Jingtao Shi
- Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications
2015/09/14 by Jingtao Shi, Guangchen Wang, Shi, Jingtao +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #49N70 #60H10 #93E20 #Advanced Banach Space Theory #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in General Case
2016/03/07 by Tianyang Nie, Jingtao Shi, Nie, Tianyang +3 · 2 citations
Economics, Econometrics and Finance · Decision Sciences · Mathematics · #Stochastic processes and financial applications #Risk and Portfolio Optimization #Markov Chains and Monte Carlo Methods
- A general maximum principle for optimal control of stochastic differential delay systems
2023/02/07 by Weijun Meng, Jingtao Shi, Meng, Weijun +5 · 4 citations
Economics, Econometrics and Finance · Computer Science · #Stochastic processes and financial applications #Optimization and Variational Analysis
- Mean-Field Linear-Quadratic Stochastic Differential Games in an Infinite Horizon
2020/07/12 by Xun Li, Li, Xun, Jingtao Shi +3 · 3 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Economic theories and models #Mathematical Biology Tumor Growth
- Direct Approach of Linear-Quadratic Stackelberg Mean Field Games of Backward-Forward Stochastic Systems
2024/01/29 by Wenyu Cong, Jingtao Shi, Cong, Wenyu +1 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #49K45 #49N70 #60H10 #91A23 #93E20 #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Stochastic processes and financial applications