Shi Jingtao
Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:Shandong University
Scientific Research
Working-Papers
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stochastic optimal control, stochastic differential game, forward-backward stochastic system, delayed stochastic system, mathematical finance
Paper Publications
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丛文昱 and 史敬涛. Indefinite Linear-Quadratic Mean Field Games with a Direct Approach. Journal of Systems Science and Complexity, accepted, 2025.
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孟维君 , 史敬涛 , 王天啸 and 张纪峰. A General Maximum Principle for Optimal Control of Stochastic Differential Delayed Systems. SIAM Journal on Control and Optimization, 63, 175-205, 2025.
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林静涛 and 史敬涛. A Risk-Sensitive Global Maximum Principle for Controlled Fully Coupled FBSDEs with Applications. Mathematical Control and Related Fields, 15, 179-205, 2025.
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王彬 and 史敬涛. Relationship between General MP and DPP for the Stochastic Recursive Optimal Control Problem with Jumps. Journal of Systems Science and Complexity, 37, 2466-2486, 2024.
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黄琪 and 史敬涛. Stackelberg Stochastic Differential Games in Feedback Information Pattern with Applications. Dynamic Games and Applications, 14, 1191-1224, 2024.
Published Books
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Time-Delayed Linear Quadratic Optimal Control Problems, Springer Briefs in PDEs and Data Science
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寿险精算数学
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Stochastic Leader-Follower Differential Game with Asymmetric Information, Game Theory-Applications in Logistics and Economy, Edited by Danijela Tuljek-Suban, Chapter 7, 95-120
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Stochastic Control of Jump Diffusions, Stochastic Modeling and Control, Edited by Ivan G. Ivanov, Chapter 7, 119-146