Jinghai Shao

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2025 J jnl
Optimal Control Problem for Reflected McKean-Vlasov SDEs.
SIAM J. Control. Optim.
Jinghai Shao
2025 J jnl
Viscosity Solutions to HJB Equations with Hölder Continuous Coefficients.
J. Optim. Theory Appl.
Jianrui Li, Jinghai Shao, Hui Zhao
2025 J jnl
Viscosity solutions approach to finite-horizon continuous-time Markov decision process.
Int. J. Control
Zhong-Wei Liao, Jinghai Shao
2024 J jnl
Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes.
J. Appl. Probab.
Jinghai Shao
2023 J jnl
From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes.
SIAM J. Control. Optim.
Jinghai Shao, Taoran Tian
2022 J jnl
Optimal feedback control of stock prices under credit risk dynamics.
Ann. Oper. Res.
Jinghai Shao, Sovan Mitra, Andreas S. Karathanasopoulos
2021 J jnl
Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching.
SIAM J. Control. Optim.
Qian Feng, Jinghai Shao
2020 J jnl
Long-time behavior of Lévy-driven Ornstein-Uhlenbeck processes with regime switching.
J. Appl. Probab.
Zhongwei Liao, Jinghai Shao
2019 J jnl
Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case.
SIAM J. Control. Optim.
Jinghai Shao, Fubao Xi
2018 J jnl
Invariant Measures and Euler-Maruyama's Approximations of State-Dependent Regime-Switching Diffusions.
SIAM J. Control. Optim.
Jinghai Shao
2017 J jnl
Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations.
SIAM J. Control. Optim.
Jinghai Shao
2016 J jnl
Permanence and Extinction of Regime-Switching Predator-Prey Models.
SIAM J. Math. Anal.
Jianhai Bao, Jinghai Shao
2015 J jnl
Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space.
SIAM J. Control. Optim.
Jinghai Shao
2014 J jnl
Stability and Recurrence of Regime-Switching Diffusion Processes.
SIAM J. Control. Optim.
Jinghai Shao, Fubao Xi