Jingtao Shi

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 18

Top Topics

Leader Follower

Nash Equilibrium

Optimal Control

Stochastic Differential Equations

Top Venues

Int. J. Control

Sci. China Inf. Sci.

Syst. Control. Lett.

J. Syst. Sci. Complex.

Publications

Qi Huang, Jingtao Shi
Mixed leadership stochastic differential game in feedback information pattern with applications. Autom. 160 (2024)
Zixuan Li, Jingtao Shi
Linear Quadratic Leader-Follower Stochastic Differential Games: Closed-Loop Solvability. J. Syst. Sci. Complex. 36 (4) (2023)
Yueyang Zheng, Jingtao Shi
The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps. SIAM J. Control. Optim. 61 (3) (2023)
Hualong Hu, Xiaochong Tong, Chunping Qiu, He Li, Jiantao Fu, Yanfa Shang, Jingtao Shi
On-Board Thermal Motion Compensation Method for Pointing Errors of the Remote Sensor Aboard a Three-Axis Stabilized Geostationary Satellite. IEEE Geosci. Remote. Sens. Lett. 19 (2022)
Shihao Zhu, Jingtao Shi
Optimal Reinsurance and Investment Strategies Under Mean-Variance Criteria: Partial and Full Information. J. Syst. Sci. Complex. 35 (4) (2022)
Yueyang Zheng, Jingtao Shi
A linear-quadratic partially observed Stackelberg stochastic differential game with application. Appl. Math. Comput. 420 (2022)
Yueyang Zheng, Jingtao Shi
Stackelberg stochastic differential game with asymmetric noisy observations. Int. J. Control 95 (9) (2022)
Weijun Meng, Jingtao Shi
A global maximum principle for stochastic optimal control problems with delay and applications. Syst. Control. Lett. 150 (2021)
Ruimin Xu, Jingtao Shi
ϵ-Nash mean-field games for linear-quadratic systems with random jumps and applications. Int. J. Control 94 (5) (2021)
Shuaiqi Zhang, Jie Xiong, Jingtao Shi
A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information. Syst. Control. Lett. 157 (2021)
Yueyang Zheng, Jingtao Shi
A Stackelberg Game of Backward Stochastic Differential Equations with Applications. Dyn. Games Appl. 10 (4) (2020)
Weijun Meng, Jingtao Shi
Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case. ICARCV (2018)
Juanjuan Xu, Jingtao Shi, Huanshui Zhang
A leader-follower stochastic linear quadratic differential game with time delay. Sci. China Inf. Sci. 61 (11) (2018)
Jingtao Shi, Guangchen Wang, Jie Xiong
Linear-quadratic stochastic Stackelberg differential game with asymmetric information. Sci. China Inf. Sci. 60 (9) (2017)
Tianyang Nie, Jingtao Shi, Zhen Wu
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case. SIAM J. Control. Optim. 55 (5) (2017)
Tianyang Nie, Jingtao Shi, Zhen Wu
Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case. ACC (2016)
Jingtao Shi, Guangchen Wang, Jie Xiong
Leader-follower stochastic differential game with asymmetric information and applications. Autom. 63 (2016)
Jingtao Shi, Guangchen Wang
A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications. IEEE Trans. Autom. Control. 61 (7) (2016)
Jingtao Shi
Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions. Int. J. Control 87 (4) (2014)
Jingtao Shi
Sufficient conditions of optimality for mean-field stochastic control problems. ICARCV (2012)
Jianhui Huang, Xun Li, Jingtao Shi
Forward-backward linear quadratic stochastic optimal control problem with delay. Syst. Control. Lett. 61 (5) (2012)
Jingtao Shi
Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions and applications to finance. ICCA (2010)
Jingtao Shi, Zhen Wu
Maximum principle for forward-backward stochastic control system with random jumps and applications to finance. J. Syst. Sci. Complex. 23 (2) (2010)