Jingtao Shi

29 papers C 3Journal 25Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
General linear-quadratic mean field stochastic differential game with common noise: A direct method.
Syst. Control. Lett.
Yu Si, Jingtao Shi
2025 J jnl
A General Maximum Principle for Optimal Control of Stochastic Differential Delay Systems.
SIAM J. Control. Optim.
Weijun Meng, Jingtao Shi, Tianxiao Wang, Ji-Feng Zhang
2025 J jnl
Indefinite Linear-Quadratic Mean Field Games with a Direct Approach.
J. Syst. Sci. Complex.
Wenyu Cong, Jingtao Shi
2025 J jnl
Necessary and Sufficient Conditions of Open-Loop and Closed-Loop Solvability for Delayed Stochastic LQ Optimal Control Problems.
SIAM J. Control. Optim.
Weijun Meng, Jingtao Shi, Ji-Feng Zhang, Yanlong Zhao
2024 J jnl
Mixed leadership stochastic differential game in feedback information pattern with applications.
Autom.
Qi Huang, Jingtao Shi
2024 J jnl
Relationship Between General MP and DPP for the Stochastic Recursive Optimal Control Problem with Jumps.
J. Syst. Sci. Complex.
Bin Wang, Jingtao Shi
2024 J jnl
Stackelberg Stochastic Differential Games in Feedback Information Pattern with Applications.
Dyn. Games Appl.
Qi Huang, Jingtao Shi
2023 J jnl
Linear Quadratic Leader-Follower Stochastic Differential Games: Closed-Loop Solvability.
J. Syst. Sci. Complex.
Zixuan Li, Jingtao Shi
2023 J jnl
The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps.
SIAM J. Control. Optim.
Yueyang Zheng, Jingtao Shi
2022 J jnl
A linear-quadratic partially observed Stackelberg stochastic differential game with application.
Appl. Math. Comput.
Yueyang Zheng, Jingtao Shi
2022 J jnl
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.
Hualong Hu, Xiaochong Tong, Chunping Qiu, He Li, Jiantao Fu, Yanfa Shang, Jingtao Shi
2022 J jnl
Optimal Reinsurance and Investment Strategies Under Mean-Variance Criteria: Partial and Full Information.
J. Syst. Sci. Complex.
Shihao Zhu, Jingtao Shi
2022 J jnl
Stackelberg stochastic differential game with asymmetric noisy observations.
Int. J. Control
Yueyang Zheng, Jingtao Shi
2021 J jnl
A global maximum principle for stochastic optimal control problems with delay and applications.
Syst. Control. Lett.
Weijun Meng, Jingtao Shi
2021 J jnl
A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information.
Syst. Control. Lett.
Shuaiqi Zhang, Jie Xiong, Jingtao Shi
2021 J jnl
ϵ-Nash mean-field games for linear-quadratic systems with random jumps and applications.
Int. J. Control
Ruimin Xu, Jingtao Shi
2020 J jnl
A Stackelberg Game of Backward Stochastic Differential Equations with Applications.
Dyn. Games Appl.
Yueyang Zheng, Jingtao Shi
2018 J jnl
A leader-follower stochastic linear quadratic differential game with time delay.
Sci. China Inf. Sci.
Juanjuan Xu, Jingtao Shi, Huanshui Zhang
2018 C conf
Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case.
ICARCV
Weijun Meng, Jingtao Shi
2017 J jnl
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case.
SIAM J. Control. Optim.
Tianyang Nie, Jingtao Shi, Zhen Wu
2017 J jnl
Linear-quadratic stochastic Stackelberg differential game with asymmetric information.
Sci. China Inf. Sci.
Jingtao Shi, Guangchen Wang, Jie Xiong
2016 J jnl
A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications.
IEEE Trans. Autom. Control.
Jingtao Shi, Guangchen Wang
2016 C conf
Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case.
ACC
Tianyang Nie, Jingtao Shi, Zhen Wu
2016 J jnl
Leader-follower stochastic differential game with asymmetric information and applications.
Autom.
Jingtao Shi, Guangchen Wang, Jie Xiong
2014 J jnl
Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions.
Int. J. Control
Jingtao Shi
2012 J jnl
Forward-backward linear quadratic stochastic optimal control problem with delay.
Syst. Control. Lett.
Jianhui Huang, Xun Li, Jingtao Shi
2012 C conf
Sufficient conditions of optimality for mean-field stochastic control problems.
ICARCV
Jingtao Shi
2010 J jnl
Maximum principle for forward-backward stochastic control system with random jumps and applications to finance.
J. Syst. Sci. Complex.
Jingtao Shi, Zhen Wu
2010 — conf
Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions and applications to finance.
ICCA
Jingtao Shi