Shanjian Tang

27 papers Journal 26
YearRankTypeTitle / Venue / Authors
2025 J jnl
Degenerate Mean Field Type Control with Linear and Unbounded Diffusion, and Their Associated Equations.
SIAM J. Math. Anal.
Alain Bensoussan, Ziyu Huang, Shanjian Tang, Sheung Chi Phillip Yam
2025 J jnl
Fractional Backward Stochastic Partial Differential Equations with Applications to Stochastic Optimal Control of Partially Observed Systems Driven by Lévy Processes.
SIAM J. Control. Optim.
Yuyang Ye, Yunzhang Li, Shanjian Tang
2024 J jnl
Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation.
SIAM J. Control. Optim.
Yunzhang Li, Xiaolu Tan, Shanjian Tang
2024 J jnl
Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values.
Syst. Control. Lett.
Shengjun Fan, Ying Hu, Shanjian Tang
2023 J jnl
L1 solution to scalar BSDEs with logarithmic sub-linear growth generators.
Syst. Control. Lett.
Shengjun Fan, Ying Hu, Shanjian Tang
2023 J jnl
Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities.
SIAM J. Control. Optim.
Guomin Liu, Shanjian Tang
2022 J jnl
Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise.
SIAM J. Control. Optim.
Ying Hu, Shanjian Tang
2021 J jnl
Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: A simple proof of the existence.
Syst. Control. Lett.
Yunzhang Li, Shanjian Tang
2021 J jnl
BMO martingale method for backward stochastic differential equations driven by general càdlàg local martingales.
Commun. Inf. Syst.
Yunzhang Li, Shanjian Tang
2020 J jnl
A Discontinuous Galerkin Method for Stochastic Conservation Laws.
SIAM J. Sci. Comput.
Yunzhang Li, Chi-Wang Shu, Shanjian Tang
2020 J jnl
An Ultra-Weak Discontinuous Galerkin Method with Implicit-Explicit Time-Marching for Generalized Stochastic KdV Equations.
J. Sci. Comput.
Yunzhang Li, Chi-Wang Shu, Shanjian Tang
2020 J jnl
Convergence of Gradient Algorithms for Nonconvex C
CoRR
Zixuan Wang, Shanjian Tang
2020 J jnl
Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection.
CoRR
Dingqian Sun, Gechun Liang, Shanjian Tang
2020 J jnl
Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes.
SIAM J. Control. Optim.
Ying Hu, Gechun Liang, Shanjian Tang
2020 J jnl
The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps.
SIAM J. Control. Optim.
Yuanzhuo Song, Shanjian Tang, Zhen Wu
2015 J jnl
Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients.
SIAM J. Control. Optim.
Shanjian Tang
2015 — ch.
Stochastic Linear-Quadratic Control.
Encyclopedia of Systems and Control
Shanjian Tang
2013 J jnl
Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality.
SIAM J. Control. Optim.
Zhou Yang, Shanjian Tang
2012 J jnl
Representation of dynamic time-consistent convex risk measures with jumps.
Risk Decis. Anal.
Shanjian Tang, Wenning Wei
2011 J jnl
Dynkin Game of Stochastic Differential Equations with Random Coefficients, and Associated Backward Stochastic Partial Differential Variational Inequality.
CoRR
Shanjian Tang, Zhou Yang
2011 J jnl
Optimal Switching of One-Dimensional Reflected BSDEs and Associated Multidimensional BSDEs with Oblique Reflection.
SIAM J. Control. Optim.
Shanjian Tang, Wei Zhong, Hyeng Keun Koo
2009 J jnl
Null Controllability for Forward and Backward Stochastic Parabolic Equations.
SIAM J. Control. Optim.
Shanjian Tang, Xu Zhang
2007 J jnl
Switching Games of Stochastic Differential Systems.
SIAM J. Control. Optim.
Shanjian Tang, Shui-Hung Hou
2003 J jnl
General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations.
SIAM J. Control. Optim.
Shanjian Tang
2003 J jnl
Minimization of Risk and Linear Quadratic Optimal Control Theory.
SIAM J. Control. Optim.
Michael Kohlmann, Shanjian Tang
2003 J jnl
Multidimensional Backward Stochastic Riccati Equations and Applications.
SIAM J. Control. Optim.
Michael Kohlmann, Shanjian Tang
2000 J jnl
Brockett's Problem of Classification of Finite-Dimensional Estimation Algebras for Nonlinear Filtering Systems.
SIAM J. Control. Optim.
Shanjian Tang