 2020

Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning.

Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang

IEEE Intell. Syst., 2020

Deep learning method for solving stochastic optimal control problem via stochastic maximum principle.

Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang

CoRR, 2020

A robust Kalman-Bucy filtering problem.

Shaolin Ji, Chuiliu Kong, Chuanfeng Sun

Autom., 2020

2019

The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation.

Mingshang Hu, Shaolin Ji, Xiaole Xue

SIAM J. Control. Optim., 2019

2018

A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems.

Mingshang Hu, Shaolin Ji, Xiaole Xue

SIAM J. Control. Optim., 2018

2017

Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations.

Shaolin Ji, Xiaomin Shi

Syst. Control. Lett., 2017

2016

Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity.

Mingshang Hu, Shaolin Ji

SIAM J. Control. Optim., 2016

2006

A maximum principle for stochastic optimal control with terminal state constraints, and its applications.

Shaolin Ji, Xun Yu Zhou

Commun. Inf. Syst., 2006

2005

Sampling schedule design towards optimal drug monitoring for individualizing therapy.

Shaolin Ji, Yingzhi Zeng, Ping Wu, Edmund Jon Deoon Lee

Comput. Methods Programs Biomed., 2005