Shanjian Tang - researchr alias

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Viewing Publication 1 - 20 from 20

2024

Discrete-Time Approximation of Stochastic Optimal Control with Partial ObservationYunzhang Li, Xiaolu Tan, Shanjian Tang. siamco, 62(1):326-350, February 2024. [doi]

2023

L1 solution to scalar BSDEs with logarithmic sub-linear growth generatorsShengJun Fan, Ying Hu, Shanjian Tang. scl, 177:105553, July 2023. [doi]

Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive UtilitiesGuomin Liu, Shanjian Tang. siamco, 61(6):3467-3500, December 2023. [doi]

2022

Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White NoiseYing Hu, Shanjian Tang. siamco, 60(1):435-457, 2022. [doi]

2021

Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: A simple proof of the existenceYunzhang Li, Shanjian Tang. scl, 153:104952, 2021. [doi]

BMO martingale method for backward stochastic differential equations driven by general càdlàg local martingalesYunzhang Li, Shanjian Tang. cominfsys, 21(4):561-589, 2021. [doi]

2020

2015

Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random CoefficientsShanjian Tang. siamco, 53(2):1082-1106, 2015. [doi]

2013

Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational InequalityZhou Yang, Shanjian Tang. siamco, 51(1):64-95, 2013. [doi]

2012

Representation of dynamic time-consistent convex risk measures with jumpsShanjian Tang, Wenning Wei. rda, 3(3):167-190, 2012. [doi]

2011

Optimal Switching of One-Dimensional Reflected BSDEs and Associated Multidimensional BSDEs with Oblique ReflectionShanjian Tang, Wei Zhong, Hyeng-Keun Koo. siamco, 49(6):2279-2317, 2011. [doi]

2009

Null Controllability for Forward and Backward Stochastic Parabolic EquationsShanjian Tang, Xu Zhang. siamco, 48(4):2191-2216, 2009. [doi]

2007

Switching Games of Stochastic Differential SystemsShanjian Tang, Shui-Hung Hou. siamco, 46(3):900-929, 2007. [doi]

2003

Multidimensional Backward Stochastic Riccati Equations and ApplicationsMichael Kohlmann, Shanjian Tang. siamco, 41(6):1696-1721, 2003. [doi]

Minimization of Risk and Linear Quadratic Optimal Control TheoryMichael Kohlmann, Shanjian Tang. siamco, 42(3):1118-1142, 2003. [doi]

General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati EquationsShanjian Tang. siamco, 42(1):53-75, 2003. [doi]

2000

Brockett s Problem of Classification of Finite-Dimensional Estimation Algebras for Nonlinear Filtering SystemsShanjian Tang. siamco, 39(3):900-916, 2000. [doi]

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