Jinghai Shao

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 10

Top Topics

Stochastic Processes

Diffusion Processes

Infinite Horizon

Top Venues

SIAM J. Control. Optim.

J. Appl. Probab.

Ann. Oper. Res.

SIAM J. Math. Anal.

Publications

Jinghai Shao
Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes. J. Appl. Probab. 61 (2) (2024)
Jinghai Shao, Taoran Tian
From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes. SIAM J. Control. Optim. 61 (3) (2023)
Jinghai Shao, Sovan Mitra, Andreas S. Karathanasopoulos
Optimal feedback control of stock prices under credit risk dynamics. Ann. Oper. Res. 313 (2) (2022)
Qian Feng, Jinghai Shao
Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching. SIAM J. Control. Optim. 59 (2) (2021)
Zhongwei Liao, Jinghai Shao
Long-time behavior of Lévy-driven Ornstein-Uhlenbeck processes with regime switching. J. Appl. Probab. 57 (1) (2020)
Jinghai Shao, Fubao Xi
Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case. SIAM J. Control. Optim. 57 (2) (2019)
Jinghai Shao
Invariant Measures and Euler-Maruyama's Approximations of State-Dependent Regime-Switching Diffusions. SIAM J. Control. Optim. 56 (5) (2018)
Jinghai Shao
Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations. SIAM J. Control. Optim. 55 (2) (2017)
Jianhai Bao, Jinghai Shao
Permanence and Extinction of Regime-Switching Predator-Prey Models. SIAM J. Math. Anal. 48 (1) (2016)
Jinghai Shao
Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space. SIAM J. Control. Optim. 53 (4) (2015)
Jinghai Shao, Fubao Xi
Stability and Recurrence of Regime-Switching Diffusion Processes. SIAM J. Control. Optim. 52 (6) (2014)