Shanjian Tang

Orcid: 0000-0003-3884-042X

According to our database1, Shanjian Tang authored at least 24 papers between 2000 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2024
Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation.
SIAM J. Control. Optim., February, 2024

Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values.
Syst. Control. Lett., 2024

2023
Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities.
SIAM J. Control. Optim., December, 2023

L1 solution to scalar BSDEs with logarithmic sub-linear growth generators.
Syst. Control. Lett., July, 2023

2022
Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise.
SIAM J. Control. Optim., 2022

2021
Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: A simple proof of the existence.
Syst. Control. Lett., 2021

BMO martingale method for backward stochastic differential equations driven by general càdlàg local martingales.
Commun. Inf. Syst., 2021

2020
A Discontinuous Galerkin Method for Stochastic Conservation Laws.
SIAM J. Sci. Comput., 2020

The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps.
SIAM J. Control. Optim., 2020

Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes.
SIAM J. Control. Optim., 2020

An Ultra-Weak Discontinuous Galerkin Method with Implicit-Explicit Time-Marching for Generalized Stochastic KdV Equations.
J. Sci. Comput., 2020

Convergence of Gradient Algorithms for Nonconvex C<sup>1+α</sup> Cost Functions.
CoRR, 2020

Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection.
CoRR, 2020

2015
Stochastic Linear-Quadratic Control.
Proceedings of the Encyclopedia of Systems and Control, 2015

Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients.
SIAM J. Control. Optim., 2015

2013
Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality.
SIAM J. Control. Optim., 2013

2012
Representation of dynamic time-consistent convex risk measures with jumps.
Risk Decis. Anal., 2012

2011
Optimal Switching of One-Dimensional Reflected BSDEs and Associated Multidimensional BSDEs with Oblique Reflection.
SIAM J. Control. Optim., 2011

2009
Null Controllability for Forward and Backward Stochastic Parabolic Equations.
SIAM J. Control. Optim., 2009

2007
Switching Games of Stochastic Differential Systems.
SIAM J. Control. Optim., 2007

2003
General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations.
SIAM J. Control. Optim., 2003

Multidimensional Backward Stochastic Riccati Equations and Applications.
SIAM J. Control. Optim., 2003

Minimization of Risk and Linear Quadratic Optimal Control Theory.
SIAM J. Control. Optim., 2003

2000
Brockett's Problem of Classification of Finite-Dimensional Estimation Algebras for Nonlinear Filtering Systems.
SIAM J. Control. Optim., 2000


  Loading...