Qingshuo Song

发表

Mean Exit Times and the Multilevel Monte Carlo Method

Desmond J. Higham, Xuerong Mao, Mikolaj Roj, 2013, SIAM/ASA J. Uncertain. Quantification.

Optimal Switching with Constraints and Utility Maximization of an Indivisible Market

Gang George Yin, Chao Zhu, Qingshuo Song, 2012, SIAM J. Control. Optim..

On the Equivalence and Condition of Different Consensus Over a Random Network Generated by i.i.d. Stochastic Matrices

Daniel W. C. Ho, Guanrong Chen, Qingshuo Song, 2011, IEEE Transactions on Automatic Control.

Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals

Gang George Yin, Qing Zhang, Qingshuo Song, 2013, SIAM J. Control. Optim..

Characterization of stochastic control with optimal stopping in a Sobolev space

Gang George Yin, Fahuai Yi, Qingshuo Song, 2013, Autom..

D'efinition d?un mod`ele de peau et son utilisation pour la classification des images

Qingshuo Song, Djamel Abdelkader Zighed, Liming Chen, 2002 .

Convergence rates of Markov chain approximation methods for controlled diffusions with stopping

Gang George Yin, Qingshuo Song, 2010, J. Syst. Sci. Complex..

Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators

Erhan Bayraktar, Qingshuo Song, Q. Song, 2018, SIAM J. Control. Optim..

An optimal pairs-trading rule

Qing Zhang, Qingshuo Song, Qing Zhang, 2013, Autom..

On Optimal Harvesting Problems in Random Environments

Chao Zhu, Richard H. Stockbridge, Qingshuo Song, 2010, SIAM J. Control. Optim..

Convergence of Markov chain approximation on generalized HJB equation and its applications

Qingshuo Song, 2008, Autom..

Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk

Qingshuo Song, Harry Zheng, Yao Tung Huang, 2017, SIAM J. Financial Math..

Continuity on Stochastic Control Problem with Stopping Time

Jie Yang, Qingshuo Song, Jie Yang, 2009 .

Numerical Solutions for Stochastic Differential Games With Regime Switching

Zhimin Zhang, Gang George Yin, Qingshuo Song, 2008, IEEE Transactions on Automatic Control.

Spectral Methods for Substantial Fractional Differential Equations

Zhimin Zhang, Can Huang, Qingshuo Song, 2018, J. Sci. Comput..

Saddle points of discrete Markov zero-sum game with stopping

Xun Li, Jie Shen, Qingshuo Song, 2012, Autom..

Study of convergence rates of numerical methods for stochastic control problems

Gang George Yin, Qingshuo Song, 2007, 2007 46th IEEE Conference on Decision and Control.

Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs

Gang George Yin, Qingshuo Song, 2009, SIAM J. Control. Optim..

Rates of convergence of Markov chain approximation for controlled regime-switching diffusions with stopping times

Gang George Yin, Qingshuo Song, G. Yin, 2010, 49th IEEE Conference on Decision and Control (CDC).

On singular control problems with state constraints and regime-switching: A viscosity solution approach

Chao Zhu, Qingshuo Song, Chao Zhu, 2012, Autom..

Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions

Gang George Yin, Z. Zhang, Qingshuo Song, 2006, Autom..

Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing

Jie Yang, Tim Leung, Qingshuo Song, 2013, Finance Stochastics.

Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution

Qingshuo Song, Jaehyuk Choi, Yeda Du, 2021, J. Comput. Appl. Math..

From Mean Field Games To Navier-Stokes Equations

Qingshuo Song, Tao Luo, 2021 .

Outperforming the Market Portfolio with a Given Probability

Erhan Bayraktar, Qingshuo Song, Yu-Jui Huang, 2010, 1006.3224.

Impulse Control and Optimal Portfolio Selection with General Transaction Cost

Jing Xu, Jin Ma, Qingshuo Song, 2009 .

On the Continuity of Stochastic Exit Time Control Problems

Erhan Bayraktar, Qingshuo Song, Jie Yang, 2009 .

On the Continuity of Stochastic Control Problems on Bounded Domains

Erhan Bayraktar, Qingshuo Song, Jie Yang, 2009 .

Numerical solutions for jump-diffusions with regime switching

George Yin, Qingshuo Song, Zhimin Zhang, 2005 .

Stability of random-switching systems of differential equations

George Yin, Qingshuo Song, Chao Zhu, 2009 .

Generalized Hypothesis Testing and Maximizing the Success Probability in Financial Markets

Jie Yang, Tim Leung, Qingshuo Song, 2011 .

Optimal Portfolio Selection Under Concave Price Impact

Jing Xu, Jin Ma, Qingshuo Song, 2012, 1204.4852.

Spectral method for substantial fractional differential equations

Qingshuo Song, Zhimin Zhang, Can Huang, 2014 .