| Research Interests |
• Optimal stochastic control
• Backward stochastic differential equationse
• Statistical physics
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| Education |
• 2013.09 - 2017.06, B.S. in Economics, Shandong University of Finance and Economics, China
• 2017.09 - 2023.06, Ph.D. in Probability and Statistics, Shandong University, China.
|
Employment |
• 2023.06 - 2025.06, Postdoctoral Researcher, School of Mathematical Sciences, Fudan University.
• 2025.06 - Present, Assistant Professor, Center for Applied Mathematics, Tianjin University.
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Publications (* denotes the corresponding author) |
[1] M. Hu, S. Ji, and R. Xu, A global stochastic maximum principle for forward-backward stochastic control systems with quadratic generators. SIAM J. Control Optim., 60 (2022), 1791-1818.
[2] S. Ji and R. Xu*, A modified method of successive approximations for stochastic recursive optimal control problems. SIAM J. Control Optim., 60 (2022), 2759-2786.
[3] S. Ji and R. Xu*, A stochastic maximum principle for forward-backward stochastic control systems with quadratic generators and path-wise constrstraint. ESAIM. Control, Optim. Calc. Var. 30 (2024), 29.
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English 
