Qing Zhang

According to our database, Qing Zhang authored at least 62 papers between 1992 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Deep Filtering With Adaptive Learning Rates.

Hongjiang Qian, Gang George Yin, Qing Zhang

IEEE Trans. Autom. Control., June, 2023

2022

Filtering with degenerate observation noise: A stochastic approximation approach.

Hongjiang Qian, Qing Zhang, George Yin

Autom., 2022

2021

A Deep Filtering Approach for Control of Partially Observed Systems.

Qing Zhang, George Yin, Le Yi Wang

IEEE Control. Syst. Lett., 2021

Deep filtering.

Le Yi Wang, George Yin, Qing Zhang

Commun. Inf. Syst., 2021

2020

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

Ruyi Liu, Zhen Wu, Qing Zhang

Autom., 2020

2018

An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions.

Jingzhi Tie, Hanqin Zhang, Qing Zhang

J. Optim. Theory Appl., 2018

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

Siyu Lv, Zhen Wu, Qing Zhang

Autom., 2018

2017

Near-optimal stopping rules for two-time-scale Markovian systems.

Qing Zhang, Caojin Zhang, George Yin

Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

2015

Optimal Switching under a Regime-Switching Model with Two-Time-Scale Markov Chains.

Ran Tao, Zhen Wu, Qing Zhang

Multiscale Model. Simul., 2015

Mean-variance type controls involving a hidden Markov chain: models and numerical approximation.

Zhixin Yang, Gang George Yin, Qing Zhang

IMA J. Math. Control. Inf., 2015

2014

An Optimal Trading Rule Under a Switchable Mean-Reversion Model.

Duy Nguyen, Jingzhi Tie, Qing Zhang

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.

Zhixin Yang, Le Yi Wang, Gang George Yin, Qing Zhang, Hongwei Zhang

Proceedings of the Finite Difference Methods, Theory and Applications, 2014

2013

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

Qingshuo Song, Gang George Yin, Qing Zhang

SIAM J. Control. Optim., 2013

An optimal pairs-trading rule.

Qingshuo Song, Qing Zhang

Autom., 2013

Trend-following trading using recursive stochastic optimization algorithms.

Duy Nguyen, Gang George Yin, Qing Zhang

Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

2012

Large deviations for systems driven by two-time-scale nonhomogeneous Markovian chains and applications to optimal control problems.

Qi He, Gang George Yin, Qing Zhang

Proceedings of the 51th IEEE Conference on Decision and Control, 2012

2011

Large Deviations for Two-Time-Scale Systems Driven by Nonhomogeneous Markov Chains and Associated Optimal Control Problems.

Qi He, Gang George Yin, Qing Zhang

SIAM J. Control. Optim., 2011

Optimal Decision for Selling an Illiquid Stock.

Baojun Bian, Min Dai, Lishang Jiang, Qing Zhang, Yifei Zhong

J. Optim. Theory Appl., 2011

A trend-following strategy: Conditions for optimality.

Hoi Tin Kong, Qing Zhang, Gang George Yin

Autom., 2011

Optimality conditions for a trend-following strategy.

Hoi Tin Kong, Qing Zhang, Gang George Yin

Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

2010

A Fluid Flow Model for Empty Container Repositioning Policy with a Single Port and Stochastic Demand.

Dong-Ping Song, Qing Zhang

SIAM J. Control. Optim., 2010

Stock loan valuation under a regime-switching model with mean-reverting and finite maturity.

David Prager, Qing Zhang

J. Syst. Sci. Complex., 2010

A stochastic approximation algorithm for option pricing model calibration with a switchable market.

Gang George Yin, Jie Yu, Qing Zhang

Int. J. Comput. Math., 2010

Option pricing, model calibration, and prediction with a switchable market: A stochastic approximation algorithm.

Gang George Yin, Jie Yu, Qing Zhang

Proceedings of the 49th IEEE Conference on Decision and Control, 2010

2009

Valuation of Stock Loans with Regime Switching.

Qing Zhang, Xun Yu Zhou

SIAM J. Control. Optim., 2009

Impact of dynamic information on empty container repositioning in a seaport with uncertainties.

Dong-Ping Song, Qing Zhang

Proceedings of the 48th IEEE Conference on Decision and Control, 2009

2008

Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model.

Paul W. Eloe, R. H. Liu, M. Yatsuki, Gang George Yin, Qing Zhang

SIAM J. Appl. Math., 2008

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

Hanqin Zhang, Qing Zhang

Autom., 2008

Stochastic approximation algorithms for trailing stop.

Gang George Yin, Qing Zhang, Chao Zhuang

Proceedings of the 47th IEEE Conference on Decision and Control, 2008

Numerical methods for buying-low-and-selling-high stock policy.

Qingshuo Song, George Yin, Qing Zhang

Proceedings of the American Control Conference, 2008

2007

Two-Time-Scale Approximation for Wonham Filters.

Qing Zhang, Gang George Yin, John B. Moore

IEEE Trans. Inf. Theory, 2007

Balanced realizations of regime-switching linear systems.

Y. J. Liu, Gang George Yin, Qing Zhang, John B. Moore

Math. Control. Signals Syst., 2007

Selling a large stock position: a stochastic control approach with state constraints.

M. Pemy, George Yin, Qing Zhang

Commun. Inf. Syst., 2007

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

J. Bao, A. Belu, Y. Gershon, Y. J. Liu, George Yin, Qing Zhang

Commun. Inf. Syst., 2007

Two-time-scale Wonham filters.

Qing Zhang, Gang George Yin, John B. Moore

Proceedings of the 46th IEEE Conference on Decision and Control, 2007

Using Stochastic Approximation for Parameter Estimation in Option Pricing.

George Yin, Qing Zhang, Chao Zhuang

Proceedings of the American Control Conference, 2007

2006

Two-time-scale Hybrid Filters: Near Optimality.

J. W. Wang, Qing Zhang, Gang George Yin

SIAM J. Control. Optim., 2006

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

Suresh P. Sethi, Qing Zhang

Autom., 2006

Near-optimal Hybrid Filtering in a Two-time-scale Model.

Jianwu Wang, Qing Zhang, George Yin

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

2005

Continuous-time tracking algorithms involving two-time-scale Markov chains.

George Yin, Qing Zhang, John B. Moore, Yuan Jin Liu

IEEE Trans. Signal Process., 2005

Optimal selling rules in a regime switching model.

Xin Guo, Qing Zhang

IEEE Trans. Autom. Control., 2005

A Near-Optimal Selling Rule for a Two-Time-Scale Market Model.

Qing Zhang, Gang George Yin, R. H. Liu

Multiscale Model. Simul., 2005

2004

Closed-Form Solutions for Perpetual American Put Options with Regime Switching.

Qing Zhang, Xin Guo

SIAM J. Appl. Math., 2004

A new approach for pricing American put options.

George Yin, Jianwu Wang, Qing Zhang

Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

2003

Stability of Markov modulated discrete-time dynamic systems.

Gang George Yin, Qing Zhang

Autom., 2003

2002

Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach.

Gang George Yin, R. H. Liu, Qing Zhang

SIAM J. Optim., 2002

Markov chain approximation techniques for a class of nonlinear control problems.

Gang George Yin, Qing Zhang, S. Miao

Neural Parallel Sci. Comput., 2002

Optimal and Hierarchical Controls in Dynamic Stochastic Manufacturing Systems: A Survey.

Suresh P. Sethi, Houmin Yan, Hanqin Zhang, Qing Zhang

Manuf. Serv. Oper. Manag., 2002

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

R. H. Liu, Qing Zhang, Gang George Yin

Autom., 2002

Hybrid stock-investment models and asset allocation.

Qing Zhang, George Yin

Proceedings of the 41st IEEE Conference on Decision and Control, 2002

2001

Optimal control of a marketing-production system.

Qing Zhang, Gang George Yin, El-Kébir Boukas

IEEE Trans. Autom. Control., 2001

2000

Hybrid filtering for linear systems with non-Gaussian disturbances.

Qing Zhang

IEEE Trans. Autom. Control., 2000

Singularly Perturbed Discrete-Time Markov Chains.

Gang George Yin, Qing Zhang

SIAM J. Appl. Math., 2000

1999

On nearly optimal controls of hybrid LQG problems.

Qing Zhang, Gang George Yin

IEEE Trans. Autom. Control., 1999

1998

Asymptotically Optimal Controls of Hybrid LQG. Problems: Summary of Results.

Qing Zhang, Gang George Yin

Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998

1997

Hierarchical production controls in a stochastic two-machine flowshop with a finite internal buffer.

Suresh P. Sethi, Qing Zhang, Xun Yu Zhou

IEEE Trans. Robotics Autom., 1997

1996

Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains.

R. Z. Khashinskii, Gang George Yin, Qing Zhang

SIAM J. Appl. Math., 1996

1995

Hierarchical production and setup scheduling in stochastic manufacturing systems.

Suresh P. Sethi, Qing Zhang

IEEE Trans. Autom. Control., 1995

Robust production and maintenance planning in stochastic manufacturing systems.

El-Kébir Boukas, Qing Zhang, Gang George Yin

IEEE Trans. Autom. Control., 1995

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

Ernst Presman, Suresh P. Sethi, Qing Zhang

Autom., 1995

1994

Multilevel hierarchical open-loop and feedback controls in stochastic marketing-production systems.

Suresh P. Sethi, Qing Zhang

IEEE Trans. Robotics Autom., 1994

1992

Turnpike Sets and Their Analysis in Stochastic Production Planning Problems.

Suresh P. Sethi, Halil Mete Soner, Qing Zhang, H. Jiang

Math. Oper. Res., 1992