8 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Qilu University of TechnologyCN3 papers
- Shandong University of Finance and EconomicsCN3 papers
- Shandong UniversityCN2 papers
- Academy of Mathematics and Systems ScienceCN1 paper
- Hangzhou Medical CollegeCN1 paper
- Jinan UniversityCN1 paper
- Macao Polytechnic UniversityMO1 paper
- Nanjing Medical UniversityCN1 paper
- Northwest Women's and Children's HospitalCN1 paper
- Shandong Normal UniversityCN1 paper
- ShenZhen People’s HospitalCN1 paper
- Shenzhen Technology UniversityCN1 paper
Showing 2013Show all
2 papers · 1 filter
math.PR2013★ 8 cited
Reflected Backward Stochastic Difference Equations and Optimal Stopping Problems under g-expectation
Lifen An, Samuel N. Cohen, Shaolin Ji
In this paper, we study reflected backward stochastic difference equations (RBSDEs for short) with finitely many states in discrete time. The general existence and uniqueness resul…
math.OC2013★ 3 cited
A stochastic recursive optimal control problem under the G-expectation framework
Mingshang Hu, Shaolin Ji, Shuzhen Yang
In this paper, we study a stochastic recursive optimal control problem in which the objective functional is described by the solution of a backward stochastic differential equation…