Shige Peng - researchr alias

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Viewing Publication 1 - 11 from 11

2023

Imbalanced binary classification under distribution uncertaintyXuan Ji, Shige Peng, Shuzhen Yang. isci, 621:156-171, April 2023. [doi]

2022

Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning MethodShaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang. jscic, 93(1):30, 2022. [doi]

2020

Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep LearningShaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang. expert, 35(3):71-84, 2020. [doi]

2014

Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor AgentsRainer Buckdahn, Juan Li, Shige Peng. siamco, 52(1):451-492, 2014. [doi]

2010

Representation of the penalty term of dynamic concave utilitiesFreddy Delbaen, Shige Peng, Emanuela Rosazza Gianin. fs, 14(3):449-472, 2010. [doi]

Maximum Principle for Backward Doubly Stochastic Control Systems with ApplicationsYuecai Han, Shige Peng, Zhen Wu. siamco, 48(7):4224-4241, 2010. [doi]

On controllability for stochastic control systems when the coefficient is time-variantFeng Liu, Shige Peng. jossac, 23(2):270-278, 2010. [doi]

2009

Backward Stochastic Differential Equation Driven by Fractional Brownian MotionYaozhong Hu, Shige Peng. siamco, 48(3):1675-1700, 2009. [doi]

2006

A New Kind of Accurate Numerical Method for Backward Stochastic Differential EquationsWeidong Zhao, Lifeng Chen, Shige Peng. siamsc, 28(4):1563-1581, 2006. [doi]

2002

Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systemsYazeng Liu, Shige Peng. automatica, 38(8):1417-1423, 2002. [doi]

1998

Open Problems on Backward Stochastic Differential EquationsShige Peng. ifip7-2 1999: 265-274

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