Shanjian Tang

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

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation.

Yunzhang Li, Xiaolu Tan, Shanjian Tang

SIAM J. Control. Optim., February, 2024

Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values.

Shengjun Fan, Ying Hu, Shanjian Tang

Syst. Control. Lett., 2024

2023

Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities.

Guomin Liu, Shanjian Tang

SIAM J. Control. Optim., December, 2023

L1 solution to scalar BSDEs with logarithmic sub-linear growth generators.

Shengjun Fan, Ying Hu, Shanjian Tang

Syst. Control. Lett., July, 2023

2022

Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise.

Ying Hu, Shanjian Tang

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.

Yunzhang Li, Shanjian Tang

Syst. Control. Lett., 2021

BMO martingale method for backward stochastic differential equations driven by general càdlàg local martingales.

Yunzhang Li, Shanjian Tang

Commun. Inf. Syst., 2021

2020

A Discontinuous Galerkin Method for Stochastic Conservation Laws.

Yunzhang Li, Chi-Wang Shu, Shanjian Tang

SIAM J. Sci. Comput., 2020

The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps.

Yuanzhuo Song, Shanjian Tang, Zhen Wu

SIAM J. Control. Optim., 2020

Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes.

Ying Hu, Gechun Liang, Shanjian Tang

SIAM J. Control. Optim., 2020

An Ultra-Weak Discontinuous Galerkin Method with Implicit-Explicit Time-Marching for Generalized Stochastic KdV Equations.

Yunzhang Li, Chi-Wang Shu, Shanjian Tang

J. Sci. Comput., 2020

Convergence of Gradient Algorithms for Nonconvex C^1+α Cost Functions.

Zixuan Wang, Shanjian Tang

CoRR, 2020

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

Dingqian Sun, Gechun Liang, Shanjian Tang

CoRR, 2020

2015

Stochastic Linear-Quadratic Control.

Shanjian Tang

Proceedings of the Encyclopedia of Systems and Control, 2015

Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients.

Shanjian Tang

SIAM J. Control. Optim., 2015

2013

Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality.

Zhou Yang, Shanjian Tang

SIAM J. Control. Optim., 2013

2012

Representation of dynamic time-consistent convex risk measures with jumps.

Shanjian Tang, Wenning Wei

Risk Decis. Anal., 2012

2011

Optimal Switching of One-Dimensional Reflected BSDEs and Associated Multidimensional BSDEs with Oblique Reflection.

Shanjian Tang, Wei Zhong, Hyeng Keun Koo

SIAM J. Control. Optim., 2011

2009

Null Controllability for Forward and Backward Stochastic Parabolic Equations.

Shanjian Tang, Xu Zhang

SIAM J. Control. Optim., 2009

2007

Switching Games of Stochastic Differential Systems.

Shanjian Tang, Shui-Hung Hou

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.

Shanjian Tang

SIAM J. Control. Optim., 2003

Multidimensional Backward Stochastic Riccati Equations and Applications.

Michael Kohlmann, Shanjian Tang

SIAM J. Control. Optim., 2003

Minimization of Risk and Linear Quadratic Optimal Control Theory.

Michael Kohlmann, Shanjian Tang

SIAM J. Control. Optim., 2003

2000

Brockett's Problem of Classification of Finite-Dimensional Estimation Algebras for Nonlinear Filtering Systems.

Shanjian Tang

SIAM J. Control. Optim., 2000