Turnpike Sets and Their Analysis in Stochastic Production Planning Problems. - Suresh P. Sethi; Halil Mete Soner; Qing Zhang 003; H. Jiang (Math. Oper. Res., 1992)

Multilevel hierarchical open-loop and feedback controls in stochastic marketing-production systems. - Suresh P. Sethi; Qing Zhang 003 (IEEE Trans. Robotics Autom., 1994)

Optimal feedback production planning in a stochastic N-machine flowshop. - Ernst Presman; Suresh P. Sethi; Qing Zhang 003 (Autom., 1995)

Robust production and maintenance planning in stochastic manufacturing systems. - El-Kébir Boukas; Qing Zhang 003; Gang George Yin (IEEE Trans. Autom. Control., 1995)

Hierarchical production and setup scheduling in stochastic manufacturing systems. - Suresh P. Sethi; Qing Zhang 003 (IEEE Trans. Autom. Control., 1995)

Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains. - R. Z. Khashinskii; Gang George Yin; Qing Zhang 003 (SIAM J. Appl. Math., 1996)

Hierarchical production controls in a stochastic two-machine flowshop with a finite internal buffer. - Suresh P. Sethi; Qing Zhang 003; Xun Yu Zhou (IEEE Trans. Robotics Autom., 1997)

Asymptotically Optimal Controls of Hybrid LQG. Problems: Summary of Results. - Qing Zhang 003; Gang George Yin (Control of Distributed Parameter and Stochastic Systems, 1998)

On nearly optimal controls of hybrid LQG problems. - Qing Zhang 003; Gang George Yin (IEEE Trans. Autom. Control., 1999)

Singularly Perturbed Discrete-Time Markov Chains. - Gang George Yin; Qing Zhang 003 (SIAM J. Appl. Math., 2000)

Hybrid filtering for linear systems with non-Gaussian disturbances. - Qing Zhang 003 (IEEE Trans. Autom. Control., 2000)

Optimal control of a marketing-production system. - Qing Zhang 003; Gang George Yin; El-Kébir Boukas (IEEE Trans. Autom. Control., 2001)

A class of hybrid market models: simulation, identification, and estimation. - George Yin 001; Qing Zhang 003; Hongchuan Yang; Kewen Yin (ACC, 2002)

Hybrid stock-investment models and asset allocation. - Qing Zhang 003; George Yin 001 (CDC, 2002)

Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time. - R. H. Liu; Qing Zhang 003; Gang George Yin (Autom., 2002)

Optimal and Hierarchical Controls in Dynamic Stochastic Manufacturing Systems: A Survey. - Suresh P. Sethi; Houmin Yan; Hanqin Zhang; Qing Zhang 003 (Manuf. Serv. Oper. Manag., 2002)

Markov chain approximation techniques for a class of nonlinear control problems. - Gang George Yin; Qing Zhang 003; S. Miao (Neural Parallel Sci. Comput., 2002)

Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach. - Gang George Yin; R. H. Liu; Qing Zhang 003 (SIAM J. Optim., 2002)

Stability of Markov modulated discrete-time dynamic systems. - Gang George Yin; Qing Zhang 003 (Autom., 2003)

A new approach for pricing American put options. - George Yin 001; Jianwu Wang; Qing Zhang 003 (CDC, 2004)

Closed-Form Solutions for Perpetual American Put Options with Regime Switching. - Qing Zhang 003; Xin Guo 001 (SIAM J. Appl. Math., 2004)

A Near-Optimal Selling Rule for a Two-Time-Scale Market Model. - Qing Zhang 003; Gang George Yin; R. H. Liu (Multiscale Model. Simul., 2005)

Optimal selling rules in a regime switching model. - Xin Guo 001; Qing Zhang 003 (IEEE Trans. Autom. Control., 2005)

Continuous-time tracking algorithms involving two-time-scale Markov chains. - George Yin 001; Qing Zhang 003; John B. Moore; Yuan Jin Liu (IEEE Trans. Signal Process., 2005)

Near-optimal Hybrid Filtering in a Two-time-scale Model. - Jianwu Wang; Qing Zhang 003; George Yin 001 (CDC, 2006)

Introduction to the special issue on optimal control applications to management sciences. - Suresh P. Sethi; Qing Zhang 003 (Autom., 2006)

Two-time-scale Hybrid Filters: Near Optimality. - J. W. Wang; Qing Zhang 003; Gang George Yin (SIAM J. Control. Optim., 2006)

Using Stochastic Approximation for Parameter Estimation in Option Pricing. - George Yin 001; Qing Zhang 003; Chao Zhuang (ACC, 2007)

Two-time-scale Wonham filters. - Qing Zhang 003; Gang George Yin; John B. Moore (CDC, 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 001; Qing Zhang 003 (Commun. Inf. Syst., 2007)

Selling a large stock position: a stochastic control approach with state constraints. - M. Pemy; George Yin 001; Qing Zhang 003 (Commun. Inf. Syst., 2007)

Balanced realizations of regime-switching linear systems. - Y. J. Liu; Gang George Yin; Qing Zhang 003; John B. Moore (Math. Control. Signals Syst., 2007)

Two-Time-Scale Approximation for Wonham Filters. - Qing Zhang 003; Gang George Yin; John B. Moore (IEEE Trans. Inf. Theory, 2007)

Numerical methods for buying-low-and-selling-high stock policy. - Qingshuo Song; George Yin 001; Qing Zhang 003 (ACC, 2008)

Stochastic approximation algorithms for trailing stop. - Gang George Yin; Qing Zhang 003; Chao Zhuang (CDC, 2008)

Trading a mean-reverting asset: Buy low and sell high. - Hanqin Zhang; Qing Zhang 003 (Autom., 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 003 (SIAM J. Appl. Math., 2008)

Impact of dynamic information on empty container repositioning in a seaport with uncertainties. - Dong-Ping Song; Qing Zhang 003 (CDC, 2009)

Valuation of Stock Loans with Regime Switching. - Qing Zhang 003; Xun Yu Zhou (SIAM J. Control. Optim., 2009)

Option pricing, model calibration, and prediction with a switchable market: A stochastic approximation algorithm. - Gang George Yin; Jie Yu; Qing Zhang 003 (CDC, 2010)

A stochastic approximation algorithm for option pricing model calibration with a switchable market. - Gang George Yin; Jie Yu; Qing Zhang 003 (Int. J. Comput. Math., 2010)

Stock loan valuation under a regime-switching model with mean-reverting and finite maturity. - David Prager; Qing Zhang 003 (J. Syst. Sci. Complex., 2010)

A Fluid Flow Model for Empty Container Repositioning Policy with a Single Port and Stochastic Demand. - Dong-Ping Song; Qing Zhang 003 (SIAM J. Control. Optim., 2010)

Optimality conditions for a trend-following strategy. - Hoi Tin Kong; Qing Zhang 003; Gang George Yin (CDC/ECC, 2011)

A trend-following strategy: Conditions for optimality. - Hoi Tin Kong; Qing Zhang 003; Gang George Yin (Autom., 2011)

Optimal Decision for Selling an Illiquid Stock. - Baojun Bian; Min Dai; Lishang Jiang; Qing Zhang 003; Yifei Zhong (J. Optim. Theory Appl., 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 003 (SIAM J. Control. Optim., 2011)

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 003 (CDC, 2012)

Trend-following trading using recursive stochastic optimization algorithms. - Duy Nguyen; Gang George Yin; Qing Zhang 003 (CDC, 2013)

An optimal pairs-trading rule. - Qingshuo Song; Qing Zhang 003 (Autom., 2013)

Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals. - Qingshuo Song; Gang George Yin; Qing Zhang 003 (SIAM J. Control. Optim., 2013)

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 002; Le Yi Wang; Gang George Yin; Qing Zhang 003; Hongwei Zhang 001 (FDM, 2014)

An Optimal Trading Rule Under a Switchable Mean-Reversion Model. - Duy Nguyen; Jingzhi Tie; Qing Zhang 003 (J. Optim. Theory Appl., 2014)

Mean-variance type controls involving a hidden Markov chain: models and numerical approximation. - Zhixin Yang 002; Gang George Yin; Qing Zhang 003 (IMA J. Math. Control. Inf., 2015)

Optimal Switching under a Regime-Switching Model with Two-Time-Scale Markov Chains. - Ran Tao; Zhen Wu; Qing Zhang 003 (Multiscale Model. Simul., 2015)

Near-optimal stopping rules for two-time-scale Markovian systems. - Qing Zhang 003; Caojin Zhang; George Yin 001 (CDC, 2017)

Optimal switching under a hybrid diffusion model and applications to stock trading. - Siyu Lv; Zhen Wu; Qing Zhang 003 (Autom., 2018)

An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions. - Jingzhi Tie; Hanqin Zhang; Qing Zhang 003 (J. Optim. Theory Appl., 2018)

Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses. - Ruyi Liu; Zhen Wu; Qing Zhang 003 (Autom., 2020)

Deep filtering. - Le Yi Wang; George Yin 001; Qing Zhang 003 (Commun. Inf. Syst., 2021)

A Deep Filtering Approach for Control of Partially Observed Systems. - Qing Zhang 003; George Yin 001; Le Yi Wang (IEEE Control. Syst. Lett., 2021)

Filtering with degenerate observation noise: A stochastic approximation approach. - Hongjiang Qian; Qing Zhang 003; George Yin 001 (Autom., 2022)

Deep Filtering With Adaptive Learning Rates. - Hongjiang Qian; Gang George Yin; Qing Zhang 003 (IEEE Trans. Autom. Control., 2023)

Almost Sure Stabilization of Markovian Switched Linear Systems with Uncontrollable Subsystems. - Shuo Yuan; Le Yi Wang; George Yin 001; Qing Zhang 003 (CoDIT, 2024)