Concepedia

Shanjian Tang

ST

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Publications

39

Citations

2.7K

H-Index

23

Active since

1993

Affiliations

Fudan University(Current)

Institut de recherche mathématique de Rennes

Université de Rennes

Ajou University

Centre National de la Recherche Scientifique

Shanjian Tang is an author at Fudan University specializing in stochastic processes, mathematics, and stochastic differential equations.

ORCID

Publications per year

1993–2023

39

Publications

39

Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps

Shanjian Tang, Xunjing Li · SIAM Journal on Control and Optimization · 1994 · 543 citations

, , +16

Forward-backward stochastic differential equations and quasilinear parabolic PDEs

Étienne Pardoux, Shanjian Tang · Probability Theory and Related Fields · 1999 · 344 citations · Full text

, , +14

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

Shanjian Tang · SIAM Journal on Control and Optimization · 2003 · 191 citations

, , +15

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

Shanjian Tang · SIAM Journal on Control and Optimization · 1998 · 186 citations

, , +16

Null Controllability for Forward and Backward Stochastic Parabolic Equations

Shanjian Tang, Xu Zhang · SIAM Journal on Control and Optimization · 2009 · 141 citations

, , +12

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