Shanjian Tang

According to our database1, Shanjian Tang authored at least 17 papers between 2000 and 2020.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

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


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