Qingshuo Song
Qingshuo Song
Verified email at wpi.edu
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
462006
Stability of random-switching systems of differential equations
C Zhu, G Yin, Q Song
Quarterly of applied mathematics 67 (2), 201-220, 2009
432009
On optimal harvesting problems in random environments
Q Song, RH Stockbridge, C Zhu
SIAM journal on control and optimization 49 (2), 859-889, 2011
422011
An optimal pairs-trading rule
Q Song, Q Zhang
Automatica 49 (10), 3007-3014, 2013
402013
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
392011
Convergence of Markov chain approximation on generalized HJB equation and its applications
QS Song
Automatica 44 (3), 761-766, 2008
352008
Numerical solutions for jump-diffusions with regime switching
G Yin, QS Song¶, Z Zhang §
Stochastics An International Journal of Probability and Stochastic Processes …, 2005
312005
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
282009
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
262008
Outperforming the market portfolio with a given probability
E Bayraktar, YJ Huang, Q Song
The Annals of Applied Probability 22 (4), 1465-1494, 2012
172012
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
142011
Spectral methods for substantial fractional differential equations
C Huang, Z Zhang, Q Song
Journal of Scientific Computing 74 (3), 1554-1574, 2018
132018
On singular control problems with state constraints and regime-switching: A viscosity solution approach
Q Song, C Zhu
Automatica 70, 66-73, 2016
132016
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
132009
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
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
102013
Outperformance Portfolio Optimization via the Equivalence of Pure and Randomized Hypothesis Testing
T Leung, Q Song, J Yang
9*2012
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
9*2012
An Epsilon-uniform Finite Element Method for Singularly Perturbed Boundary Value Problems
ZZ QS Song, G Yin
International Journal of Numerical Analysis and Modeling 4 (1), 128–142, 2007
9*2007
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Articles 1–20