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Qingshuo Song
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- affiliation: City University of Hong Kong
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2020 – today
- 2024
- [j23]Jiamin Jian, Qingshuo Song
, Jiaxuan Ye:
Convergence rate of LQG mean field games with common noise. Math. Methods Oper. Res. 99(3): 233-270 (2024) - 2022
- [j22]Yun Li
Solving a Class of Mean-Field LQG Problems. IEEE Trans. Autom. Control. 67(3): 1597-1602 (2022) - 2021
- [j21]Wenhao Qiu, Qingshuo Song
Solving Elliptic Hamilton-Jacobi-Bellman Equations in a Value Space. IEEE Control. Syst. Lett. 5(1): 55-60 (2021) - [j20]Jaehyuk Choi
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution. J. Comput. Appl. Math. 388: 113302 (2021)
2010 – 2019
- 2019
- [j19]Yuecai Han, Qingshuo Song
Exit Problems as the Generalized Solutions of Dirichlet Problems. SIAM J. Control. Optim. 57(4): 2392-2414 (2019) - 2018
- [j18]Can Huang, Zhimin Zhang, Qingshuo Song
Spectral Methods for Substantial Fractional Differential Equations. J. Sci. Comput. 74(3): 1554-1574 (2018) - [j17]Erhan Bayraktar
Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators. SIAM J. Control. Optim. 56(1): 292-315 (2018) - 2017
- [j16]Yao Tung Huang, Qingshuo Song
Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk. SIAM J. Financial Math. 8(1): 1-27 (2017) - 2016
- [j15]Qingshuo Song
On singular control problems with state constraints and regime-switching: A viscosity solution approach. Autom. 70: 66-73 (2016) - 2013
- [j14]Xiaoshan Chen
Characterization of stochastic control with optimal stopping in a Sobolev space. Autom. 49(6): 1654-1662 (2013) - [j13]Qingshuo Song
An optimal pairs-trading rule. Autom. 49(10): 3007-3014 (2013) - [j12]Tim Leung
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing. Finance Stochastics 17(4): 839-870 (2013) - [j11]Desmond J. Higham, Xuerong Mao
Mean Exit Times and the Multilevel Monte Carlo Method. SIAM/ASA J. Uncertain. Quantification 1(1): 2-18 (2013) - [j10]Qingshuo Song
Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals. SIAM J. Control. Optim. 51(5): 4189-4210 (2013) - 2012
- [j9]Xun Li
Saddle points of discrete Markov zero-sum game with stopping. Autom. 48(8): 1898-1903 (2012) - [j8]Qingshuo Song
Optimal Switching with Constraints and Utility Maximization of an Indivisible Market. SIAM J. Control. Optim. 50(2): 629-651 (2012) - 2011
- [j7]Qingshuo Song
On Optimal Harvesting Problems in Random Environments. SIAM J. Control. Optim. 49(2): 859-889 (2011) - [j6]Qingshuo Song
On the Equivalence and Condition of Different Consensus Over a Random Network Generated by i.i.d. Stochastic Matrices. IEEE Trans. Autom. Control. 56(5): 1203-1207 (2011) - 2010
- [j5]Qingshuo Song
Convergence rates of Markov chain approximation methods for controlled diffusions with stopping. J. Syst. Sci. Complex. 23(3): 600-621 (2010) - [c3]Qingshuo Song
Rates of convergence of Markov chain approximation for controlled regime-switching diffusions with stopping times. CDC 2010: 567-572 - [i1]Qingshuo Song, Guanrong Chen, Daniel W. C. Ho:
Consensus over a Random Network Generated by i.i.d. Stochastic Matrices. CoRR abs/1004.3617 (2010)
2000 – 2009
- 2009
- [j4]Qingshuo Song
Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs. SIAM J. Control. Optim. 48(3): 1831-1857 (2009) - 2008
- [j3]Qingshuo Song
Convergence of Markov chain approximation on generalized HJB equation and its applications. Autom. 44(3): 761-766 (2008) - [j2]Qingshuo Song
Numerical Solutions for Stochastic Differential Games With Regime Switching. IEEE Trans. Autom. Control. 53(2): 509-521 (2008) - [c2]Qingshuo Song
Numerical methods for buying-low-and-selling-high stock policy. ACC 2008: 1029-1034 - 2007
- [c1]Qingshuo Song
Study of convergence rates of numerical methods for stochastic control problems. CDC 2007: 3108-3113 - 2006
- [j1]Qingshuo Song
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. Autom. 42(7): 1147-1157 (2006)
Coauthor Index
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