Shanjian Tang

Publication Activity (10 Years)

Years Active: 2000-2024
Publications (10 Years): 14

Top Topics

Infinite Horizon

Stochastic Control

Top Venues

SIAM J. Control. Optim.

Syst. Control. Lett.

Commun. Inf. Syst.

Publications

Yunzhang Li, Xiaolu Tan, Shanjian Tang
Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation. SIAM J. Control. Optim. 62 (1) (2024)
Shengjun Fan, Ying Hu, Shanjian Tang
Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values. Syst. Control. Lett. 188 (2024)
Guomin Liu, Shanjian Tang
Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities. SIAM J. Control. Optim. 61 (6) (2023)
Shengjun Fan, Ying Hu, Shanjian Tang
L1 solution to scalar BSDEs with logarithmic sub-linear growth generators. Syst. Control. Lett. 177 (2023)
Ying Hu, Shanjian Tang
Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise. SIAM J. Control. Optim. 60 (1) (2022)
Yunzhang Li, Shanjian Tang
BMO martingale method for backward stochastic differential equations driven by general càdlàg local martingales. Commun. Inf. Syst. 21 (4) (2021)
Yunzhang Li, Shanjian Tang
Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: A simple proof of the existence. Syst. Control. Lett. 153 (2021)
Yunzhang Li, Chi-Wang Shu, Shanjian Tang
A Discontinuous Galerkin Method for Stochastic Conservation Laws. SIAM J. Sci. Comput. 42 (1) (2020)
Zixuan Wang, Shanjian Tang
Cost Functions. CoRR (2020)
Dingqian Sun, Gechun Liang, Shanjian Tang
Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection. CoRR (2020)
Ying Hu, Gechun Liang, Shanjian Tang
Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes. SIAM J. Control. Optim. 58 (4) (2020)
Yuanzhuo Song, Shanjian Tang, Zhen Wu
The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps. SIAM J. Control. Optim. 58 (4) (2020)
Yunzhang Li, Chi-Wang Shu, Shanjian Tang
An Ultra-Weak Discontinuous Galerkin Method with Implicit-Explicit Time-Marching for Generalized Stochastic KdV Equations. J. Sci. Comput. 82 (3) (2020)
Shanjian Tang
Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients. SIAM J. Control. Optim. 53 (2) (2015)
Zhou Yang, Shanjian Tang
Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality. SIAM J. Control. Optim. 51 (1) (2013)
Shanjian Tang, Wenning Wei
Representation of dynamic time-consistent convex risk measures with jumps. Risk Decis. Anal. 3 (3) (2012)
Shanjian Tang, Wei Zhong, Hyeng Keun Koo
Optimal Switching of One-Dimensional Reflected BSDEs and Associated Multidimensional BSDEs with Oblique Reflection. SIAM J. Control. Optim. 49 (6) (2011)
Shanjian Tang, Zhou Yang
Dynkin Game of Stochastic Differential Equations with Random Coefficients, and Associated Backward Stochastic Partial Differential Variational Inequality. CoRR (2011)
Shanjian Tang, Xu Zhang
Null Controllability for Forward and Backward Stochastic Parabolic Equations. SIAM J. Control. Optim. 48 (4) (2009)
Shanjian Tang, Shui-hung Hou
Switching Games of Stochastic Differential Systems. SIAM J. Control. Optim. 46 (3) (2007)
Michael Kohlmann, Shanjian Tang
Minimization of Risk and Linear Quadratic Optimal Control Theory. SIAM J. Control. Optim. 42 (3) (2003)
Michael Kohlmann, Shanjian Tang
Multidimensional Backward Stochastic Riccati Equations and Applications. SIAM J. Control. Optim. 41 (6) (2003)
Shanjian Tang
General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations. SIAM J. Control. Optim. 42 (1) (2003)
Shanjian Tang
Brockett's Problem of Classification of Finite-Dimensional Estimation Algebras for Nonlinear Filtering Systems. SIAM J. Control. Optim. 39 (3) (2000)