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ORCIDShaolin Ji
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2020 – today
- 2024
[j18]Qiang Han
, Shaolin Ji:
Novel multi-step predictor-corrector schemes for backward stochastic differential equations. Commun. Nonlinear Sci. Numer. Simul. 139: 108269 (2024)- 2023
- [j17]Qiang Han, Shaolin Ji:
Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo. J. Comput. Appl. Math. 417: 114543 (2023) - [j16]Mingshang Hu, Shaolin Ji, Xiaole Xue:
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems. Math. Oper. Res. 48(3): 1767-1790 (2023) - 2022
- [j15]Shaolin Ji, Haodong Liu:
Maximum principle for stochastic optimal control problem of forward-backward stochastic difference systems. Int. J. Control 95(7): 1979-1992 (2022) - [j14]Larry G. Epstein, Shaolin Ji:
Optimal Learning Under Robustness and Time-Consistency. Oper. Res. 70(3): 1317-1329 (2022) - [j13]Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang:
Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method. J. Sci. Comput. 93(1): 30 (2022) - [j12]Mingshang Hu, Shaolin Ji, Rundong Xu:
A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators. SIAM J. Control. Optim. 60(3): 1791-1818 (2022) - [j11]Shaolin Ji, Rundong Xu:
A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems. SIAM J. Control. Optim. 60(5): 2759-2786 (2022) - [i6]Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang:
A deep learning method for solving stochastic optimal control problems driven by fully-coupled FBSDEs. CoRR abs/2204.05796 (2022) - [i5]Shaolin Ji, Rundong Xu:
Global Convergence of Successive Approximations for Non-convex Stochastic Optimal Control Problems. CoRR abs/2207.01876 (2022) - 2021
- [j10]Shaolin Ji, Chuiliu Kong, Chuanfeng Sun, Ji-Feng Zhang:
Kalman-Bucy Filtering and Minimum Mean Square Estimator under Uncertainty. SIAM J. Control. Optim. 59(4): 2669-2692 (2021) - [i4]Qiang Han, Shaolin Ji:
Novel multi-step predictor-corrector schemes for backward stochastic differential equations. CoRR abs/2102.05915 (2021) - [i3]Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang:
A control method for solving high-dimensional Hamiltonian systems through deep neural networks. CoRR abs/2111.02636 (2021) - 2020
- [j9]Shaolin Ji, Chuiliu Kong, Chuanfeng Sun:
A robust Kalman-Bucy filtering problem. Autom. 122: 109252 (2020) - [j8]Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang:
Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning. IEEE Intell. Syst. 35(3): 71-84 (2020) - [j7]Shaolin Ji, Chuiliu Kong, Chuanfeng Sun:
A filtering problem with uncertainty in observation. Syst. Control. Lett. 135: 104589 (2020) - [i2]Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang:
Deep learning method for solving stochastic optimal control problem via stochastic maximum principle. CoRR abs/2007.02227 (2020)
2010 – 2019
- 2019
- [j6]Mingshang Hu, Shaolin Ji, Xiaole Xue:
The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation. SIAM J. Control. Optim. 57(6): 3911-3938 (2019) - [i1]Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang:
Three algorithms for solving high-dimensional fully-coupled FBSDEs through deep learning. CoRR abs/1907.05327 (2019) - 2018
- [j5]Mingshang Hu, Shaolin Ji, Xiaole Xue:
A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems. SIAM J. Control. Optim. 56(6): 4309-4335 (2018) - 2017
- [j4]Shaolin Ji, Xiaomin Shi:
Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations. Syst. Control. Lett. 104: 1-4 (2017) - 2016
- [j3]Mingshang Hu, Shaolin Ji:
Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity. SIAM J. Control. Optim. 54(2): 918-945 (2016)
2000 – 2009
- 2006
- [j2]Shaolin Ji, Xun Yu Zhou:
A maximum principle for stochastic optimal control with terminal state constraints, and its applications. Commun. Inf. Syst. 6(4): 321-338 (2006) - 2005
- [j1]Shaolin Ji, Yingzhi Zeng, Ping Wu, Edmund Jon Deoon Lee:
Sampling schedule design towards optimal drug monitoring for individualizing therapy. Comput. Methods Programs Biomed. 80(1): 57-63 (2005)
Coauthor Index
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