default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDShanjian Tang
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
[j21]Shengjun Fan, Ying Hu, Shanjian Tang:
Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values. Syst. Control. Lett. 188: 105805 (2024)- [j20]Yunzhang Li
, Xiaolu Tan, Shanjian Tang:
Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation. SIAM J. Control. Optim. 62(1): 326-350 (2024) - 2023
- [j19]Shengjun Fan, Ying Hu, Shanjian Tang:
L1 solution to scalar BSDEs with logarithmic sub-linear growth generators. Syst. Control. Lett. 177: 105553 (2023) - [j18]Guomin Liu, Shanjian Tang:
Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities. SIAM J. Control. Optim. 61(6): 3467-3500 (2023) - 2022
- [j17]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): 435-457 (2022) - 2021
- [j16]Yunzhang Li, Shanjian Tang:
BMO martingale method for backward stochastic differential equations driven by general càdlàg local martingales. Commun. Inf. Syst. 21(4): 561-589 (2021) - [j15]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: 104952 (2021) - 2020
- [j14]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): 61 (2020) - [j13]Yuanzhuo Song, Shanjian Tang, Zhen Wu:
The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps. SIAM J. Control. Optim. 58(4): 2171-2187 (2020) - [j12]Ying Hu, Gechun Liang, Shanjian Tang:
Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes. SIAM J. Control. Optim. 58(4): 2503-2534 (2020) - [j11]Yunzhang Li, Chi-Wang Shu, Shanjian Tang:
A Discontinuous Galerkin Method for Stochastic Conservation Laws. SIAM J. Sci. Comput. 42(1): A54-A86 (2020) - [i3]Dingqian Sun, Gechun Liang, Shanjian Tang:
Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection. CoRR abs/2010.05707 (2020) - [i2]Zixuan Wang, Shanjian Tang:
Convergence of Gradient Algorithms for Nonconvex C1+α Cost Functions. CoRR abs/2012.00628 (2020)
2010 – 2019
- 2015
- [j10]Shanjian Tang:
Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients. SIAM J. Control. Optim. 53(2): 1082-1106 (2015) - [r1]Shanjian Tang:
Stochastic Linear-Quadratic Control. Encyclopedia of Systems and Control 2015 - 2013
- [j9]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): 64-95 (2013) - 2012
- [j8]Shanjian Tang, Wenning Wei:
Representation of dynamic time-consistent convex risk measures with jumps. Risk Decis. Anal. 3(3): 167-190 (2012) - 2011
- [j7]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): 2279-2317 (2011) - [i1]Shanjian Tang, Zhou Yang:
Dynkin Game of Stochastic Differential Equations with Random Coefficients, and Associated Backward Stochastic Partial Differential Variational Inequality. CoRR abs/1109.5348 (2011)
2000 – 2009
- 2009
- [j6]Shanjian Tang, Xu Zhang:
Null Controllability for Forward and Backward Stochastic Parabolic Equations. SIAM J. Control. Optim. 48(4): 2191-2216 (2009) - 2007
- [j5]Shanjian Tang, Shui-Hung Hou:
Switching Games of Stochastic Differential Systems. SIAM J. Control. Optim. 46(3): 900-929 (2007) - 2003
- [j4]Michael Kohlmann, Shanjian Tang:
Multidimensional Backward Stochastic Riccati Equations and Applications. SIAM J. Control. Optim. 41(6): 1696-1721 (2003) - [j3]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): 53-75 (2003) - [j2]Michael Kohlmann, Shanjian Tang:
Minimization of Risk and Linear Quadratic Optimal Control Theory. SIAM J. Control. Optim. 42(3): 1118-1142 (2003) - 2000
- [j1]Shanjian Tang:
Brockett's Problem of Classification of Finite-Dimensional Estimation Algebras for Nonlinear Filtering Systems. SIAM J. Control. Optim. 39(3): 900-916 (2000)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2025-01-21 00:20 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
