Shige Peng

According to our database, Shige Peng authored at least 15 papers between 1998 and 2023.

Collaborative distances:

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

2023

Imbalanced binary classification under distribution uncertainty.

Xuan Ji, Shige Peng, Shuzhen Yang

Inf. Sci., April, 2023

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

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

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

Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang

CoRR, 2021

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

2015

Backward Stochastic Differential Equations and Related Control Problems.

Shige Peng

Proceedings of the Encyclopedia of Systems and Control, 2015

2014

Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents.

Rainer Buckdahn, Juan Li, Shige Peng

SIAM J. Control. Optim., 2014

2010

Maximum Principle for Backward Doubly Stochastic Control Systems with Applications.

Yuecai Han, Shige Peng, Zhen Wu

SIAM J. Control. Optim., 2010

On controllability for stochastic control systems when the coefficient is time-variant.

Feng Liu, Shige Peng

J. Syst. Sci. Complex., 2010

Representation of the penalty term of dynamic concave utilities.

Freddy Delbaen, Shige Peng, Emanuela Rosazza Gianin

Finance Stochastics, 2010

2009

Backward Stochastic Differential Equation Driven by Fractional Brownian Motion.

Yaozhong Hu, Shige Peng

SIAM J. Control. Optim., 2009

2006

A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations.

Weidong Zhao, Lifeng Chen, Shige Peng

SIAM J. Sci. Comput., 2006

2002

Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems.

Yazeng Liu, Shige Peng

Autom., 2002

1998

Open Problems on Backward Stochastic Differential Equations.

Shige Peng

Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998