Shaolin Ji

Shaolin Ji

Shandong University

H-index: 15

Asia-China

About Shaolin Ji

Shaolin Ji, With an exceptional h-index of 15 and a recent h-index of 13 (since 2020), a distinguished researcher at Shandong University, specializes in the field of mathematical finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems

Novel multi-step predictor-corrector schemes for backward stochastic differential equations

A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems

Optimal learning under robustness and time-consistency

A robust Kalman–Bucy filtering problem

Three algorithms for solving high-dimensional fully coupled fbsdes through deep learning

A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators

Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems

Shaolin Ji Information

University

Position

___

Citations(all)

1346

Citations(since 2020)

744

Cited By

841

hIndex(all)

15

hIndex(since 2020)

13

i10Index(all)

21

i10Index(since 2020)

15

Email

University Profile Page

Shandong University

Google Scholar

View Google Scholar Profile

Shaolin Ji Skills & Research Interests

mathematical finance

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

See List of Professors in Shaolin Ji University(Shandong University)