The following pages link to Jing-Tao Shi (Q535332):
Displaying 50 items.
- (Q256321) (redirect page) (← links)
- Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
- Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
- Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791) (← links)
- Relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems and applications (Q459716) (← links)
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
- Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (Q601881) (← links)
- A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications (Q655824) (← links)
- Leader-follower stochastic differential game with asymmetric information and applications (Q901174) (← links)
- Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems (Q983721) (← links)
- A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484) (← links)
- A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
- A linear quadratic stochastic Stackelberg differential game with time delay (Q2171226) (← links)
- A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
- Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
- A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
- Optimal control for stochastic differential delay equations with Poisson jumps and applications (Q2260447) (← links)
- A linear-quadratic partially observed Stackelberg stochastic differential game with application (Q2668356) (← links)
- Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
- (Q2865642) (← links)
- Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (Q2937877) (← links)
- A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications (Q2980503) (← links)
- (Q3109325) (← links)
- Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061) (← links)
- (Q3180923) (← links)
- Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
- Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
- (Q4675735) (← links)
- Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations (Q4910998) (← links)
- Stochastic recursive optimal control problem with mixed delay under viscosity solution's framework (Q5003456) (← links)
- Maximum principle of recursive optimal control problem for forward-backward stochastic delayed system with Poisson jumps (Q5017736) (← links)
- Stackelberg stochastic differential game with asymmetric noisy observations (Q5043506) (← links)
- (Q5047847) (← links)
- Relationship between maximum principle and dynamic programming for forward-backward stochastic differential game with Poisson jumps (Q5063737) (← links)
- <i>ϵ</i>-Nash mean-field games for linear-quadratic systems with random jumps and applications (Q5157955) (← links)
- Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure (Q5265772) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
- (Q5452980) (← links)
- Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions (Q5494488) (← links)
- (Q5499227) (← links)
- Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information (Q5854375) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
- The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
- Mixed leadership stochastic differential game in feedback information pattern with applications (Q6192960) (← links)
- An overlapping information linear-quadratic Stackelberg stochastic differential game with two leaders and two followers (Q6517531) (← links)
- Direct approach of linear-quadratic Stackelberg mean field games of backward-forward stochastic systems (Q6519300) (← links)
- Relationship between General MP and DPP for the Stochastic Recursive Optimal Control Problem With Jumps: Viscosity Solution Framework (Q6526019) (← links)
- Direct Approach of Indefinite Linear-Quadratic Mean Field Games (Q6529600) (← links)
- Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise (Q6533377) (← links)
- Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games (Q6589698) (← links)
