Shanjian Tang

发表

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

Chi-Wang Shu, Yunzhang Li, Shanjian Tang, 2020, J. Sci. Comput..

Convergence of Gradient Algorithms for Nonconvex C^1+α Cost Functions pdf

Zixuan Wang, Shanjian Tang, Shanjian Tang, 2023, Chinese Annals of Mathematics, Series B.

Representation of dynamic time-consistent convex risk measures with jumps

Wenning Wei, Shanjian Tang, 2012, Risk Decis. Anal..

General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations

Shanjian Tang, Shanjian Tang, 2003, SIAM J. Control. Optim..

Stochastic Linear-Quadratic Control

Shanjian Tang, Shanjian Tang, 2015, Encyclopedia of Systems and Control.

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

Wei Zhong, Shanjian Tang, Hyeng Keun Koo, 2011, SIAM J. Control. Optim..

New Results - Algorithmes/Algorithms

Eric Goubault, William M. McEneaney, Xavier Allamigeon, 2011 .

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

Shanjian Tang, 2000, SIAM J. Control. Optim..

Null Controllability for Forward and Backward Stochastic Parabolic Equations

Xu Zhang, Shanjian Tang, Shanjian Tang, 2009, SIAM J. Control. Optim..

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

Shanjian Tang, Gechun Liang, Dingqian Sun, 2020, ArXiv.

Multidimensional Backward Stochastic Riccati Equations and Applications

Michael Kohlmann, Shanjian Tang, Shanjian Tang, 2002, SIAM J. Control. Optim..

A Discontinuous Galerkin Method for Stochastic Conservation Laws

Chi-Wang Shu, Shanjian Tang, Yunzhang Li, 2020, SIAM J. Sci. Comput..

Switching Games of Stochastic Differential Systems

Shanjian Tang, Shui-hung Hou, 2007, SIAM J. Control. Optim..

Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes

Ying Hu, Shanjian Tang, Gechun Liang, 2020, SIAM J. Control. Optim..

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

Zhen Wu, Shanjian Tang, Yuanzhuo Song, 2020, SIAM J. Control. Optim..

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

Zhou Yang, Shanjian Tang, Shanjian Tang, 2011, SIAM J. Control. Optim..

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

Shanjian Tang, Shanjian Tang, 2014, SIAM J. Control. Optim..

Convergence of Gradient Algorithms for Nonconvex $C^{1+\alpha}$ Cost Functions.

Shanjian Tang, Zixuan Wang, 2020 .

Minimization of Risk and Linear Quadratic Optimal Control Theory

Michael Kohlmann, Shanjian Tang, Shanjian Tang, 2003, SIAM J. Control. Optim..

Gradient Convergence of Deep Learning-Based Numerical Methods for BSDEs

Zixuan Wang, Shanjian Tang, Shanjian Tang, 2021, Chinese Annals of Mathematics, Series B.

Mean Field Games with Mean-Field-Dependent Volatility: A PDE Approach∗

Shanjian Tang, Ziyu Huang, Shanjian Tang, 2021 .

Mean Field Games with Common Noises and Conditional Distribution Dependent FBSDEs

Shanjian Tang, Ziyu Huang, Shanjian Tang, 2021, Chinese Annals of Mathematics, Series B.

A local discontinuous Galerkin method for nonlinear parabolic SPDEs

Chi-Wang Shu, Shanjian Tang, Yunzhang Li, 2020, ESAIM: Mathematical Modelling and Numerical Analysis.

The obstacle problem for stochastic porous media equations

Shanjian Tang, Ruoyang Liu, Shanjian Tang, 2021, Stochastic Processes and their Applications.

Approximation of backward stochastic partial differential equations by a splitting-up method

Shanjian Tang, Yunzhang Li, 2021 .

Maximum principle for optimal control of stochastic evolution equations with recursive utilities

Shanjian Tang, Guomin Liu, 2021 .

Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs

Ying Hu, Shanjian Tang, Shengjun Fan, 2021 .

Well-posedness of path-dependent semilinear parabolic master equations

Shanjian Tang, Huilin Zhang, Shanjian Tang, 2021, 2109.05282.

Optimal control of SDEs with expected path constraints and related constrained FBSDEs

Ying Hu, Shanjian Tang, Zuo Quan Xu, 2022 .

Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: A simple proof of the existence

Shanjian Tang, Yunzhang Li, 2021, Syst. Control. Lett..

State-Density Flows of Non-Degenerate Density-Dependent Mean Field SDEs and Associated PDEs

Shanjian Tang, Ziyu Huang, 2021 .

Harmonic analysis of stochastic equations and backward stochastic differential equations

Freddy Delbaen, Shanjian Tang, F. Delbaen, 2008, 0801.3505.

Optimal Control of Point Processes with Noisy Observations: The Maximum Principle

Shanjian Tang, Shui-hung Hou, 2002 .

New Developments in Backward Stochastic Riccati Equations and Their Applications

Michael Kohlmann, Shanjian Tang, Shanjian Tang, 2001 .

Carleman inequality for backward stochastic parabolic equations with general coefficients

Shanjian Tang, Xu Zhang, 2004 .

Financial Mean-Variance Problems and Stochastic LQ Problems: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations

Shanjian Tang, 2001 .

General necessary conditions for partially observed optimal stochastic controls

Shanjian Tang, Xunjing Li, Shanjian Tang, 1995, Journal of Applied Probability.

Exponential utility maximization and indifference valuation with unbounded payoffs

Ying Hu, Shanjian Tang, Gechun Liang, 2017 .

Control theory and related topics : in memory of Xunjing Li, Fudan University, China, 3-5 June 2005

Jiongmin Yong, Shanjian Tang, Xunjing Li, 2007 .

On Backward Doubly Stochastic Differential Evolutionary System

Shanjian Tang, Jinniao Qiu, Shanjian Tang, 2013 .

Maximum Principle for Quasi-linear Backward Stochastic Partial Differential Equations

Shanjian Tang, Jinniao Qiu, 2011 .

Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space

Shanjian Tang, Jinniao Qiu, Kai Du, 2010, 1006.1171.

$W^{m,p}$-Solution ($p\geq2$) of Linear Degenerate Backward Stochastic Partial Differential Equations in the Whole Space

Shanjian Tang, Kai Du, Qi S. Zhang, 2011, 1105.1428.

A second-order maximum principle for singular optimal stochastic controls

Shanjian Tang, 2010 .

Mathematical finance : Workshop of the Mathematical Finance Research Project ; Konstanz, Germany, October 5 - 7, 2000

Michael Kohlmann, Shanjian Tang, 2001 .

Switching Game of Backward Stochastic Differential Equations and Associated System of Obliquely Reflected Backward Stochastic Differential Equations

Ying Hu, Shanjian Tang, 2008 .

On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case

Ying Hu, Shanjian Tang, Shengjun Fan, 2009, 0906.0752.

Multi-dimensional BSDE with oblique reflection and optimal switching

Ying Hu, Shanjian Tang, Ying Hu, 2007, 0706.4365.

Strong solution of backward stochastic partial differential equations in C2 domains

Shanjian Tang, Kai Du, Shanjian Tang, 2010, 1006.2185.

The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations

Shanjian Tang, Shanjian Tang, 1998 .

SEMI-LINEAR SYSTEMS OF BACKWARD STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS IN ℝn

Shanjian Tang, Shanjian Tang, 2005 .