Edit Profile (opens in new tab) Tang, Shanjian Co-Author Distance Author ID: tang.shanjian Published as: Tang, Shanjian Homepage: http://math.fudan.edu.cn/project/Sino_France/html/Tang.html External Links: MGP · dblp Documents Indexed: 99 Publications since 1989, including 17 Additional arXiv Preprints 3 Contributions as Editor Co-Authors: 57 Co-Authors with 89 Joint Publications 1,791 Co-Co-Authors all top 5 Co-Authors 10 single-authored 21 Hu, Ying 6 Fan, Shengjun 5 Huang, Ziyu 5 Kohlmann, Michael 5 Qiu, Jinniao 4 Du, Kai 4 Li, Xunjing 3 Koo, Hyeng Keun 3 Liang, Gechun 3 Liang, Jiahao 3 Shu, Chi-Wang 2 Bao, Xiaobo 2 Delbaen, Freddy 2 Hou, Shuihung 2 Li, Juan 2 Wang, Zixuan 2 Wei, Wenning 2 Yang, Zhou 2 Yong, Jiongmin 2 Zhang, Qi 2 Zhang, Xu 1 Bao, Xiaofan 1 Bensoussan, Alain 1 Bian, Baojun 1 Buckdahn, Rainer 1 Cao, Dong 1 Chen, Shaokuan 1 Chen, Zuhao 1 Cheng, Zhaolin 1 Dai, Jun 1 Dong, Yuchao 1 Hao, Tao 1 Hibon, Hélène 1 Liu, Guomin 1 Liu, Ruoyang 1 Meng, Qingxin 1 Pardoux, Etienne 1 Qiu, Renzhi 1 Shen, Yang 1 Song, Yuanzhuo 1 Sun, Dingqian 1 Tan, Xiaolu 1 Wang, Falei 1 Wen, Jiaqiang 1 Wu, Bingjie 1 Wu, Zhen 1 Xu, Zuoquan 1 Yam, Sheung Chi Phillip 1 Yan, Jiawei 1 Yang, Guang 1 You, Yuncheng 1 Yu, Jiahe 1 Zhang, Fu 1 Zhang, Huilin 1 Zhong, Wei 1 Zhou, Jianjun 1 Zhu, Liang all top 5 Serials 16 SIAM Journal on Control and Optimization 8 Stochastic Processes and their Applications 5 Chinese Annals of Mathematics. Series B 4 Probability Theory and Related Fields 4 Discrete and Continuous Dynamical Systems 4 Probability, Uncertainty and Quantitative Risk 3 Applied Mathematics and Optimization 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Journal of Mathematical Analysis and Applications 2 Journal of Differential Equations 2 Systems & Control Letters 2 Electronic Communications in Probability 2 Mathematical Control and Related Fields 1 The Annals of Probability 1 Journal of Applied Probability 1 Journal of Functional Analysis 1 Transactions of the American Mathematical Society 1 Journal of Shandong University. Natural Science Edition 1 Chinese Annals of Mathematics. Series A 1 Journal of Systems Science and Mathematical Sciences 1 Journal of Scientific Computing 1 Stochastics and Stochastics Reports 1 SIAM Journal on Scientific Computing 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Discrete and Continuous Dynamical Systems. Series B 1 Communications in Information and Systems 1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 1 Risk and Decision Analysis 1 Science China. Mathematics 1 Communication on Applied Mathematics and Computation 1 Numerical Algebra, Control and Optimization all top 5 Fields 79 Probability theory and stochastic processes (60-XX) 46 Systems theory; control (93-XX) 25 Partial differential equations (35-XX) 25 Calculus of variations and optimal control; optimization (49-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Numerical analysis (65-XX) 6 Operations research, mathematical programming (90-XX) 5 Ordinary differential equations (34-XX) 3 General and overarching topics; collections (00-XX) 2 Statistics (62-XX) 2 Fluid mechanics (76-XX) 1 Nonassociative rings and algebras (17-XX) 1 Measure and integration (28-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 61 Publications have been cited 1,319 times in 893 Documents Cited by ▼ Year ▼ Necessary conditions for optimal control of stochastic systems with random jumps. Zbl 0922.49021 Tang, Shanjian; Li, Xunjing 252 1994 Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057 Pardoux, Etienne; Tang, Shanjian 154 1999 General linear quadratic optimal stochastic control problems with random coefficients: Linear stochastic Hamilton systems and backward stochastic Riccati equations. Zbl 1035.93065 Tang, Shanjian 83 2003 The maximum principle for partially observed optimal control of stochastic differential equations. Zbl 0915.93068 Tang, Shanjian 79 1998 Multi-dimensional BSDE with oblique reflection and optimal switching. Zbl 1188.60029 Hu, Ying; Tang, Shanjian 75 2010 Null controllability for forward and backward stochastic parabolic equations. Zbl 1203.93027 Tang, Shanjian; Zhang, Xu 55 2009 Multi-dimensional backward stochastic differential equations of diagonally quadratic generators. Zbl 1333.60120 Hu, Ying; Tang, Shanjian 52 2016 Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach. Zbl 0795.93103 Tang, Shanjian; Yong, Jiongmin 45 1993 Multidimensional backward stochastic Riccati equations and applications. Zbl 1175.93242 Kohlmann, Michael; Tang, Shanjian 37 2003 Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. Zbl 1064.93050 Kohlmann, Michael; Tang, Shanjian 32 2002 Harmonic analysis of stochastic equations and backward stochastic differential equations. Zbl 1210.60060 Delbaen, Freddy; Tang, Shanjian 26 2010 Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains. Zbl 1259.60068 Du, Kai; Tang, Shanjian 26 2012 Dynamic programming for general linear quadratic optimal stochastic control with random coefficients. Zbl 1312.93119 Tang, Shanjian 24 2015 General necessary conditions for partially observed optimal stochastic controls. Zbl 0844.93076 Li, Xunjing; Tang, Shanjian 23 1995 Maximum principle for quasi-linear backward stochastic partial differential equations. Zbl 1238.60076 Qiu, Jinniao; Tang, Shanjian 23 2012 \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space. Zbl 1266.60116 Du, Kai; Qiu, Jinniao; Tang, Shanjian 22 2012 \(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space. Zbl 1259.35232 Du, Kai; Tang, Shanjian; Zhang, Qi 22 2013 Minimization of risk and linear quadratic optimal control theory. Zbl 1047.93048 Kohlmann, Michael; Tang, Shanjian 21 2003 Semi-linear systems of backward stochastic partial differential equations in \(\mathbb{R}^n\). Zbl 1077.60047 Tang, Shanjian 21 2005 Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations. Zbl 1332.93384 Tang, Shanjian; Zhang, Fu 17 2015 Maximum principle for optimal control of distributed parameter stochastic systems with random jumps. Zbl 0811.49021 Tang, Shanjian; Li, Xun-Jing 15 1994 Switching games of stochastic differential systems. Zbl 1293.91022 Tang, Shanjian; Hou, Shui-Hung 12 2007 A second-order maximum principle for singular optimal stochastic controls. Zbl 1219.93147 Tang, Shanjian 12 2010 Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values. Zbl 1414.60040 Buckdahn, Rainer; Hu, Ying; Tang, Shanjian 12 2018 New developments in backward stochastic Riccati equations and their applications. Zbl 0987.60082 Kohlmann, Michael; Tang, Shanjian 11 2001 On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces. Zbl 1336.60125 Tang, Shanjian; Wei, Wenning 11 2016 A discontinuous Galerkin method for stochastic conservation laws. Zbl 07149719 Li, Yunzhang; Shu, Chi-Wang; Tang, Shanjian 11 2020 On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions. Zbl 1464.60062 Fan, Shengjun; Hu, Ying; Tang, Shanjian 11 2020 Dynkin game of stochastic differential equations with random coefficients and associated backward stochastic partial differential variational inequality. Zbl 1263.35224 Yang, Zhou; Tang, Shanjian 11 2013 2D backward stochastic Navier-Stokes equations with nonlinear forcing. Zbl 1230.60067 Qiu, Jinniao; Tang, Shanjian; You, Yuncheng 10 2012 Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values. Zbl 1390.60208 Hu, Ying; Tang, Shanjian 9 2018 The maximum principle for progressive optimal stochastic control problems with random jumps. Zbl 1447.93378 Song, Yuanzhuo; Tang, Shanjian; Wu, Zhen 9 2020 Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations. Zbl 1332.93377 Hu, Ying; Tang, Shanjian 8 2015 Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs. Zbl 1432.93381 Hu, Ying; Tang, Shanjian 8 2019 Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain. Zbl 1341.49020 Li, Juan; Tang, Shanjian 7 2015 Systems of ergodic BSDEs arising in regime switching forward performance processes. Zbl 1461.60057 Hu, Ying; Liang, Gechun; Tang, Shanjian 7 2020 A local discontinuous Galerkin method for nonlinear parabolic SPDEs. Zbl 1480.65019 Li, Yunzhang; Shu, Chi-Wang; Tang, Shanjian 7 2021 Optimal switching of one-dimensional reflected BSDEs and associated multidimensional BSDEs with oblique reflection. Zbl 1235.93263 Tang, Shanjian; Zhong, Wei; Koo, Hyeng Keun 5 2011 Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space. Zbl 1323.35010 Delbaen, Freddy; Qiu, Jinniao; Tang, Shanjian 5 2015 Approximation of backward stochastic partial differential equations by a splitting-up method. Zbl 1450.65004 Li, Yunzhang; Tang, Shanjian 5 2021 Representation of dynamic time-consistent convex risk measures with jumps. Zbl 1409.91286 Tang, Shanjian; Wei, Wenning 5 2012 A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations. Zbl 1125.60067 Li, Juan; Tang, Shanjian 4 2007 Dual representation as stochastic differential games of backward stochastic differential equations and dynamic evaluations. Zbl 1130.91015 Tang, Shanjian 4 2006 An ultra-weak discontinuous Galerkin method with implicit-explicit time-marching for generalized stochastic KdV equations. Zbl 1434.65015 Li, Yunzhang; Shu, Chi-Wang; Tang, Shanjian 4 2020 Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. Zbl 1322.60105 Chen, Shaokuan; Tang, Shanjian 3 2015 Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions. Zbl 1503.60067 Hu, Ying; Tang, Shanjian; Wang, Falei 3 2022 Reflected quadratic BSDEs driven by \(G\)-Brownian motions. Zbl 1456.60142 Cao, Dong; Tang, Shanjian 3 2020 Optimal control of point processes with noisy observations: the maximum principle. Zbl 1001.93088 Tang, Shanjian; Hou, Shui-hung 2 2002 Carleman inequality for backward stochastic parabolic equations with general coefficients. Zbl 1067.60051 Tang, Shanjian; Zhang, Xu 2 2004 A Dynkin game under Knightian uncertainty. Zbl 1332.93378 Koo, Hyeng Keun; Tang, Shanjian; Yang, Zhou 2 2015 Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection. Zbl 1487.65012 Sun, Dingqian; Liang, Gechun; Tang, Shanjian 2 2022 Brockett’s problem of classification of finite-dimensional estimation algebras for nonlinear filtering systems. Zbl 1041.93055 Tang, Shanjian 1 2000 Real options: a framework of optimal switching. Zbl 1299.91166 Tang, Shanjian; Koo, Hyeng Keun 1 2011 Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result. Zbl 07700853 Fan, Shengjun; Hu, Ying; Tang, Shanjian 1 2023 Mean-field type quadratic BSDEs. Zbl 1515.60191 Hibon, Hélène; Hu, Ying; Tang, Shanjian 1 2023 Axiomatic characteristics for solutions of reflected backward stochastic differential equations. Zbl 1200.60044 Bao, Xiaobo; Tang, Shanjian 1 2007 Mean-field game with degenerate state-and distribution-dependent noises. Zbl 1474.91015 Yu, Jiahe; Tang, Shanjian 1 2020 Optimal control of SDEs with expected path constraints and related constrained FBSDEs. Zbl 1505.93286 Hu, Ying; Tang, Shanjian; Xu, Zuo Quan 1 2022 Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs. Zbl 1520.60030 Fan, Shengjun; Hu, Ying; Tang, Shanjian 1 2023 Gradient convergence of deep learning-based numerical methods for BSDEs. Zbl 1470.62126 Wang, Zixuan; Tang, Shanjian 1 2021 Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps. Zbl 1501.49018 Meng, Qingxin; Dong, Yuchao; Shen, Yang; Tang, Shanjian 1 2023 Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result. Zbl 07700853 Fan, Shengjun; Hu, Ying; Tang, Shanjian 1 2023 Mean-field type quadratic BSDEs. Zbl 1515.60191 Hibon, Hélène; Hu, Ying; Tang, Shanjian 1 2023 Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs. Zbl 1520.60030 Fan, Shengjun; Hu, Ying; Tang, Shanjian 1 2023 Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps. Zbl 1501.49018 Meng, Qingxin; Dong, Yuchao; Shen, Yang; Tang, Shanjian 1 2023 Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions. Zbl 1503.60067 Hu, Ying; Tang, Shanjian; Wang, Falei 3 2022 Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection. Zbl 1487.65012 Sun, Dingqian; Liang, Gechun; Tang, Shanjian 2 2022 Optimal control of SDEs with expected path constraints and related constrained FBSDEs. Zbl 1505.93286 Hu, Ying; Tang, Shanjian; Xu, Zuo Quan 1 2022 A local discontinuous Galerkin method for nonlinear parabolic SPDEs. Zbl 1480.65019 Li, Yunzhang; Shu, Chi-Wang; Tang, Shanjian 7 2021 Approximation of backward stochastic partial differential equations by a splitting-up method. Zbl 1450.65004 Li, Yunzhang; Tang, Shanjian 5 2021 Gradient convergence of deep learning-based numerical methods for BSDEs. Zbl 1470.62126 Wang, Zixuan; Tang, Shanjian 1 2021 A discontinuous Galerkin method for stochastic conservation laws. Zbl 07149719 Li, Yunzhang; Shu, Chi-Wang; Tang, Shanjian 11 2020 On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions. Zbl 1464.60062 Fan, Shengjun; Hu, Ying; Tang, Shanjian 11 2020 The maximum principle for progressive optimal stochastic control problems with random jumps. Zbl 1447.93378 Song, Yuanzhuo; Tang, Shanjian; Wu, Zhen 9 2020 Systems of ergodic BSDEs arising in regime switching forward performance processes. Zbl 1461.60057 Hu, Ying; Liang, Gechun; Tang, Shanjian 7 2020 An ultra-weak discontinuous Galerkin method with implicit-explicit time-marching for generalized stochastic KdV equations. Zbl 1434.65015 Li, Yunzhang; Shu, Chi-Wang; Tang, Shanjian 4 2020 Reflected quadratic BSDEs driven by \(G\)-Brownian motions. Zbl 1456.60142 Cao, Dong; Tang, Shanjian 3 2020 Mean-field game with degenerate state-and distribution-dependent noises. Zbl 1474.91015 Yu, Jiahe; Tang, Shanjian 1 2020 Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs. Zbl 1432.93381 Hu, Ying; Tang, Shanjian 8 2019 Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values. Zbl 1414.60040 Buckdahn, Rainer; Hu, Ying; Tang, Shanjian 12 2018 Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values. Zbl 1390.60208 Hu, Ying; Tang, Shanjian 9 2018 Multi-dimensional backward stochastic differential equations of diagonally quadratic generators. Zbl 1333.60120 Hu, Ying; Tang, Shanjian 52 2016 On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces. Zbl 1336.60125 Tang, Shanjian; Wei, Wenning 11 2016 Dynamic programming for general linear quadratic optimal stochastic control with random coefficients. Zbl 1312.93119 Tang, Shanjian 24 2015 Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations. Zbl 1332.93384 Tang, Shanjian; Zhang, Fu 17 2015 Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations. Zbl 1332.93377 Hu, Ying; Tang, Shanjian 8 2015 Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain. Zbl 1341.49020 Li, Juan; Tang, Shanjian 7 2015 Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space. Zbl 1323.35010 Delbaen, Freddy; Qiu, Jinniao; Tang, Shanjian 5 2015 Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. Zbl 1322.60105 Chen, Shaokuan; Tang, Shanjian 3 2015 A Dynkin game under Knightian uncertainty. Zbl 1332.93378 Koo, Hyeng Keun; Tang, Shanjian; Yang, Zhou 2 2015 \(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space. Zbl 1259.35232 Du, Kai; Tang, Shanjian; Zhang, Qi 22 2013 Dynkin game of stochastic differential equations with random coefficients and associated backward stochastic partial differential variational inequality. Zbl 1263.35224 Yang, Zhou; Tang, Shanjian 11 2013 Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains. Zbl 1259.60068 Du, Kai; Tang, Shanjian 26 2012 Maximum principle for quasi-linear backward stochastic partial differential equations. Zbl 1238.60076 Qiu, Jinniao; Tang, Shanjian 23 2012 \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space. Zbl 1266.60116 Du, Kai; Qiu, Jinniao; Tang, Shanjian 22 2012 2D backward stochastic Navier-Stokes equations with nonlinear forcing. Zbl 1230.60067 Qiu, Jinniao; Tang, Shanjian; You, Yuncheng 10 2012 Representation of dynamic time-consistent convex risk measures with jumps. Zbl 1409.91286 Tang, Shanjian; Wei, Wenning 5 2012 Optimal switching of one-dimensional reflected BSDEs and associated multidimensional BSDEs with oblique reflection. Zbl 1235.93263 Tang, Shanjian; Zhong, Wei; Koo, Hyeng Keun 5 2011 Real options: a framework of optimal switching. Zbl 1299.91166 Tang, Shanjian; Koo, Hyeng Keun 1 2011 Multi-dimensional BSDE with oblique reflection and optimal switching. Zbl 1188.60029 Hu, Ying; Tang, Shanjian 75 2010 Harmonic analysis of stochastic equations and backward stochastic differential equations. Zbl 1210.60060 Delbaen, Freddy; Tang, Shanjian 26 2010 A second-order maximum principle for singular optimal stochastic controls. Zbl 1219.93147 Tang, Shanjian 12 2010 Null controllability for forward and backward stochastic parabolic equations. Zbl 1203.93027 Tang, Shanjian; Zhang, Xu 55 2009 Switching games of stochastic differential systems. Zbl 1293.91022 Tang, Shanjian; Hou, Shui-Hung 12 2007 A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations. Zbl 1125.60067 Li, Juan; Tang, Shanjian 4 2007 Axiomatic characteristics for solutions of reflected backward stochastic differential equations. Zbl 1200.60044 Bao, Xiaobo; Tang, Shanjian 1 2007 Dual representation as stochastic differential games of backward stochastic differential equations and dynamic evaluations. Zbl 1130.91015 Tang, Shanjian 4 2006 Semi-linear systems of backward stochastic partial differential equations in \(\mathbb{R}^n\). Zbl 1077.60047 Tang, Shanjian 21 2005 Carleman inequality for backward stochastic parabolic equations with general coefficients. Zbl 1067.60051 Tang, Shanjian; Zhang, Xu 2 2004 General linear quadratic optimal stochastic control problems with random coefficients: Linear stochastic Hamilton systems and backward stochastic Riccati equations. Zbl 1035.93065 Tang, Shanjian 83 2003 Multidimensional backward stochastic Riccati equations and applications. Zbl 1175.93242 Kohlmann, Michael; Tang, Shanjian 37 2003 Minimization of risk and linear quadratic optimal control theory. Zbl 1047.93048 Kohlmann, Michael; Tang, Shanjian 21 2003 Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. Zbl 1064.93050 Kohlmann, Michael; Tang, Shanjian 32 2002 Optimal control of point processes with noisy observations: the maximum principle. Zbl 1001.93088 Tang, Shanjian; Hou, Shui-hung 2 2002 New developments in backward stochastic Riccati equations and their applications. Zbl 0987.60082 Kohlmann, Michael; Tang, Shanjian 11 2001 Brockett’s problem of classification of finite-dimensional estimation algebras for nonlinear filtering systems. Zbl 1041.93055 Tang, Shanjian 1 2000 Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057 Pardoux, Etienne; Tang, Shanjian 154 1999 The maximum principle for partially observed optimal control of stochastic differential equations. Zbl 0915.93068 Tang, Shanjian 79 1998 General necessary conditions for partially observed optimal stochastic controls. Zbl 0844.93076 Li, Xunjing; Tang, Shanjian 23 1995 Necessary conditions for optimal control of stochastic systems with random jumps. Zbl 0922.49021 Tang, Shanjian; Li, Xunjing 252 1994 Maximum principle for optimal control of distributed parameter stochastic systems with random jumps. Zbl 0811.49021 Tang, Shanjian; Li, Xun-Jing 15 1994 Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach. Zbl 0795.93103 Tang, Shanjian; Yong, Jiongmin 45 1993 all cited Publications top 5 cited Publications all top 5 Cited by 830 Authors 39 Tang, Shanjian 37 Wu, Zhen 30 Hu, Ying 20 Fan, Shengjun 20 Qiu, Jinniao 18 Meng, Qingxin 18 Yong, Jiongmin 17 Yu, Zhiyong 16 Hamadene, Saïd 15 Ji, Shaolin 15 Pham, Huyên 13 Fuhrman, Marco 12 Li, Juan 12 Lü, Qi 12 Ouknine, Youssef 12 Shi, Jingtao 11 Cosso, Andrea 11 Huang, Jianhui 11 Li, Xun 11 Nie, Tianyang 11 Xiong, Jie 11 Zhang, Xu 10 Ren, Yong 10 Sun, Jingrui 10 Wang, Falei 10 Zhao, Weidong 9 Confortola, Fulvia 9 Hu, Mingshang 9 Øksendal, Bernt Karsten 9 Shen, Yang 8 Bayraktar, Erhan 8 Liang, Gechun 8 Luo, Peng 8 Wu, Bin 8 Zhang, Liangquan 7 Bandini, Elena 7 Du, Kai 7 Fakhouri, Imade 7 Kharroubi, Idris 7 Ma, Jin 7 Menoukeu Pamen, Olivier 7 Olofsson, Marcus 7 Wang, Guangchen 7 Zhang, Haisen 7 Zhang, Qi 6 Dokuchaev, Nikolai G. 6 El Asri, Brahim 6 El Otmani, Mohamed 6 Elie, Romuald 6 Feng, Xinwei 6 Kohlmann, Michael 6 Perninge, Magnus 6 Richou, Adrien 6 Sun, Zhongyang 6 Tessitore, Gianmario 6 Wang, Tianxiao 6 Xiong, Dewen 6 Yin, Juliang 6 Zhang, Jianfeng 6 Zhang, Xin 5 Ankirchner, Stefan 5 Bensoussan, Alain 5 Bishop, Adrian N. 5 Chassagneux, Jean-François 5 Chighoub, Farid 5 Del Moral, Pierre 5 Djehiche, Boualem 5 Fromm, Alexander 5 Gashi, Bujar 5 Guatteri, Giuseppina 5 Hao, Tao 5 Horst, Ulrich 5 Jackson, Joe 5 Jentzen, Arnulf 5 Liu, Xu 5 Lundström, Niklas L. P. 5 Mezerdi, Brahim 5 Moon, Jun-Hee 5 Siu, Tak Kuen 5 Sulem, Agnès 5 Tang, Maoning 5 Tangpi, Ludovic 5 Wang, Zewen 5 Wei, Qingmeng 5 Wei, Wenning 5 Yu, Yongyi 5 Zhou, Qing 4 Al-Hussein, Abdulrahman 4 Chen, Qun 4 Chen, Tian 4 Delarue, François 4 Dong, Yuchao 4 Eddahbi, M’hamed 4 Fu, Xiaoyu 4 Gao, Peng 4 Hafayed, Mokhtar 4 Han, Jiequn 4 Li, Na 4 Liu, Bin 4 Lv, Siyu ...and 730 more Authors all top 5 Cited in 180 Serials 70 Stochastic Processes and their Applications 66 SIAM Journal on Control and Optimization 46 Applied Mathematics and Optimization 39 Journal of Mathematical Analysis and Applications 36 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 25 The Annals of Applied Probability 24 Systems & Control Letters 20 Stochastics 20 Probability, Uncertainty and Quantitative Risk 17 Stochastic Analysis and Applications 17 Stochastics and Dynamics 17 Mathematical Control and Related Fields 14 Statistics & Probability Letters 12 Automatica 12 Journal of Optimization Theory and Applications 12 Chinese Annals of Mathematics. Series B 12 Electronic Journal of Probability 11 Journal of Differential Equations 11 Discrete and Continuous Dynamical Systems 11 Journal of Systems Science and Complexity 9 International Journal of Control 9 The Annals of Probability 9 Journal of Theoretical Probability 8 Acta Mathematica Sinica. English Series 7 Journal of Computational and Applied Mathematics 7 Acta Mathematicae Applicatae Sinica. English Series 7 Probability Theory and Related Fields 7 Random Operators and Stochastic Equations 7 Mathematical Finance 7 Comptes Rendus. Mathématique. Académie des Sciences, Paris 7 SIAM Journal on Financial Mathematics 7 Science China. Mathematics 6 Applied Mathematics and Computation 6 Bulletin des Sciences Mathématiques 6 Asian Journal of Control 5 Journal of Functional Analysis 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Electronic Communications in Probability 5 Mathematical Problems in Engineering 5 Finance and Stochastics 5 European Journal of Control 5 Mathematical Methods of Operations Research 5 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 5 Mathematics and Financial Economics 4 Journal of the Franklin Institute 4 Mathematics of Operations Research 4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 4 MCSS. Mathematics of Control, Signals, and Systems 4 Journal of Scientific Computing 4 Automation and Remote Control 4 Communications in Statistics. Theory and Methods 4 NoDEA. Nonlinear Differential Equations and Applications 4 Abstract and Applied Analysis 4 Journal of Dynamical and Control Systems 4 Discrete and Continuous Dynamical Systems. Series B 4 Advances in Difference Equations 4 Frontiers of Mathematics in China 4 Dynamic Games and Applications 4 International Journal of Systems Science. Principles and Applications of Systems and Integration 3 Advances in Applied Probability 3 Computers & Mathematics with Applications 3 Inverse Problems 3 Journal of Computational Physics 3 Transactions of the American Mathematical Society 3 Insurance Mathematics & Economics 3 European Journal of Operational Research 3 Bernoulli 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Quantitative Finance 3 Communications in Computational Physics 3 International Journal of Stochastic Analysis 3 Afrika Matematika 3 Communications in Mathematics and Statistics 3 Stochastic and Partial Differential Equations. Analysis and Computations 3 Evolution Equations and Control Theory 3 Modern Stochastics. Theory and Applications 2 Annali di Matematica Pura ed Applicata. Serie Quarta 2 Journal of Applied Probability 2 SIAM Journal on Numerical Analysis 2 Optimal Control Applications & Methods 2 Bulletin of the Korean Mathematical Society 2 Applied Mathematics and Mechanics. (English Edition) 2 Journal of Computational Mathematics 2 Science in China. Series A 2 Journal of Dynamics and Differential Equations 2 Journal of Nonlinear Science 2 SIAM Journal on Scientific Computing 2 Filomat 2 Journal of Inverse and Ill-Posed Problems 2 Applied Mathematical Finance 2 Arab Journal of Mathematical Sciences 2 Journal of Inequalities and Applications 2 International Journal of Theoretical and Applied Finance 2 Journal of Evolution Equations 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Advances in Applied Mathematics and Mechanics 2 Numerical Algebra, Control and Optimization 1 Applicable Analysis 1 Bulletin of the Australian Mathematical Society 1 Mathematical Methods in the Applied Sciences ...and 80 more Serials all top 5 Cited in 28 Fields 700 Probability theory and stochastic processes (60-XX) 435 Systems theory; control (93-XX) 291 Calculus of variations and optimal control; optimization (49-XX) 235 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 183 Partial differential equations (35-XX) 83 Numerical analysis (65-XX) 44 Ordinary differential equations (34-XX) 34 Operations research, mathematical programming (90-XX) 16 Statistics (62-XX) 11 Fluid mechanics (76-XX) 10 Computer science (68-XX) 7 Integral equations (45-XX) 7 Biology and other natural sciences (92-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Difference and functional equations (39-XX) 5 Operator theory (47-XX) 4 Global analysis, analysis on manifolds (58-XX) 3 Functional analysis (46-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Potential theory (31-XX) 2 Approximations and expansions (41-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Topological groups, Lie groups (22-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Mechanics of particles and systems (70-XX) 1 Optics, electromagnetic theory (78-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year