# Shanjian Tang

According to our database

Collaborative distances:

^{1}, Shanjian Tang authored at least 17 papers between 2000 and 2020.Collaborative distances:

## Timeline

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## Bibliography

2020

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

CoRR, 2020

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

CoRR, 2020

2015

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

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

SIAM J. Control. Optim., 2009

2007

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

SIAM J. Control. Optim., 2003

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