Follow
Qingshuo Song
Qingshuo Song
Verified email at wpi.edu - Homepage
Title
Cited by
Cited by
Year
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions
QS Song, G Yin, Z Zhang
Automatica 42 (7), 1147-1157, 2006
582006
On optimal harvesting problems in random environments
Q Song, RH Stockbridge, C Zhu
SIAM journal on control and optimization 49 (2), 859-889, 2011
552011
Mean Exit Times and the Multi-level Monte Carlo Method
DJ HIGHAM, X MAO, M ROJ, Q SONG, G YIN
Technical report 5, Department of Mathematics and Statistics, Unversity of …, 2011
492011
An optimal pairs-trading rule
Q Song, Q Zhang
Automatica 49 (10), 3007-3014, 2013
482013
Stability of random-switching systems of differential equations
C Zhu, G Yin, Q Song
Quarterly of applied mathematics 67 (2), 201-220, 2009
432009
Convergence of Markov chain approximation on generalized HJB equation and its applications
QS Song
Automatica 44 (3), 761-766, 2008
382008
Numerical solutions for stochastic differential games with regime switching
Q Song, GG Yin, Z Zhang
Automatic Control, IEEE Transactions on 53 (2), 509-521, 2008
332008
Numerical solutions for jump-diffusions with regime switching
G Yin, QS Song¶, Z Zhang §
Stochastics An International Journal of Probability and Stochastic Processes …, 2005
322005
Stochastic optimization methods for buying-low-and-selling-high strategies
QS Song, G Yin, Q Zhang
Stochastic Analysis and Applications 27 (3), 523-542, 2009
292009
Outperforming the market portfolio with a given probability
E Bayraktar, YJ Huang, Q Song
202012
Spectral methods for substantial fractional differential equations
C Huang, Z Zhang, Q Song
Journal of Scientific Computing 74, 1554-1574, 2018
182018
On singular control problems with state constraints and regime-switching: A viscosity solution approach
Q Song, C Zhu
Automatica 70, 66-73, 2016
182016
Optimal Portfolio Selection under Concave Price Impact
J Ma, Q Song, J Xu, J Zhang
arXiv preprint arXiv:1204.4852, 2012
16*2012
On the continuity of stochastic exit time control problems
E Bayraktar, Q Song, J Yang
Stochastic Analysis and Applications 29 (1), 48-60, 2011
162011
Rates of convergence of numerical methods for controlled regime-switching diffusions with stopping times in the costs
QS Song, G Yin
SIAM journal on control and optimization 48 (3), 1831-1857, 2009
162009
Weak convergence methods for approximation of the evaluation of path-dependent functionals
Q Song, G Yin, Q Zhang
SIAM Journal on Control and Optimization 51 (5), 4189-4210, 2013
152013
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations
J Bao, Q Song, G Yin, C Yuan
Stochastic Analysis and Applications 35 (6), 1030-1046, 2017
122017
Optimal Switching with Constraints and Utility Maximization of an Indivisible Market
Q Song, GG Yin, C Zhu
SIAM Journal on Control and Optimization 50 (2), 629-651, 2012
122012
On the Equivalence and Condition of Different Consensus Over a Random Network Generated by iid Stochastic Matrices
Q Song, G Chen, DWC Ho
Automatic Control, IEEE Transactions on 56 (5), 1203-1207, 2011
112011
Outperformance Portfolio Optimization via the Equivalence of Pure and Randomized Hypothesis Testing
T Leung, Q Song, J Yang
102012
The system can't perform the operation now. Try again later.
Articles 1–20