Shige Peng

18 papers Journal 16Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
Generative modeling and controllability.
Commun. Inf. Syst.
Alain Bensoussan, Shige Peng
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
2023 J jnl
Imbalanced binary classification under distribution uncertainty.
Inf. Sci.
Xuan Ji, Shige Peng, Shuzhen Yang
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
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
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
Three algorithms for solving high-dimensional fully-coupled FBSDEs through deep learning.
CoRR
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang
2015 — ch.
Backward Stochastic Differential Equations and Related Control Problems.
Encyclopedia of Systems and Control
Shige Peng
2014 J jnl
Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents.
SIAM J. Control. Optim.
Rainer Buckdahn, Juan Li, Shige Peng
2010 J jnl
Maximum Principle for Backward Doubly Stochastic Control Systems with Applications.
SIAM J. Control. Optim.
Yuecai Han, Shige Peng, Zhen Wu
2010 J jnl
On controllability for stochastic control systems when the coefficient is time-variant.
J. Syst. Sci. Complex.
Feng Liu, Shige Peng
2010 J jnl
Representation of the penalty term of dynamic concave utilities.
Finance Stochastics
Freddy Delbaen, Shige Peng, Emanuela Rosazza Gianin
2009 J jnl
Backward Stochastic Differential Equation Driven by Fractional Brownian Motion.
SIAM J. Control. Optim.
Yaozhong Hu, Shige Peng
2006 J jnl
A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations.
SIAM J. Sci. Comput.
Weidong Zhao, Lifeng Chen, Shige Peng
2002 J jnl
Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems.
Autom.
Yazeng Liu, Shige Peng
1998 — conf
Open Problems on Backward Stochastic Differential Equations.
Control of Distributed Parameter and Stochastic Systems
Shige Peng