【期刊论文】非线性滤波系统的有限维的估计代数的Brockett分类问题

汤善健

【期刊论文】Forward-backward stochastic differential equations and quasilinear parabolic PDEs

汤善健， Etienne Pardoux， Shanjian Tang， *

【期刊论文】GENERAL LINEAR QUADRATE: OPTIMAL STOCHASTIC CONTROL PROBLEMS WITH RANDOM COEFFICIENTS: LINEAR STOCHASTIC HAMILTON SYSTEMS AND BACKWARD STOCHASTIC RICCATI EQUATIONS*

汤善健， SHANJIAN TANG†

【期刊论文】MINIMIZATION OF RISK AND LINEAR QUADRATIC OPTIMAL CONTROL THEORY?

汤善健， MICHAEL KOHLMANN? AND SHANJIAN TANG?