Open Problems on Backward Stochastic Differential Equations. - Shige Peng (Control of Distributed Parameter and Stochastic Systems, 1998)

Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems. - Yazeng Liu; Shige Peng (Autom., 2002)

A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations. - Weidong Zhao; Lifeng Chen; Shige Peng (SIAM J. Sci. Comput., 2006)

Backward Stochastic Differential Equation Driven by Fractional Brownian Motion. - Yaozhong Hu; Shige Peng (SIAM J. Control. Optim., 2009)

Representation of the penalty term of dynamic concave utilities. - Freddy Delbaen; Shige Peng; Emanuela Rosazza Gianin (Finance Stochastics, 2010)

On controllability for stochastic control systems when the coefficient is time-variant. - Feng Liu; Shige Peng (J. Syst. Sci. Complex., 2010)

Maximum Principle for Backward Doubly Stochastic Control Systems with Applications. - Yuecai Han; Shige Peng; Zhen Wu (SIAM J. Control. Optim., 2010)

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)

Backward Stochastic Differential Equations and Related Control Problems. - Shige Peng (Encyclopedia of Systems and Control, 2015)

Deep learning method for solving stochastic optimal control problem via stochastic maximum principle. - Shaolin Ji; Shige Peng; Ying Peng; Xichuan Zhang (CoRR, 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)

A control method for solving high-dimensional Hamiltonian systems through deep neural networks. - Shaolin Ji; Shige Peng; Ying Peng; Xichuan Zhang (CoRR, 2021)

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)

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)

Imbalanced binary classification under distribution uncertainty. - Xuan Ji; Shige Peng; Shuzhen Yang (Inf. Sci., 2023)

A Novel Control Method for Solving High-Dimensional Hamiltonian Systems Through Deep Neural Networks. - Shaolin Ji; Shige Peng; Ying Peng; Xichuan Zhang (SIAM J. Sci. Comput., 2025)