Jingtao Shi

According to our database, Jingtao Shi authored at least 25 papers between 2010 and 2024.

Collaborative distances:

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

2024

Relationship Between General MP and DPP for the Stochastic Recursive Optimal Control Problem with Jumps.

Bin Wang, Jingtao Shi

J. Syst. Sci. Complex., December, 2024

Stackelberg Stochastic Differential Games in Feedback Information Pattern with Applications.

Qi Huang, Jingtao Shi

Dyn. Games Appl., November, 2024

Mixed leadership stochastic differential game in feedback information pattern with applications.

Qi Huang, Jingtao Shi

Autom., February, 2024

2023

Linear Quadratic Leader-Follower Stochastic Differential Games: Closed-Loop Solvability.

Zixuan Li, Jingtao Shi

J. Syst. Sci. Complex., August, 2023

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., June, 2023

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

Optimal Reinsurance and Investment Strategies Under Mean-Variance Criteria: Partial and Full Information.

Shihao Zhu, Jingtao Shi

J. Syst. Sci. Complex., 2022

Stackelberg stochastic differential game with asymmetric noisy observations.

Yueyang Zheng, Jingtao Shi

Int. J. Control, 2022

A linear-quadratic partially observed Stackelberg stochastic differential game with application.

Yueyang Zheng, Jingtao Shi

Appl. Math. Comput., 2022

2021

A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information.

Shuaiqi Zhang, Jie Xiong, Jingtao Shi

Syst. Control. Lett., 2021

A global maximum principle for stochastic optimal control problems with delay and applications.

Weijun Meng, Jingtao Shi

Syst. Control. Lett., 2021

ϵ-Nash mean-field games for linear-quadratic systems with random jumps and applications.

Ruimin Xu, Jingtao Shi

Int. J. Control, 2021

2020

A Stackelberg Game of Backward Stochastic Differential Equations with Applications.

Yueyang Zheng, Jingtao Shi

Dyn. Games Appl., 2020

2018

A leader-follower stochastic linear quadratic differential game with time delay.

Juanjuan Xu, Jingtao Shi, Huanshui Zhang

Sci. China Inf. Sci., 2018

Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case.

Weijun Meng, Jingtao Shi

Proceedings of the 15th International Conference on Control, 2018

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

Linear-quadratic stochastic Stackelberg differential game with asymmetric information.

Jingtao Shi, Guangchen Wang, Jie Xiong

Sci. China Inf. Sci., 2017

2016

A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications.

Jingtao Shi, Guangchen Wang

IEEE Trans. Autom. Control., 2016

Leader-follower stochastic differential game with asymmetric information and applications.

Jingtao Shi, Guangchen Wang, Jie Xiong

Autom., 2016

Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case.

Tianyang Nie, Jingtao Shi, Zhen Wu

Proceedings of the 2016 American Control Conference, 2016

2014

Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions.

Jingtao Shi

Int. J. Control, 2014

2012

Forward-backward linear quadratic stochastic optimal control problem with delay.

Jianhui Huang, Xun Li, Jingtao Shi

Syst. Control. Lett., 2012

Sufficient conditions of optimality for mean-field stochastic control problems.

Jingtao Shi

Proceedings of the 12th International Conference on Control Automation Robotics & Vision, 2012

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

Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions and applications to finance.

Jingtao Shi

Proceedings of the 8th IEEE International Conference on Control and Automation, 2010