| The maximum i principle for fully coupled forward-backward stochastic control system J Shi, Z Wu Acta Automatica Sinica 32 (2), 161, 2006 | 97 | 2006 |
| Leader–follower stochastic differential game with asymmetric information and applications J Shi, G Wang, J Xiong Automatica 63, 60-73, 2016 | 92 | 2016 |
| Maximum principle for forward-backward stochastic control system with random jumps and applications to finance J Shi, Z Wu Journal of Systems Science and Complexity 23 (2), 219-231, 2010 | 80 | 2010 |
| A leader-follower stochastic linear quadratic differential game with time delay J Xu, J Shi, H Zhang Science China Information Sciences 61 (11), 112202, 2018 | 57 | 2018 |
| Forward–backward linear quadratic stochastic optimal control problem with delay J Huang, X Li, J Shi Systems & Control Letters 61 (5), 623-630, 2012 | 53 | 2012 |
| Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems JT Shi, Z Wu Journal of Optimization Theory and Applications 145 (3), 543-578, 2010 | 52 | 2010 |
| Linear-quadratic stochastic Stackelberg differential game with asymmetric information J Shi, G Wang, J Xiong Science China Information Sciences 60, 1-15, 2017 | 43 | 2017 |
| Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations∗ J Huang, J Shi ESAIM: Control, optimisation and calculus of variations 18 (4), 1073-1096, 2012 | 39 | 2012 |
| A Risk-sensitive Stochastic Maximum Principle for Optimal Control of Jump Diffusions and its Applications J Shi, Z Wu 数学物理学报英文版 Acta Mathematica Scientia, English Series 31 (2), 419-433, 2011 | 36* | 2011 |
| Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions JT Shi, Z Wu Applied Mathematics & Optimization 63, 151-189, 2011 | 34 | 2011 |
| Necessary conditions for optimal control of forward-backward stochastic systems with random jumps J Shi International Journal of Stochastic Analysis 2012, 2012 | 30 | 2012 |
| Maximum principle for risk-sensitive stochastic optimal control problem and applications to finance J Shi, Z Wu Stochastic Analysis and Applications 30 (6), 997-1018, 2012 | 27 | 2012 |
| A Non-Zero Sum Differential Game of BSDE with Time-Delayed Generator and Applications J Shi, G Wang IEEE Transactions on Automatic Control 61 (7), 2016 | 25 | 2016 |
| An effective gradient projection method for stochastic optimal control N Du, J Shi, W Liu International Journal of Numerical Analysis and Modeling 10 (4), 757-774, 2013 | 24 | 2013 |
| Sufficient conditions of optimality for mean-field stochastic control problems J Shi Proceedings of the 12th International Conference on Control Automation …, 2012 | 22 | 2012 |
| A Stackelberg game of backward stochastic differential equations with applications Y Zheng, J Shi Dynamic Games and Applications 10 (4), 968-992, 2020 | 21 | 2020 |
| Mean-field linear-quadratic stochastic differential games in an infinite horizon X Li, J Shi, J Yong ESAIM: Control, Optimisation and Calculus of Variations 27, 81, 2021 | 20 | 2021 |
| Stochastic linear quadratic Stackelberg differential game with overlapping information J Shi, G Wang, J Xiong ESAIM: Control, Optimisation and Calculus of Variations 26, 83, 2020 | 20 | 2020 |
| Relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems and applications J Shi, Z Yu Mathematical Problems in Engineering 2013, 2013 | 19 | 2013 |
| Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case T Nie, J Shi, Z Wu SIAM Journal on Control and Optimization 55 (5), 3258-3294, 2017 | 17 | 2017 |
Xun LiDepartment of Applied Mathemaitcs, Hong Kong Polytechnic UniversityVerified email at polyu.edu.hk
