Shige Peng

Publication Activity (10 Years)

Years Active: 1998-2023
Publications (10 Years): 7

Top Topics

Multiclass Classification

Optimal Control Problems

Grey Prediction

Top Venues

IEEE Intell. Syst.

SIAM J. Control. Optim.

Publications

Xuan Ji, Shige Peng, Shuzhen Yang
Imbalanced binary classification under distribution uncertainty. Inf. Sci. 621 (2023)
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, 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, Shige Peng, Ying Peng, Xichuan Zhang
A control method for solving high-dimensional Hamiltonian systems through deep neural networks. CoRR (2021)
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, Shige Peng, Ying Peng, Xichuan Zhang
Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning. IEEE Intell. Syst. 35 (3) (2020)
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang
Three algorithms for solving high-dimensional fully-coupled FBSDEs through deep learning. CoRR (2019)
Rainer Buckdahn, Juan Li, Shige Peng
Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents. SIAM J. Control. Optim. 52 (1) (2014)
Freddy Delbaen, Shige Peng, Emanuela Rosazza Gianin
Representation of the penalty term of dynamic concave utilities. Finance Stochastics 14 (3) (2010)
Feng Liu, Shige Peng
On controllability for stochastic control systems when the coefficient is time-variant. J. Syst. Sci. Complex. 23 (2) (2010)
Yuecai Han, Shige Peng, Zhen Wu
Maximum Principle for Backward Doubly Stochastic Control Systems with Applications. SIAM J. Control. Optim. 48 (7) (2010)
Yaozhong Hu, Shige Peng
Backward Stochastic Differential Equation Driven by Fractional Brownian Motion. SIAM J. Control. Optim. 48 (3) (2009)
Weidong Zhao, Lifeng Chen, Shige Peng
A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations. SIAM J. Sci. Comput. 28 (4) (2006)
Yazeng Liu, Shige Peng
Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems. Autom. 38 (8) (2002)
Shige Peng
Open Problems on Backward Stochastic Differential Equations. Control of Distributed Parameter and Stochastic Systems (1998)