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Recruiting Information



Introduction of The Responsibles
Shanjian TANG
Fudan University


    Born in April, 1966. Director of Department of Mathematical Finance and Control Science, Fudan University, achieved 'National Science Fund for Distinguished Young Scholars', Ph.D supervisor of Operations research and Control theory, Chang Jiang Scholar of Fudan University, Alexander von Humboldt Research Fellowship.

Research Interests:

   Stochastic control, Mathematical Finance


    1.Tang, Shanjian, General linear quadratic optimal stochastic control problems with random coefficients: linear stochastic Hamilton systems and backward stochastic Riccati equations. SIAM J. Control Optim. 42 (2003), no. 1, 53-75.
    2.Kohlmann, Michael; Tang, Shanjian, Minimization of risk and linear quadratic optimal control theory. SIAM J. Control Optim. 42(2003), no. 3, 1118-1142.
    3.Kohlmann, Michael; Tang, Shanjian, Multidimensional backward stochastic Riccati equations and applications. SIAM J. Control Optim. 41 (2003), no. 6, 1696-1721.
    4.Tang, Shanjian, Brockett's problem of classification of finite-dimensional estimation algebras for nonlinear filtering systems. SIAM J. Control Optim. 39 (2000), no. 3, 900-916.
    5.Tang,Shanjian, Semi-linear systems of backward stochastic partial differential equations in $R^n$, Chin. Ann. Math. (Series B). 26 (2005), 437-456.
    6.Tang,Shanjian and Shui-Hung Hou, Switching games of stochastic differential systems, SIAM J. Control Optim. 46 (2007), no. 3, 900-929.