Qingshuo Song

According to our database, Qingshuo Song authored at least 26 papers between 2006 and 2022.

Collaborative distances:

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

2022

Solving a Class of Mean-Field LQG Problems.

Yun Li, Qingshuo Song, Fuke Wu, George Yin

IEEE Trans. Autom. Control., 2022

2021

Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution.

Jaehyuk Choi, Yeda Du, Qingshuo Song

J. Comput. Appl. Math., 2021

Solving Elliptic Hamilton-Jacobi-Bellman Equations in a Value Space.

Wenhao Qiu, Qingshuo Song, George Yin

IEEE Control. Syst. Lett., 2021

2019

Exit Problems as the Generalized Solutions of Dirichlet Problems.

Yuecai Han, Qingshuo Song, Gu Wang

SIAM J. Control. Optim., 2019

2018

Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators.

Erhan Bayraktar, Qingshuo Song

SIAM J. Control. Optim., 2018

Spectral Methods for Substantial Fractional Differential Equations.

Can Huang, Zhimin Zhang, Qingshuo Song

J. Sci. Comput., 2018

2017

Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk.

Yao Tung Huang, Qingshuo Song, Harry Zheng

SIAM J. Financial Math., 2017

2016

On singular control problems with state constraints and regime-switching: A viscosity solution approach.

Qingshuo Song, Chao Zhu

Autom., 2016

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

Mean Exit Times and the Multilevel Monte Carlo Method.

Desmond J. Higham, Xuerong Mao, Mikolaj Roj, Qingshuo Song, George Yin

SIAM/ASA J. Uncertain. Quantification, 2013

Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing.

Tim Leung, Qingshuo Song, Jie Yang

Finance Stochastics, 2013

An optimal pairs-trading rule.

Qingshuo Song, Qing Zhang

Autom., 2013

Characterization of stochastic control with optimal stopping in a Sobolev space.

Xiaoshan Chen, Qingshuo Song, Fahuai Yi, Gang George Yin

Autom., 2013

2012

Optimal Switching with Constraints and Utility Maximization of an Indivisible Market.

Qingshuo Song, Gang George Yin, Chao Zhu

SIAM J. Control. Optim., 2012

Saddle points of discrete Markov zero-sum game with stopping.

Xun Li, Jie Shen, Qingshuo Song

Autom., 2012

2011

On the Equivalence and Condition of Different Consensus Over a Random Network Generated by i.i.d. Stochastic Matrices.

Qingshuo Song, Guanrong Chen, Daniel W. C. Ho

IEEE Trans. Autom. Control., 2011

On Optimal Harvesting Problems in Random Environments.

Qingshuo Song, Richard H. Stockbridge, Chao Zhu

SIAM J. Control. Optim., 2011

2010

Convergence rates of Markov chain approximation methods for controlled diffusions with stopping.

Qingshuo Song, Gang George Yin

J. Syst. Sci. Complex., 2010

Consensus over a Random Network Generated by i.i.d. Stochastic Matrices

Qingshuo Song, Guanrong Chen, Daniel W. C. Ho

CoRR, 2010

Rates of convergence of Markov chain approximation for controlled regime-switching diffusions with stopping times.

Qingshuo Song, Gang George Yin

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

2009

Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs.

Qingshuo Song, Gang George Yin

SIAM J. Control. Optim., 2009

2008

Numerical Solutions for Stochastic Differential Games With Regime Switching.

Qingshuo Song, Gang George Yin, Zhimin Zhang

IEEE Trans. Autom. Control., 2008

Convergence of Markov chain approximation on generalized HJB equation and its applications.

Qingshuo Song

Autom., 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

Study of convergence rates of numerical methods for stochastic control problems.

Qingshuo Song, Gang George Yin

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

2006

Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions.

Qingshuo Song, Gang George Yin, Z. Zhang

Autom., 2006