Qingshuo Song

According to our database1, Qingshuo Song authored at least 24 papers between 2006 and 2021.

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

Timeline

Legend:

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PhD thesis 
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Bibliography

2021
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution.
J. Comput. Appl. Math., 2021

Solving Elliptic Hamilton-Jacobi-Bellman Equations in a Value Space.
IEEE Control. Syst. Lett., 2021

2019
Exit Problems as the Generalized Solutions of Dirichlet Problems.
SIAM J. Control. Optim., 2019

2018
Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators.
SIAM J. Control. Optim., 2018

Spectral Methods for Substantial Fractional Differential Equations.
J. Sci. Comput., 2018

2017
Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk.
SIAM J. Financial Math., 2017

2016
On singular control problems with state constraints and regime-switching: A viscosity solution approach.
Autom., 2016

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

Mean Exit Times and the Multilevel Monte Carlo Method.
SIAM/ASA J. Uncertain. Quantification, 2013

Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing.
Finance Stochastics, 2013

An optimal pairs-trading rule.
Autom., 2013

Characterization of stochastic control with optimal stopping in a Sobolev space.
Autom., 2013

2012
Optimal Switching with Constraints and Utility Maximization of an Indivisible Market.
SIAM J. Control. Optim., 2012

Saddle points of discrete Markov zero-sum game with stopping.
Autom., 2012

2011
On the Equivalence and Condition of Different Consensus Over a Random Network Generated by i.i.d. Stochastic Matrices.
IEEE Trans. Autom. Control., 2011

On Optimal Harvesting Problems in Random Environments.
SIAM J. Control. Optim., 2011

2010
Convergence rates of Markov chain approximation methods for controlled diffusions with stopping.
J. Syst. Sci. Complex., 2010

Consensus over a Random Network Generated by i.i.d. Stochastic Matrices
CoRR, 2010

Rates of convergence of Markov chain approximation for controlled regime-switching diffusions with stopping times.
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.
SIAM J. Control. Optim., 2009

2008
Numerical Solutions for Stochastic Differential Games With Regime Switching.
IEEE Trans. Autom. Control., 2008

Convergence of Markov chain approximation on generalized HJB equation and its applications.
Autom., 2008

2007
Study of convergence rates of numerical methods for stochastic control problems.
Proceedings of the 46th IEEE Conference on Decision and Control, 2007

2006
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions.
Autom., 2006


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