Shaolin Ji
Shandong University
H-index: 15
Asia-China
Top articles of Shaolin Ji
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems | International Journal of Control | Shaolin Ji Haodong Liu | 2021/2/24 |
Novel multi-step predictor-corrector schemes for backward stochastic differential equations | arXiv preprint arXiv:2102.05915 | Qiang Han Shaolin Ji | 2021/2/11 |
A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems | arXiv preprint arXiv:2102.01484 | Shaolin Ji Rundong Xu | 2021/2/2 |
Optimal learning under robustness and time-consistency | Operations Research | Larry G Epstein Shaolin Ji | 2020/3/16 |
A robust Kalman–Bucy filtering problem | Automatica | Shaolin Ji Chuiliu Kong Chuanfeng Sun | 2020/12/1 |
Three algorithms for solving high-dimensional fully coupled fbsdes through deep learning | IEEE Intelligent Systems | Shaolin Ji Shige Peng Ying Peng Xichuan Zhang | 2020/2/4 |
A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators | arXiv preprint arXiv:2010.10680 | Mingshang Hu Shaolin Ji Rundong Xu | 2020/10/21 |
Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems | ESAIM: Control, Optimisation and Calculus of Variations | Mingshang Hu Shaolin Ji Xiaole Xue | 2020 |
Solving stochastic optimal control problem via stochastic maximum principle with deep learning method | arXiv preprint arXiv:2007.02227 | Shaolin Ji Shige Peng Ying Peng Xichuan Zhang | 2020/7/5 |
The minimum mean square estimator of integrable variables under sublinear operators | Stochastics | Shaolin Ji Chuiliu Kong Chuanfeng Sun | 2020/5/18 |
A filtering problem with uncertainty in observation | Systems & Control Letters | Shaolin Ji Chuiliu Kong Chuanfeng Sun | 2020/1/1 |
Kalman-Bucy filtering and minimum mean square estimator under uncertainty | arXiv preprint arXiv:2004.09202 | Shaolin Ji Chuiliu Kong Chuanfeng Sun Ji-Feng Zhang | 2020/4/20 |