According to our database1, Qing Zhang authored at least 49 papers between 1994 and 2021.
Legend:Book In proceedings Article PhD thesis Other
IEEE Control. Syst. Lett., 2021
Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses.
J. Optim. Theory Appl., 2018
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017
Multiscale Model. Simul., 2015
Mean-variance type controls involving a hidden Markov chain: models and numerical approximation.
IMA J. Math. Control. Inf., 2015
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
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
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
Impact of dynamic information on empty container repositioning in a seaport with uncertainties.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009
SIAM J. Appl. Math., 2008
Proceedings of the 47th IEEE Conference on Decision and Control, 2008
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
Proceedings of the 46th IEEE Conference on Decision and Control, 2007
Introduction to the special issue on optimal control applications to management sciences.
Proceedings of the 45th IEEE Conference on Decision and Control, 2006
Multiscale Model. Simul., 2005
SIAM J. Appl. Math., 2004
SIAM J. Optim., 2002
Neural Parallel Sci. Comput., 2002
Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.
IEEE Trans. Autom. Control., 2000
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
Multilevel hierarchical open-loop and feedback controls in stochastic marketing-production systems.
IEEE Trans. Robotics Autom., 1994