Shaolin Ji

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 22

Top Topics

Linear Minimum Mean Square Error

Differential Equations

Top Venues

SIAM J. Control. Optim.

Syst. Control. Lett.

J. Comput. Appl. Math.

Publications

Qiang Han, Shaolin Ji
Novel multi-step predictor-corrector schemes for backward stochastic differential equations. Commun. Nonlinear Sci. Numer. Simul. 139 (2024)
Mingshang Hu, Shaolin Ji, Xiaole Xue
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems. Math. Oper. Res. 48 (3) (2023)
Qiang Han, Shaolin Ji
Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo. J. Comput. Appl. Math. 417 (2023)
Shaolin Ji, Rundong Xu
A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems. SIAM J. Control. Optim. 60 (5) (2022)
Mingshang Hu, Shaolin Ji, Rundong Xu
A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators. SIAM J. Control. Optim. 60 (3) (2022)
Shaolin Ji, Haodong Liu
Maximum principle for stochastic optimal control problem of forward-backward stochastic difference systems. Int. J. Control 95 (7) (2022)
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang
A deep learning method for solving stochastic optimal control problems driven by fully-coupled FBSDEs. CoRR (2022)
Shaolin Ji, Rundong Xu
Global Convergence of Successive Approximations for Non-convex Stochastic Optimal Control Problems. CoRR (2022)
Larry G. Epstein, Shaolin Ji
Optimal Learning Under Robustness and Time-Consistency. Oper. Res. 70 (3) (2022)
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang
Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method. J. Sci. Comput. 93 (1) (2022)
Shaolin Ji, Chuiliu Kong, Chuanfeng Sun, Ji-Feng Zhang
Kalman-Bucy Filtering and Minimum Mean Square Estimator under Uncertainty. SIAM J. Control. Optim. 59 (4) (2021)
Qiang Han, Shaolin Ji
Novel multi-step predictor-corrector schemes for backward stochastic differential equations. CoRR (2021)
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang
A control method for solving high-dimensional Hamiltonian systems through deep neural networks. CoRR (2021)
Shaolin Ji, Chuiliu Kong, Chuanfeng Sun
A robust Kalman-Bucy filtering problem. Autom. 122 (2020)
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang
Deep learning method for solving stochastic optimal control problem via stochastic maximum principle. CoRR (2020)
Shaolin Ji, Chuiliu Kong, Chuanfeng Sun
A filtering problem with uncertainty in observation. Syst. Control. Lett. 135 (2020)
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang
Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning. IEEE Intell. Syst. 35 (3) (2020)
Mingshang Hu, Shaolin Ji, Xiaole Xue
The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation. SIAM J. Control. Optim. 57 (6) (2019)
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang
Three algorithms for solving high-dimensional fully-coupled FBSDEs through deep learning. CoRR (2019)
Mingshang Hu, Shaolin Ji, Xiaole Xue
A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems. SIAM J. Control. Optim. 56 (6) (2018)
Shaolin Ji, Xiaomin Shi
Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations. Syst. Control. Lett. 104 (2017)
Mingshang Hu, Shaolin Ji
Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity. SIAM J. Control. Optim. 54 (2) (2016)
Shaolin Ji, Xun Yu Zhou
A maximum principle for stochastic optimal control with terminal state constraints, and its applications. Commun. Inf. Syst. 6 (4) (2006)
Shaolin Ji, Yingzhi Zeng, Ping Wu, Edmund Jon Deoon Lee
Sampling schedule design towards optimal drug monitoring for individualizing therapy. Comput. Methods Programs Biomed. 80 (1) (2005)