Shaolin Ji

26 papers Journal 26
YearRankTypeTitle / Venue / Authors
2026 J jnl
A deep backward regression-based scheme for high-dimensional nonlinear partial differential equations.
CoRR
Qiang Han, Shaolin Ji, Yunzhang Li
2025 J jnl
A Novel Control Method for Solving High-Dimensional Hamiltonian Systems Through Deep Neural Networks.
SIAM J. Sci. Comput.
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang
2024 J jnl
Novel multi-step predictor-corrector schemes for backward stochastic differential equations.
Commun. Nonlinear Sci. Numer. Simul.
Qiang Han, Shaolin Ji
2023 J jnl
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems.
Math. Oper. Res.
Mingshang Hu, Shaolin Ji, Xiaole Xue
2023 J jnl
Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo.
J. Comput. Appl. Math.
Qiang Han, Shaolin Ji
2022 J jnl
A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators.
SIAM J. Control. Optim.
Mingshang Hu, Shaolin Ji, Rundong Xu
2022 J jnl
A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems.
SIAM J. Control. Optim.
Shaolin Ji, Rundong Xu
2022 J jnl
A deep learning method for solving stochastic optimal control problems driven by fully-coupled FBSDEs.
CoRR
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang
2022 J jnl
Global Convergence of Successive Approximations for Non-convex Stochastic Optimal Control Problems.
CoRR
Shaolin Ji, Rundong Xu
2022 J jnl
Maximum principle for stochastic optimal control problem of forward-backward stochastic difference systems.
Int. J. Control
Shaolin Ji, Haodong Liu
2022 J jnl
Optimal Learning Under Robustness and Time-Consistency.
Oper. Res.
Larry G. Epstein, Shaolin Ji
2022 J jnl
Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method.
J. Sci. Comput.
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang
2021 J jnl
A control method for solving high-dimensional Hamiltonian systems through deep neural networks.
CoRR
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang
2021 J jnl
Kalman-Bucy Filtering and Minimum Mean Square Estimator under Uncertainty.
SIAM J. Control. Optim.
Shaolin Ji, Chuiliu Kong, Chuanfeng Sun, Ji-Feng Zhang
2021 J jnl
Novel multi-step predictor-corrector schemes for backward stochastic differential equations.
CoRR
Qiang Han, Shaolin Ji
2020 J jnl
A filtering problem with uncertainty in observation.
Syst. Control. Lett.
Shaolin Ji, Chuiliu Kong, Chuanfeng Sun
2020 J jnl
A robust Kalman-Bucy filtering problem.
Autom.
Shaolin Ji, Chuiliu Kong, Chuanfeng Sun
2020 J jnl
Deep learning method for solving stochastic optimal control problem via stochastic maximum principle.
CoRR
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang
2020 J jnl
Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning.
IEEE Intell. Syst.
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang
2019 J jnl
The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation.
SIAM J. Control. Optim.
Mingshang Hu, Shaolin Ji, Xiaole Xue
2019 J jnl
Three algorithms for solving high-dimensional fully-coupled FBSDEs through deep learning.
CoRR
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang
2018 J jnl
A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems.
SIAM J. Control. Optim.
Mingshang Hu, Shaolin Ji, Xiaole Xue
2017 J jnl
Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations.
Syst. Control. Lett.
Shaolin Ji, Xiaomin Shi
2016 J jnl
Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity.
SIAM J. Control. Optim.
Mingshang Hu, Shaolin Ji
2006 J jnl
A maximum principle for stochastic optimal control with terminal state constraints, and its applications.
Commun. Inf. Syst.
Shaolin Ji, Xun Yu Zhou
2005 J jnl
Sampling schedule design towards optimal drug monitoring for individualizing therapy.
Comput. Methods Programs Biomed.
Shaolin Ji, Yingzhi Zeng, Ping Wu, Edmund Jon Deoon Lee