We stand with Ukraine

We stand with Ukraine

Shanjian Tang

Orcid: 0000-0003-3884-042X

According to our database¹, Shanjian Tang authored at least 23 papers between 2000 and 2024.

Collaborative distances:

Dijkstra number² of five.
Erdős number³ of four.

Timeline

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PhD thesis

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Bibliography

2024

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

[BibT_eX]

[DOI]

,

,

SIAM J. Control. Optim., February, 2024

2023

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

[BibT_eX]

[DOI]

,

SIAM J. Control. Optim., December, 2023

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

[BibT_eX]

[DOI]

,

,

Syst. Control. Lett., July, 2023

2022

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

[BibT_eX]

[DOI]

,

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.

[BibT_eX]

[DOI]

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Syst. Control. Lett., 2021

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

[BibT_eX]

[DOI]

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Commun. Inf. Syst., 2021

2020

A Discontinuous Galerkin Method for Stochastic Conservation Laws.

[BibT_eX]

[DOI]

,

,

SIAM J. Sci. Comput., 2020

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

[BibT_eX]

[DOI]

,

,

SIAM J. Control. Optim., 2020

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

[BibT_eX]

[DOI]

,

,

SIAM J. Control. Optim., 2020

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

[BibT_eX]

[DOI]

,

,

J. Sci. Comput., 2020

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

[BibT_eX]

[DOI]

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CoRR, 2020

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

[BibT_eX]

[DOI]

,

,

CoRR, 2020

2015

Stochastic Linear-Quadratic Control.

[BibT_eX]

[DOI]

Proceedings of the Encyclopedia of Systems and Control, 2015

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

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2015

2013

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

[BibT_eX]

[DOI]

,

SIAM J. Control. Optim., 2013

2012

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

[BibT_eX]

[DOI]

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Risk Decis. Anal., 2012

2011

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

[BibT_eX]

[DOI]

,

,

SIAM J. Control. Optim., 2011

2009

Null Controllability for Forward and Backward Stochastic Parabolic Equations.

[BibT_eX]

[DOI]

,

SIAM J. Control. Optim., 2009

2007

Switching Games of Stochastic Differential Systems.

[BibT_eX]

[DOI]

,

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.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2003

Multidimensional Backward Stochastic Riccati Equations and Applications.

[BibT_eX]

[DOI]

Michael Kohlmann

,

SIAM J. Control. Optim., 2003

Minimization of Risk and Linear Quadratic Optimal Control Theory.

[BibT_eX]

[DOI]

Michael Kohlmann

,

SIAM J. Control. Optim., 2003

2000

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

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2000

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