Further to these two posts, this is from the horse's mouth:
In his statement, addressed to "my fans and followers," Mr. Dylan wrote: "As far as censorship goes, the Chinese government had asked for the names of the songs that I would be playing. There's no logical answer to that, so we sent them the set lists from the previous three months. If there were any songs, verses or lines censored, nobody ever told me about it and we played all the songs that we intended to play."
(Thanks:SC.)