[64] Weijun Meng, Jingtao Shi (通讯作者), Linear Quadratic Optimal Control Problems of Delayed Backward Stochastic Differential Equations, published online by Applied Mathematics and Optimization.

[63] Yueyang Zheng, Jingtao Shi (通讯作者), Stackelberg Stochastic Differential Game with Asymmetric Noisy Observations, published online by International Journal of Control.

[62] Yueyang Zheng, Jingtao Shi (通讯作者), A Stackelberg Game of Backward Stochastic Differential Equations with Partial Information, published online by Mathematical Control and Related Fields.

[61] Ruimin Xu, Jingtao Shi (通讯作者), ε-Nash Mean-Field Games for Linear-Quadratic Systems with Random Jumps and Applications, International Journal of Control, Vol. 94, No. 5, 1415-1425.

[60] Weijun Meng, Jingtao Shi (通讯作者), A Global Maximum Principle for Stochastic Optimal Control Problems with Delay and Applications, Systems & Control Letters, Vol. 150, 104909, 2021.

[59] Weijun Meng, Jingtao Shi (通讯作者), Stochastic Recursive Optimal Control Problem with Mixed Delay under Viscosity’s Framework, Optimal Control, Applications and Methods, Vol. 42, No. 2, 445-468, 2021.

[58] Yueyang Zheng, Jingtao Shi (通讯作者), A Stackelberg Game of Backward Stochastic Differential Equations with Applications, Dynamic Games and Applications, Vol. 10, No. 4, 968-992, 2020.

[57] Jingtao Shi, Guangchen Wang, Jie Xiong, Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information, ESAIM: Control, Optimisation and Calculus of Variations, Vol. 26, Article No. 83, 38 pages, 2020.

[56] Yueyang Zheng, Jingtao Shi (通讯作者), A Linear Quadratic Stackelberg Game of Backward Stochastic Differential Equations with Partial Information, Proceedings of The 39th Chinese Control Conference, 966-971, July 27-30, Shenyang, China, 2020.

[55] Weijun Meng, Jingtao Shi (通讯作者), Verification Theorem of Stochastic Recursive Optimal Control Problems with Mixed Delay for Viscosity Solutions, Proceedings of The 39th Chinese Control Conference, 978-985, July 27-30, Shenyang, China, 2020.

[54] Jingtao Shi, Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Global Case, Proceedings of The 34th Youth Academic Annal Conference of CAA, 617-624, June 6-8, Jinzhou, China, 2019.

[53] Le Yang, Yueyang Zheng, Jingtao Shi (通讯作者), Risk-Sensitive Stochastic Control with Applications to An Optimal Investment Problem under Correlated Noises, Proceedings of The 38th Chinese Control Conference, 1356-1363, July 27-30, Guangzhou, China, 2019.

[52] Weijun Meng, Jingtao Shi (通讯作者), Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case, Proceedings of The 15th International Conference on Control, Automation, Robotics and Vision, 1263-1270, November 18-21, Singapore, 2018.

[51] Jingtao Shi, Two Differential Approaches to Optimal Control Problem of Fully Coupled FBSDEs, Proceedings of The 37th Chinese Control Conference, 1445-1450, July 25-27, Wuhan, China, 2018.

[50] Juanjuan Xu, Jingtao Shi, Huanshui Zhang, A Leader-Follower Stochastic Linear Quadratic Differential Game with Time Delay, Science China Information Sciences，Vol. 61, 112202:1–13, November 2018.

[49] Tianyang Nie, Jingtao Shi（通讯作者）, Zhen Wu, Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in The General Case, SIAM Journal on Control and Optimization, Vol. 55, No. 5, 3258-3294, 2017.

[48] Jingtao Shi, Guangchen Wang, Jie Xiong, A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information, Proceedings of The 36th Chinese Control Conference, 1799-1804, July 26-28, Dalian, China, 2017.

[47] Jingtao Shi, Guangchen Wang, Jie Xiong, Linear-quadratic Stochastic Stackelberg Differential Game with Asymmetric Information, Science China Information Sciences, Vol. 60, 092202:1-15, September 2017.

[46] F. Chighoub, I. E. Lakhdari, J.T. Shi, Relationship between Maximum Principle and Dynamic Programming for Systems Driven by Normal Martingales, Mathematics in Engineering, Science and Aerospace, Vol. 8, No. 1, 91-107, 2017.

[45] 史敬涛，带Poisson跳跃的正倒向随机微分对策的最大值原理与动态规划之间的关系，中国科学：数学，1305-1328，第46卷第9期，2016。

[44] Jingtao Shi, Guangchen Wang, A New Kind of Linear-Quadratic Leader-follower  Stochastic Differential Game, Proceedings of 10th IFAC Symposium on Nonlinear Control System, 322-326, August 23-25, Monterey, USA, 2016.

[43] Jingtao Shi, Guangchen Wang, A Kind of Linear-Quadratic Leader-follower Stochastic Differential Game, Proceedings of The 35th Chinese Control Conference, 1696-1700, July 27-29, Chengdu, China, 2016.

[42] Tianyang Nie, Jingtao Shi（通讯作者）, Zhen Wu, Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case, Proceedings of 2016 American Control Conference, 7225-7230, July 6-8, Boston, USA, 2016. (受王宽诚教育基金会资助)

[41] Jingtao Shi, Guangchen Wang, A Non-Zero Sum Differential Game of BSDE with Time-Delayed Generator and Applications, IEEE Transactions on Automatic Control, Vol. 61, No. 7, 1959-1964, 2016.

[40] 聂天洋，史敬涛（通讯作者），完全耦合正倒向随机控制系统的动态规划原理与最大值原理之间的联系，山东大学学报（理学版），Vol. 51，No. 5，121-129，2016。

[39] Jingtao Shi, Guangchen Wang, Jie Xiong, Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications, Automatica (Regular Paper), Vol. 63, 60-73, 2016.

[38] Jingtao Shi, Juanjuan Xu, Huanshui Zhang, Stochastic Recursive Optimal Control Problems with Time Delay and Applications, Mathematical Control and Related Fields, Vol. 5, No. 4, 859-888, 2015.

[37] Jingtao Shi, Guangchen Wang, A Non-Zero Sum Differential Game of BSDE with Time-Delayed Generator, Proceedings of The 34th Chinese Control Conference, 1693-1698, July 28-30, Hangzhou, China, 2015.

[36] Jingtao Shi, Relationship between MP and DPP for Stochastic Differential Games with g-Expectation, Proceedings of The 34th Chinese Control Conference, 1644-1649, July 28-30, Hangzhou, China, 2015.

[35] Jingtao Shi, Optimal Control for Stochastic Differential Delayed Equations with Poisson Jumps and Applications, Random Operators and Stochastic Equations, Vol. 23, No. 1, 39-52, 2015.

[34] Jingtao Shi, Zhen Wu, Backward Stochastic Differential Equations with Markov Switching Driven by Brownian Motion and Poisson Random Measure, Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 87, No. 1, 1-29, 2015.

[33] 史敬涛，相关随机干扰下不连续股价的最优消费投资决策，系统工程学报， Vol. 29， No. 2，182-191，2014。

[32] Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming for Stochastic Differential Games of Jump Diffusions, International Journal of Control, Vol. 87, No. 4, 693-703, 2014.

[31] Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems of Jump Diffusions, Optimal Control, Applications and Methods, Vol. 35, No. 1, 61-76, 2014.

[30] Ning Du, Jingtao Shi and Wenbin Liu, An Effective Gradient Projection Method for Stochastic Optimal Control, International Journal of Numerical Analysis and Modeling, Vol. 10, No. 4, 757-774, 2013.

[29] Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications, American Journal of Operations Research, Vol. 3, No. 6, 445-453, 2013.

[28] Jingtao Shi, Optimal Control of BSDEs with Time Delayed Generators Driven by Brownian Motions and Poisson Random Measures, Proceedings of The 32nd Chinese Control Conference, 1575-1580, July 26-28, Xi’an, China, 2013.

[27] Jingtao Shi, Zhiyong Yu, Relationship between Maximum Principle and Dynamic Programming for Stochastic Recursive Optimal Control Problems and Applications, Mathematical Problems in Engineering, Vol. 2013, Article ID 285241, 12 pages.

[26] Jianhui Huang, Jingtao Shi (通讯作者), Maximum Principle for Optimal Control of Fully Coupled Forward-backward Stochastic Differential Delayed Equations, ESAIM: Control, Optimisation and Calculus of Variations, Vol. 18, No. 3, 1073-1096, 2012.

[25] Jingtao Shi, Sufficient Conditions of Optimality for Mean-Field Stochastic Control Problems, Proceedings of The 12th International Conference on Control, Automation, Robotics and Vision, 747-752, December 5-7, Guangzhou, China, 2012.（获ICARCV2012最佳论文提名奖）

[24] Jingtao Shi, Zhen Wu, Maximum Principle for Risk-sensitive Stochastic Control Problem and Applications to Finance, Stochastic Analysis and Applications, Vol. 30, No. 6, 997-1018, 2012.

[23] Jingtao Shi, Global Maximum Principle for the Forward-backward Stochastic Optimal Control Problem with Poisson Jumps, Asian Journal of Control, Vol. 14, No. 5, 1355-1365, 2012.

[22] Jingtao Shi, Zhen Wu, Necessary Condition for Optimal Control of Fully Coupled Forward-Backward Stochastic System with Random Jumps, Proceedings of The 31st Chinese Control Conference, 1620-1627, July 25-27, Hefei, China, 2012.

[21] Jianhui Huang, Xun Li, Jingtao Shi（通讯作者）, Forward-Backward Linear Quadratic Stochastic Optimal Control Problem with Delay, Systems & Control Letters, Vol. 61, No. 5, 623-630, 2012.

[20] Jingtao Shi, Necessary Conditions for Optimal Control of Forward-Backward Stochastic Systems with Random Jumps, International Journal of Stochastic Analysis, Vol. 2012, Article ID 258674, 50 pages.

[19] 史敬涛，带Poisson跳跃的正倒向随机延迟系统递归最优控制问题的最大值原理，中国科学：数学，第42卷，第3期，251-270，2012。

[18] Jingtao Shi, Zhen Wu, Relationship between MP and DPP for the Optimal Control Problem of Jump Diffusions, Applied Mathematics and Optimization, Vol. 63, No. 2, 151-189, 2011.

[17] Jingtao Shi, Zhen Wu, A Risk-sensitive Stochastic Maximum Principle for Optimal Control of Jump Diffusions and its Applications, Acta Mathematica Scientia, English Series，Vol. 31(B), No. 2, 419-433, 2011.

[16] Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming for Stochastic Control Systems with Delay, Proceedings of The 8th Asian Control Conference, 1210-1215, May 15-18, Kaohsiung, Taiwan, 2011.

[15] Jingtao Shi, Optimal Control of Backward Stochastic Differential Equations with Time Delayed Generators, Proceedings of The 30th Chinese Control Conference, 1285-1289, July 22-24, Yantai, China, 2011.

[14] Jingtao Shi, Zhen Wu, A Stochastic Maximum Principle for Optimal Control of Jump Diffusions and Applications to Finance, Chinese Journal of Applied Probability and Statistics，Vol. 27, No. 2, 127-137, 2011.

[13] Jingtao Shi, Zhen Wu, Maximum Principle for Partially-Observed Optimal Control of Fully Coupled Forward-Backward Stochastic Systems, Journal of Optimization Theory and Applications, Vol. 145, No. 3, 543-578, 2010.

[12] Jingtao Shi, Zhen Wu, Maximum Principle for Forward-Backward Stochastic Control System with Random Jumps and Applications to Finance, Journal of Systems Science and Complexity, Vol. 23, No.2, 219-231, 2010.

[11] Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems of Jump Diffusions and Applications to Finance, Proceedings of The 8th IEEE International Conference on Control and Automation, 1512-1518, June 9-11, Xiamen, China, 2010.

[10] Jingtao Shi, The Maximum Principle for Partially Observed Optimal Control of Fully Coupled Forward-Backward Stochastic System with State Constraints, Proceedings of The 22nd Chinese Control and Decision Conference, 572-578, May 26-28, Xuzhou, China, 2010. (获CCDC2010张嗣瀛优秀青年论文奖)

[9] Jingtao Shi, The Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems and Applications to Finance, Proceedings of The 29th Chinese Control Conference, 1535-1540, July 29-31, Beijing, China, 2010.

[8] Jingtao Shi, Zhen Wu, One Kind of Fully Coupled Linear Quadratic Stochastic Control Problem with Random Jumps, Acta Automatica Sinica, Vol. 35, No. 1, 92-97, 2009.

[7] Jingtao Shi, Zhen Wu, Maximum Principle for Fully Coupled Forward-backward Stochastic Control System with Random Jumps, Proceedings of The 26th Chinese Control Conference, 375-380, July 26-31, Zhangjiajie, China, 2007.

[6] 史敬涛，状态约束下完全耦合的正倒向随机控制系统的最大值原理，山东大学学报（理学版），Vol. 42，No. 1，44-48，2007。

[5] Jingtao Shi, Zhen Wu, The Maximum Principle for Fully Coupled Forward-backward Stochastic Control System, Acta Automatica Sinica, Vol. 32, No. 2, 161-169, 2006. (获第5届中国科协期刊优秀学术论文奖)

[4] 史敬涛，吴臻，一类证券市场中投资组合及消费选择的最优控制问题，高校应用数学学报，Ser. A，Vol. 20，No. 1，1-7，2005。

[3] 史敬涛，吴臻，完全耦合的正倒向随机控制系统的LQ问题，山东大学学报（理学版），Vol. 40，No. 1，11-17，2005。

[2] 王光臣，史敬涛，一类关于投资组合和消费选择的最优控制问题，山东大学学报（理学版），Vol. 39，No. 4，1-6，2004。

[1] 史敬涛，吴臻，证券市场中一类最优投资组合及消费的选择问题，自动化理论、技术与应用（第9卷）-中国自动化学会第17届全国青年学术年会论文集，北戴河，中国，95-98，中国农业科技出版社，2002。

史敬涛参与编写的书籍章节：

1. Jingtao Shi, Stochastic Leader-Follower Differential Game with Asymmetric Information, Game Theory-Applications in Logistics and Economy, Edited by Danijela Tuljek-Suban, Chapter 7, 95-120, Intech-Open Access Company, Croatia, 2018. ISBN 978-953-51-6235-3. Available on the web site: http://dx.doi.org/10.5772/intechopen.75413

2. Jingtao Shi, Stochastic Control of Jump Diffusions, Stochastic Modeling and Control, Edited by Ivan G. Ivanov, Chapter 7, 119-146, Intech-Open Access Company, Croatia, 2012. ISBN 978-953-51-0830-6. Available on the web site: http://dx.doi.org/10.5772/45719
　

[64] Weijun Meng, Jingtao Shi (通讯作者), Linear Quadratic Optimal Control Problems of Delayed Backward Stochastic Differential Equations, published online by Applied Mathematics and Optimization.

[63] Yueyang Zheng, Jingtao Shi (通讯作者), Stackelberg Stochastic Differential Game with Asymmetric Noisy Observations, published online by International Journal of Control.

[62] Yueyang Zheng, Jingtao Shi (通讯作者), A Stackelberg Game of Backward Stochastic Differential Equations with Partial Information, published online by Mathematical Control and Related Fields.

[61] Ruimin Xu, Jingtao Shi (通讯作者), ε-Nash Mean-Field Games for Linear-Quadratic Systems with Random Jumps and Applications, International Journal of Control, Vol. 94, No. 5, 1415-1425.

[60] Weijun Meng, Jingtao Shi (通讯作者), A Global Maximum Principle for Stochastic Optimal Control Problems with Delay and Applications, Systems & Control Letters, Vol. 150, 104909, 2021.

[59] Weijun Meng, Jingtao Shi (通讯作者), Stochastic Recursive Optimal Control Problem with Mixed Delay under Viscosity’s Framework, Optimal Control, Applications and Methods, Vol. 42, No. 2, 445-468, 2021.

[58] Yueyang Zheng, Jingtao Shi (通讯作者), A Stackelberg Game of Backward Stochastic Differential Equations with Applications, Dynamic Games and Applications, Vol. 10, No. 4, 968-992, 2020.

[57] Jingtao Shi, Guangchen Wang, Jie Xiong, Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information, ESAIM: Control, Optimisation and Calculus of Variations, Vol. 26, Article No. 83, 38 pages, 2020.

[56] Yueyang Zheng, Jingtao Shi (通讯作者), A Linear Quadratic Stackelberg Game of Backward Stochastic Differential Equations with Partial Information, Proceedings of The 39th Chinese Control Conference, 966-971, July 27-30, Shenyang, China, 2020.

[55] Weijun Meng, Jingtao Shi (通讯作者), Verification Theorem of Stochastic Recursive Optimal Control Problems with Mixed Delay for Viscosity Solutions, Proceedings of The 39th Chinese Control Conference, 978-985, July 27-30, Shenyang, China, 2020.

[54] Jingtao Shi, Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Global Case, Proceedings of The 34th Youth Academic Annal Conference of CAA, 617-624, June 6-8, Jinzhou, China, 2019.

[53] Le Yang, Yueyang Zheng, Jingtao Shi (通讯作者), Risk-Sensitive Stochastic Control with Applications to An Optimal Investment Problem under Correlated Noises, Proceedings of The 38th Chinese Control Conference, 1356-1363, July 27-30, Guangzhou, China, 2019.

[52] Weijun Meng, Jingtao Shi (通讯作者), Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case, Proceedings of The 15th International Conference on Control, Automation, Robotics and Vision, 1263-1270, November 18-21, Singapore, 2018.

[51] Jingtao Shi, Two Differential Approaches to Optimal Control Problem of Fully Coupled FBSDEs, Proceedings of The 37th Chinese Control Conference, 1445-1450, July 25-27, Wuhan, China, 2018.

[50] Juanjuan Xu, Jingtao Shi, Huanshui Zhang, A Leader-Follower Stochastic Linear Quadratic Differential Game with Time Delay, Science China Information Sciences，Vol. 61, 112202:1–13, November 2018.

[49] Tianyang Nie, Jingtao Shi（通讯作者）, Zhen Wu, Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in The General Case, SIAM Journal on Control and Optimization, Vol. 55, No. 5, 3258-3294, 2017.

[48] Jingtao Shi, Guangchen Wang, Jie Xiong, A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information, Proceedings of The 36th Chinese Control Conference, 1799-1804, July 26-28, Dalian, China, 2017.

[47] Jingtao Shi, Guangchen Wang, Jie Xiong, Linear-quadratic Stochastic Stackelberg Differential Game with Asymmetric Information, Science China Information Sciences, Vol. 60, 092202:1-15, September 2017.

[46] F. Chighoub, I. E. Lakhdari, J.T. Shi, Relationship between Maximum Principle and Dynamic Programming for Systems Driven by Normal Martingales, Mathematics in Engineering, Science and Aerospace, Vol. 8, No. 1, 91-107, 2017.

[45] 史敬涛，带Poisson跳跃的正倒向随机微分对策的最大值原理与动态规划之间的关系，中国科学：数学，1305-1328，第46卷第9期，2016。

[44] Jingtao Shi, Guangchen Wang, A New Kind of Linear-Quadratic Leader-follower  Stochastic Differential Game, Proceedings of 10th IFAC Symposium on Nonlinear Control System, 322-326, August 23-25, Monterey, USA, 2016.

[43] Jingtao Shi, Guangchen Wang, A Kind of Linear-Quadratic Leader-follower Stochastic Differential Game, Proceedings of The 35th Chinese Control Conference, 1696-1700, July 27-29, Chengdu, China, 2016.

[42] Tianyang Nie, Jingtao Shi（通讯作者）, Zhen Wu, Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case, Proceedings of 2016 American Control Conference, 7225-7230, July 6-8, Boston, USA, 2016. (受王宽诚教育基金会资助)

[41] Jingtao Shi, Guangchen Wang, A Non-Zero Sum Differential Game of BSDE with Time-Delayed Generator and Applications, IEEE Transactions on Automatic Control, Vol. 61, No. 7, 1959-1964, 2016.

[40] 聂天洋，史敬涛（通讯作者），完全耦合正倒向随机控制系统的动态规划原理与最大值原理之间的联系，山东大学学报（理学版），Vol. 51，No. 5，121-129，2016。

[39] Jingtao Shi, Guangchen Wang, Jie Xiong, Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications, Automatica (Regular Paper), Vol. 63, 60-73, 2016.

[38] Jingtao Shi, Juanjuan Xu, Huanshui Zhang, Stochastic Recursive Optimal Control Problems with Time Delay and Applications, Mathematical Control and Related Fields, Vol. 5, No. 4, 859-888, 2015.

[37] Jingtao Shi, Guangchen Wang, A Non-Zero Sum Differential Game of BSDE with Time-Delayed Generator, Proceedings of The 34th Chinese Control Conference, 1693-1698, July 28-30, Hangzhou, China, 2015.

[36] Jingtao Shi, Relationship between MP and DPP for Stochastic Differential Games with g-Expectation, Proceedings of The 34th Chinese Control Conference, 1644-1649, July 28-30, Hangzhou, China, 2015.

[35] Jingtao Shi, Optimal Control for Stochastic Differential Delayed Equations with Poisson Jumps and Applications, Random Operators and Stochastic Equations, Vol. 23, No. 1, 39-52, 2015.

[34] Jingtao Shi, Zhen Wu, Backward Stochastic Differential Equations with Markov Switching Driven by Brownian Motion and Poisson Random Measure, Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 87, No. 1, 1-29, 2015.

[33] 史敬涛，相关随机干扰下不连续股价的最优消费投资决策，系统工程学报， Vol. 29， No. 2，182-191，2014。

[32] Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming for Stochastic Differential Games of Jump Diffusions, International Journal of Control, Vol. 87, No. 4, 693-703, 2014.

[31] Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems of Jump Diffusions, Optimal Control, Applications and Methods, Vol. 35, No. 1, 61-76, 2014.

[30] Ning Du, Jingtao Shi and Wenbin Liu, An Effective Gradient Projection Method for Stochastic Optimal Control, International Journal of Numerical Analysis and Modeling, Vol. 10, No. 4, 757-774, 2013.

[29] Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications, American Journal of Operations Research, Vol. 3, No. 6, 445-453, 2013.

[28] Jingtao Shi, Optimal Control of BSDEs with Time Delayed Generators Driven by Brownian Motions and Poisson Random Measures, Proceedings of The 32nd Chinese Control Conference, 1575-1580, July 26-28, Xi’an, China, 2013.

[27] Jingtao Shi, Zhiyong Yu, Relationship between Maximum Principle and Dynamic Programming for Stochastic Recursive Optimal Control Problems and Applications, Mathematical Problems in Engineering, Vol. 2013, Article ID 285241, 12 pages.

[26] Jianhui Huang, Jingtao Shi (通讯作者), Maximum Principle for Optimal Control of Fully Coupled Forward-backward Stochastic Differential Delayed Equations, ESAIM: Control, Optimisation and Calculus of Variations, Vol. 18, No. 3, 1073-1096, 2012.

[25] Jingtao Shi, Sufficient Conditions of Optimality for Mean-Field Stochastic Control Problems, Proceedings of The 12th International Conference on Control, Automation, Robotics and Vision, 747-752, December 5-7, Guangzhou, China, 2012.（获ICARCV2012最佳论文提名奖）

[24] Jingtao Shi, Zhen Wu, Maximum Principle for Risk-sensitive Stochastic Control Problem and Applications to Finance, Stochastic Analysis and Applications, Vol. 30, No. 6, 997-1018, 2012.

[23] Jingtao Shi, Global Maximum Principle for the Forward-backward Stochastic Optimal Control Problem with Poisson Jumps, Asian Journal of Control, Vol. 14, No. 5, 1355-1365, 2012.

[22] Jingtao Shi, Zhen Wu, Necessary Condition for Optimal Control of Fully Coupled Forward-Backward Stochastic System with Random Jumps, Proceedings of The 31st Chinese Control Conference, 1620-1627, July 25-27, Hefei, China, 2012.

[21] Jianhui Huang, Xun Li, Jingtao Shi（通讯作者）, Forward-Backward Linear Quadratic Stochastic Optimal Control Problem with Delay, Systems & Control Letters, Vol. 61, No. 5, 623-630, 2012.

[20] Jingtao Shi, Necessary Conditions for Optimal Control of Forward-Backward Stochastic Systems with Random Jumps, International Journal of Stochastic Analysis, Vol. 2012, Article ID 258674, 50 pages.

[19] 史敬涛，带Poisson跳跃的正倒向随机延迟系统递归最优控制问题的最大值原理，中国科学：数学，第42卷，第3期，251-270，2012。

[18] Jingtao Shi, Zhen Wu, Relationship between MP and DPP for the Optimal Control Problem of Jump Diffusions, Applied Mathematics and Optimization, Vol. 63, No. 2, 151-189, 2011.

[17] Jingtao Shi, Zhen Wu, A Risk-sensitive Stochastic Maximum Principle for Optimal Control of Jump Diffusions and its Applications, Acta Mathematica Scientia, English Series，Vol. 31(B), No. 2, 419-433, 2011.

[16] Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming for Stochastic Control Systems with Delay, Proceedings of The 8th Asian Control Conference, 1210-1215, May 15-18, Kaohsiung, Taiwan, 2011.

[15] Jingtao Shi, Optimal Control of Backward Stochastic Differential Equations with Time Delayed Generators, Proceedings of The 30th Chinese Control Conference, 1285-1289, July 22-24, Yantai, China, 2011.

[14] Jingtao Shi, Zhen Wu, A Stochastic Maximum Principle for Optimal Control of Jump Diffusions and Applications to Finance, Chinese Journal of Applied Probability and Statistics，Vol. 27, No. 2, 127-137, 2011.

[13] Jingtao Shi, Zhen Wu, Maximum Principle for Partially-Observed Optimal Control of Fully Coupled Forward-Backward Stochastic Systems, Journal of Optimization Theory and Applications, Vol. 145, No. 3, 543-578, 2010.

[12] Jingtao Shi, Zhen Wu, Maximum Principle for Forward-Backward Stochastic Control System with Random Jumps and Applications to Finance, Journal of Systems Science and Complexity, Vol. 23, No.2, 219-231, 2010.

[11] Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems of Jump Diffusions and Applications to Finance, Proceedings of The 8th IEEE International Conference on Control and Automation, 1512-1518, June 9-11, Xiamen, China, 2010.

[10] Jingtao Shi, The Maximum Principle for Partially Observed Optimal Control of Fully Coupled Forward-Backward Stochastic System with State Constraints, Proceedings of The 22nd Chinese Control and Decision Conference, 572-578, May 26-28, Xuzhou, China, 2010. (获CCDC2010张嗣瀛优秀青年论文奖)

[9] Jingtao Shi, The Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems and Applications to Finance, Proceedings of The 29th Chinese Control Conference, 1535-1540, July 29-31, Beijing, China, 2010.

[8] Jingtao Shi, Zhen Wu, One Kind of Fully Coupled Linear Quadratic Stochastic Control Problem with Random Jumps, Acta Automatica Sinica, Vol. 35, No. 1, 92-97, 2009.

[7] Jingtao Shi, Zhen Wu, Maximum Principle for Fully Coupled Forward-backward Stochastic Control System with Random Jumps, Proceedings of The 26th Chinese Control Conference, 375-380, July 26-31, Zhangjiajie, China, 2007.

[6] 史敬涛，状态约束下完全耦合的正倒向随机控制系统的最大值原理，山东大学学报（理学版），Vol. 42，No. 1，44-48，2007。

[5] Jingtao Shi, Zhen Wu, The Maximum Principle for Fully Coupled Forward-backward Stochastic Control System, Acta Automatica Sinica, Vol. 32, No. 2, 161-169, 2006. (获第5届中国科协期刊优秀学术论文奖)

[4] 史敬涛，吴臻，一类证券市场中投资组合及消费选择的最优控制问题，高校应用数学学报，Ser. A，Vol. 20，No. 1，1-7，2005。

[3] 史敬涛，吴臻，完全耦合的正倒向随机控制系统的LQ问题，山东大学学报（理学版），Vol. 40，No. 1，11-17，2005。

[2] 王光臣，史敬涛，一类关于投资组合和消费选择的最优控制问题，山东大学学报（理学版），Vol. 39，No. 4，1-6，2004。

[1] 史敬涛，吴臻，证券市场中一类最优投资组合及消费的选择问题，自动化理论、技术与应用（第9卷）-中国自动化学会第17届全国青年学术年会论文集，北戴河，中国，95-98，中国农业科技出版社，2002。

史敬涛参与编写的书籍章节：

1. Jingtao Shi, Stochastic Leader-Follower Differential Game with Asymmetric Information, Game Theory-Applications in Logistics and Economy, Edited by Danijela Tuljek-Suban, Chapter 7, 95-120, Intech-Open Access Company, Croatia, 2018. ISBN 978-953-51-6235-3. Available on the web site: http://dx.doi.org/10.5772/intechopen.75413

2. Jingtao Shi, Stochastic Control of Jump Diffusions, Stochastic Modeling and Control, Edited by Ivan G. Ivanov, Chapter 7, 119-146, Intech-Open Access Company, Croatia, 2012. ISBN 978-953-51-0830-6. Available on the web site: http://dx.doi.org/10.5772/45719
　

[64] Weijun Meng, Jingtao Shi (通讯作者), Linear Quadratic Optimal Control Problems of Delayed Backward Stochastic Differential Equations, published online by Applied Mathematics and Optimization.

[63] Yueyang Zheng, Jingtao Shi (通讯作者), Stackelberg Stochastic Differential Game with Asymmetric Noisy Observations, published online by International Journal of Control.

[62] Yueyang Zheng, Jingtao Shi (通讯作者), A Stackelberg Game of Backward Stochastic Differential Equations with Partial Information, published online by Mathematical Control and Related Fields.

[61] Ruimin Xu, Jingtao Shi (通讯作者), ε-Nash Mean-Field Games for Linear-Quadratic Systems with Random Jumps and Applications, International Journal of Control, Vol. 94, No. 5, 1415-1425.

[60] Weijun Meng, Jingtao Shi (通讯作者), A Global Maximum Principle for Stochastic Optimal Control Problems with Delay and Applications, Systems & Control Letters, Vol. 150, 104909, 2021.

[59] Weijun Meng, Jingtao Shi (通讯作者), Stochastic Recursive Optimal Control Problem with Mixed Delay under Viscosity’s Framework, Optimal Control, Applications and Methods, Vol. 42, No. 2, 445-468, 2021.

[58] Yueyang Zheng, Jingtao Shi (通讯作者), A Stackelberg Game of Backward Stochastic Differential Equations with Applications, Dynamic Games and Applications, Vol. 10, No. 4, 968-992, 2020.

[57] Jingtao Shi, Guangchen Wang, Jie Xiong, Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information, ESAIM: Control, Optimisation and Calculus of Variations, Vol. 26, Article No. 83, 38 pages, 2020.

[56] Yueyang Zheng, Jingtao Shi (通讯作者), A Linear Quadratic Stackelberg Game of Backward Stochastic Differential Equations with Partial Information, Proceedings of The 39th Chinese Control Conference, 966-971, July 27-30, Shenyang, China, 2020.

[55] Weijun Meng, Jingtao Shi (通讯作者), Verification Theorem of Stochastic Recursive Optimal Control Problems with Mixed Delay for Viscosity Solutions, Proceedings of The 39th Chinese Control Conference, 978-985, July 27-30, Shenyang, China, 2020.

[54] Jingtao Shi, Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Global Case, Proceedings of The 34th Youth Academic Annal Conference of CAA, 617-624, June 6-8, Jinzhou, China, 2019.

[53] Le Yang, Yueyang Zheng, Jingtao Shi (通讯作者), Risk-Sensitive Stochastic Control with Applications to An Optimal Investment Problem under Correlated Noises, Proceedings of The 38th Chinese Control Conference, 1356-1363, July 27-30, Guangzhou, China, 2019.

[52] Weijun Meng, Jingtao Shi (通讯作者), Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case, Proceedings of The 15th International Conference on Control, Automation, Robotics and Vision, 1263-1270, November 18-21, Singapore, 2018.

[51] Jingtao Shi, Two Differential Approaches to Optimal Control Problem of Fully Coupled FBSDEs, Proceedings of The 37th Chinese Control Conference, 1445-1450, July 25-27, Wuhan, China, 2018.

[50] Juanjuan Xu, Jingtao Shi, Huanshui Zhang, A Leader-Follower Stochastic Linear Quadratic Differential Game with Time Delay, Science China Information Sciences，Vol. 61, 112202:1–13, November 2018.

[49] Tianyang Nie, Jingtao Shi（通讯作者）, Zhen Wu, Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in The General Case, SIAM Journal on Control and Optimization, Vol. 55, No. 5, 3258-3294, 2017.

[48] Jingtao Shi, Guangchen Wang, Jie Xiong, A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information, Proceedings of The 36th Chinese Control Conference, 1799-1804, July 26-28, Dalian, China, 2017.

[47] Jingtao Shi, Guangchen Wang, Jie Xiong, Linear-quadratic Stochastic Stackelberg Differential Game with Asymmetric Information, Science China Information Sciences, Vol. 60, 092202:1-15, September 2017.

[46] F. Chighoub, I. E. Lakhdari, J.T. Shi, Relationship between Maximum Principle and Dynamic Programming for Systems Driven by Normal Martingales, Mathematics in Engineering, Science and Aerospace, Vol. 8, No. 1, 91-107, 2017.

[45] 史敬涛，带Poisson跳跃的正倒向随机微分对策的最大值原理与动态规划之间的关系，中国科学：数学，1305-1328，第46卷第9期，2016。

[44] Jingtao Shi, Guangchen Wang, A New Kind of Linear-Quadratic Leader-follower  Stochastic Differential Game, Proceedings of 10th IFAC Symposium on Nonlinear Control System, 322-326, August 23-25, Monterey, USA, 2016.

[43] Jingtao Shi, Guangchen Wang, A Kind of Linear-Quadratic Leader-follower Stochastic Differential Game, Proceedings of The 35th Chinese Control Conference, 1696-1700, July 27-29, Chengdu, China, 2016.

[42] Tianyang Nie, Jingtao Shi（通讯作者）, Zhen Wu, Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case, Proceedings of 2016 American Control Conference, 7225-7230, July 6-8, Boston, USA, 2016. (受王宽诚教育基金会资助)

[41] Jingtao Shi, Guangchen Wang, A Non-Zero Sum Differential Game of BSDE with Time-Delayed Generator and Applications, IEEE Transactions on Automatic Control, Vol. 61, No. 7, 1959-1964, 2016.

[40] 聂天洋，史敬涛（通讯作者），完全耦合正倒向随机控制系统的动态规划原理与最大值原理之间的联系，山东大学学报（理学版），Vol. 51，No. 5，121-129，2016。

[39] Jingtao Shi, Guangchen Wang, Jie Xiong, Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications, Automatica (Regular Paper), Vol. 63, 60-73, 2016.

[38] Jingtao Shi, Juanjuan Xu, Huanshui Zhang, Stochastic Recursive Optimal Control Problems with Time Delay and Applications, Mathematical Control and Related Fields, Vol. 5, No. 4, 859-888, 2015.

[37] Jingtao Shi, Guangchen Wang, A Non-Zero Sum Differential Game of BSDE with Time-Delayed Generator, Proceedings of The 34th Chinese Control Conference, 1693-1698, July 28-30, Hangzhou, China, 2015.

[36] Jingtao Shi, Relationship between MP and DPP for Stochastic Differential Games with g-Expectation, Proceedings of The 34th Chinese Control Conference, 1644-1649, July 28-30, Hangzhou, China, 2015.

[35] Jingtao Shi, Optimal Control for Stochastic Differential Delayed Equations with Poisson Jumps and Applications, Random Operators and Stochastic Equations, Vol. 23, No. 1, 39-52, 2015.

[34] Jingtao Shi, Zhen Wu, Backward Stochastic Differential Equations with Markov Switching Driven by Brownian Motion and Poisson Random Measure, Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 87, No. 1, 1-29, 2015.

[33] 史敬涛，相关随机干扰下不连续股价的最优消费投资决策，系统工程学报， Vol. 29， No. 2，182-191，2014。

[32] Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming for Stochastic Differential Games of Jump Diffusions, International Journal of Control, Vol. 87, No. 4, 693-703, 2014.

[31] Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems of Jump Diffusions, Optimal Control, Applications and Methods, Vol. 35, No. 1, 61-76, 2014.

[30] Ning Du, Jingtao Shi and Wenbin Liu, An Effective Gradient Projection Method for Stochastic Optimal Control, International Journal of Numerical Analysis and Modeling, Vol. 10, No. 4, 757-774, 2013.

[29] Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications, American Journal of Operations Research, Vol. 3, No. 6, 445-453, 2013.

[28] Jingtao Shi, Optimal Control of BSDEs with Time Delayed Generators Driven by Brownian Motions and Poisson Random Measures, Proceedings of The 32nd Chinese Control Conference, 1575-1580, July 26-28, Xi’an, China, 2013.

[27] Jingtao Shi, Zhiyong Yu, Relationship between Maximum Principle and Dynamic Programming for Stochastic Recursive Optimal Control Problems and Applications, Mathematical Problems in Engineering, Vol. 2013, Article ID 285241, 12 pages.

[26] Jianhui Huang, Jingtao Shi (通讯作者), Maximum Principle for Optimal Control of Fully Coupled Forward-backward Stochastic Differential Delayed Equations, ESAIM: Control, Optimisation and Calculus of Variations, Vol. 18, No. 3, 1073-1096, 2012.

[25] Jingtao Shi, Sufficient Conditions of Optimality for Mean-Field Stochastic Control Problems, Proceedings of The 12th International Conference on Control, Automation, Robotics and Vision, 747-752, December 5-7, Guangzhou, China, 2012.（获ICARCV2012最佳论文提名奖）

[24] Jingtao Shi, Zhen Wu, Maximum Principle for Risk-sensitive Stochastic Control Problem and Applications to Finance, Stochastic Analysis and Applications, Vol. 30, No. 6, 997-1018, 2012.

[23] Jingtao Shi, Global Maximum Principle for the Forward-backward Stochastic Optimal Control Problem with Poisson Jumps, Asian Journal of Control, Vol. 14, No. 5, 1355-1365, 2012.

[22] Jingtao Shi, Zhen Wu, Necessary Condition for Optimal Control of Fully Coupled Forward-Backward Stochastic System with Random Jumps, Proceedings of The 31st Chinese Control Conference, 1620-1627, July 25-27, Hefei, China, 2012.

[21] Jianhui Huang, Xun Li, Jingtao Shi（通讯作者）, Forward-Backward Linear Quadratic Stochastic Optimal Control Problem with Delay, Systems & Control Letters, Vol. 61, No. 5, 623-630, 2012.

[20] Jingtao Shi, Necessary Conditions for Optimal Control of Forward-Backward Stochastic Systems with Random Jumps, International Journal of Stochastic Analysis, Vol. 2012, Article ID 258674, 50 pages.

[19] 史敬涛，带Poisson跳跃的正倒向随机延迟系统递归最优控制问题的最大值原理，中国科学：数学，第42卷，第3期，251-270，2012。

[18] Jingtao Shi, Zhen Wu, Relationship between MP and DPP for the Optimal Control Problem of Jump Diffusions, Applied Mathematics and Optimization, Vol. 63, No. 2, 151-189, 2011.

[17] Jingtao Shi, Zhen Wu, A Risk-sensitive Stochastic Maximum Principle for Optimal Control of Jump Diffusions and its Applications, Acta Mathematica Scientia, English Series，Vol. 31(B), No. 2, 419-433, 2011.

[16] Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming for Stochastic Control Systems with Delay, Proceedings of The 8th Asian Control Conference, 1210-1215, May 15-18, Kaohsiung, Taiwan, 2011.

[15] Jingtao Shi, Optimal Control of Backward Stochastic Differential Equations with Time Delayed Generators, Proceedings of The 30th Chinese Control Conference, 1285-1289, July 22-24, Yantai, China, 2011.

[14] Jingtao Shi, Zhen Wu, A Stochastic Maximum Principle for Optimal Control of Jump Diffusions and Applications to Finance, Chinese Journal of Applied Probability and Statistics，Vol. 27, No. 2, 127-137, 2011.

[13] Jingtao Shi, Zhen Wu, Maximum Principle for Partially-Observed Optimal Control of Fully Coupled Forward-Backward Stochastic Systems, Journal of Optimization Theory and Applications, Vol. 145, No. 3, 543-578, 2010.

[12] Jingtao Shi, Zhen Wu, Maximum Principle for Forward-Backward Stochastic Control System with Random Jumps and Applications to Finance, Journal of Systems Science and Complexity, Vol. 23, No.2, 219-231, 2010.

[11] Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems of Jump Diffusions and Applications to Finance, Proceedings of The 8th IEEE International Conference on Control and Automation, 1512-1518, June 9-11, Xiamen, China, 2010.

[10] Jingtao Shi, The Maximum Principle for Partially Observed Optimal Control of Fully Coupled Forward-Backward Stochastic System with State Constraints, Proceedings of The 22nd Chinese Control and Decision Conference, 572-578, May 26-28, Xuzhou, China, 2010. (获CCDC2010张嗣瀛优秀青年论文奖)

[9] Jingtao Shi, The Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems and Applications to Finance, Proceedings of The 29th Chinese Control Conference, 1535-1540, July 29-31, Beijing, China, 2010.

[8] Jingtao Shi, Zhen Wu, One Kind of Fully Coupled Linear Quadratic Stochastic Control Problem with Random Jumps, Acta Automatica Sinica, Vol. 35, No. 1, 92-97, 2009.

[7] Jingtao Shi, Zhen Wu, Maximum Principle for Fully Coupled Forward-backward Stochastic Control System with Random Jumps, Proceedings of The 26th Chinese Control Conference, 375-380, July 26-31, Zhangjiajie, China, 2007.

[6] 史敬涛，状态约束下完全耦合的正倒向随机控制系统的最大值原理，山东大学学报（理学版），Vol. 42，No. 1，44-48，2007。

[5] Jingtao Shi, Zhen Wu, The Maximum Principle for Fully Coupled Forward-backward Stochastic Control System, Acta Automatica Sinica, Vol. 32, No. 2, 161-169, 2006. (获第5届中国科协期刊优秀学术论文奖)

[4] 史敬涛，吴臻，一类证券市场中投资组合及消费选择的最优控制问题，高校应用数学学报，Ser. A，Vol. 20，No. 1，1-7，2005。

[3] 史敬涛，吴臻，完全耦合的正倒向随机控制系统的LQ问题，山东大学学报（理学版），Vol. 40，No. 1，11-17，2005。

[2] 王光臣，史敬涛，一类关于投资组合和消费选择的最优控制问题，山东大学学报（理学版），Vol. 39，No. 4，1-6，2004。

[1] 史敬涛，吴臻，证券市场中一类最优投资组合及消费的选择问题，自动化理论、技术与应用（第9卷）-中国自动化学会第17届全国青年学术年会论文集，北戴河，中国，95-98，中国农业科技出版社，2002。

史敬涛参与编写的书籍章节：

1. Jingtao Shi, Stochastic Leader-Follower Differential Game with Asymmetric Information, Game Theory-Applications in Logistics and Economy, Edited by Danijela Tuljek-Suban, Chapter 7, 95-120, Intech-Open Access Company, Croatia, 2018. ISBN 978-953-51-6235-3. Available on the web site: http://dx.doi.org/10.5772/intechopen.75413

2. Jingtao Shi, Stochastic Control of Jump Diffusions, Stochastic Modeling and Control, Edited by Ivan G. Ivanov, Chapter 7, 119-146, Intech-Open Access Company, Croatia, 2012. ISBN 978-953-51-0830-6. Available on the web site: http://dx.doi.org/10.5772/45719