Qing Zhang

According to our database1, Qing Zhang authored at least 49 papers between 1994 and 2021.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.



In proceedings 
PhD thesis 


Online presence:

On csauthors.net:


A Deep Filtering Approach for Control of Partially Observed Systems.
IEEE Control. Syst. Lett., 2021

Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses.
Autom., 2020

An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions.
J. Optim. Theory Appl., 2018

Optimal switching under a hybrid diffusion model and applications to stock trading.
Autom., 2018

Near-optimal stopping rules for two-time-scale Markovian systems.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

Optimal Switching under a Regime-Switching Model with Two-Time-Scale Markov Chains.
Multiscale Model. Simul., 2015

Mean-variance type controls involving a hidden Markov chain: models and numerical approximation.
IMA J. Math. Control. Inf., 2015

An Optimal Trading Rule Under a Switchable Mean-Reversion Model.
J. Optim. Theory Appl., 2014

Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation.
Proceedings of the Finite Difference Methods, Theory and Applications, 2014

Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals.
SIAM J. Control. Optim., 2013

An optimal pairs-trading rule.
Autom., 2013

Trend-following trading using recursive stochastic optimization algorithms.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

Large deviations for systems driven by two-time-scale nonhomogeneous Markovian chains and applications to optimal control problems.
Proceedings of the 51th IEEE Conference on Decision and Control, 2012

Large Deviations for Two-Time-Scale Systems Driven by Nonhomogeneous Markov Chains and Associated Optimal Control Problems.
SIAM J. Control. Optim., 2011

Optimal Decision for Selling an Illiquid Stock.
J. Optim. Theory Appl., 2011

A trend-following strategy: Conditions for optimality.
Autom., 2011

Optimality conditions for a trend-following strategy.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

A Fluid Flow Model for Empty Container Repositioning Policy with a Single Port and Stochastic Demand.
SIAM J. Control. Optim., 2010

Stock loan valuation under a regime-switching model with mean-reverting and finite maturity.
J. Syst. Sci. Complex., 2010

A stochastic approximation algorithm for option pricing model calibration with a switchable market.
Int. J. Comput. Math., 2010

Option pricing, model calibration, and prediction with a switchable market: A stochastic approximation algorithm.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010

Valuation of Stock Loans with Regime Switching.
SIAM J. Control. Optim., 2009

Impact of dynamic information on empty container repositioning in a seaport with uncertainties.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009

Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model.
SIAM J. Appl. Math., 2008

Trading a mean-reverting asset: Buy low and sell high.
Autom., 2008

Stochastic approximation algorithms for trailing stop.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

Two-Time-Scale Approximation for Wonham Filters.
IEEE Trans. Inf. Theory, 2007

Balanced realizations of regime-switching linear systems.
Math. Control. Signals Syst., 2007

Selling a large stock position: a stochastic control approach with state constraints.
Commun. Inf. Syst., 2007

Using stochastic optimization methods for stock selling decision making and option pricing: numerics and bias and variance dependent convergence rates.
Commun. Inf. Syst., 2007

Two-time-scale Wonham filters.
Proceedings of the 46th IEEE Conference on Decision and Control, 2007

Two-time-scale Hybrid Filters: Near Optimality.
SIAM J. Control. Optim., 2006

Introduction to the special issue on optimal control applications to management sciences.
Autom., 2006

Near-optimal Hybrid Filtering in a Two-time-scale Model.
Proceedings of the 45th IEEE Conference on Decision and Control, 2006

A Near-Optimal Selling Rule for a Two-Time-Scale Market Model.
Multiscale Model. Simul., 2005

Closed-Form Solutions for Perpetual American Put Options with Regime Switching.
SIAM J. Appl. Math., 2004

Stability of Markov modulated discrete-time dynamic systems.
Autom., 2003

Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach.
SIAM J. Optim., 2002

Markov chain approximation techniques for a class of nonlinear control problems.
Neural Parallel Sci. Comput., 2002

Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.
Autom., 2002

Optimal control of a marketing-production system.
IEEE Trans. Autom. Control., 2001

Hybrid filtering for linear systems with non-Gaussian disturbances.
IEEE Trans. Autom. Control., 2000

Singularly Perturbed Discrete-Time Markov Chains.
SIAM J. Appl. Math., 2000

On nearly optimal controls of hybrid LQG problems.
IEEE Trans. Autom. Control., 1999

Asymptotically Optimal Controls of Hybrid LQG. Problems: Summary of Results.
Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998

Hierarchical production controls in a stochastic two-machine flowshop with a finite internal buffer.
IEEE Trans. Robotics Autom., 1997

Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains.
SIAM J. Appl. Math., 1996

Optimal feedback production planning in a stochastic N-machine flowshop.
Autom., 1995

Multilevel hierarchical open-loop and feedback controls in stochastic marketing-production systems.
IEEE Trans. Robotics Autom., 1994