According to our database1, Qingshuo Song authored at least 24 papers between 2006 and 2021.
Legend:Book In proceedings Article PhD thesis Other
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution.
J. Comput. Appl. Math., 2021
IEEE Control. Syst. Lett., 2021
SIAM J. Control. Optim., 2019
SIAM J. Control. Optim., 2018
J. Sci. Comput., 2018
Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk.
SIAM J. Financial Math., 2017
On singular control problems with state constraints and regime-switching: A viscosity solution approach.
Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals.
SIAM J. Control. Optim., 2013
SIAM/ASA J. Uncertain. Quantification, 2013
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing.
Finance Stochastics, 2013
Optimal Switching with Constraints and Utility Maximization of an Indivisible Market.
SIAM J. Control. Optim., 2012
On the Equivalence and Condition of Different Consensus Over a Random Network Generated by i.i.d. Stochastic Matrices.
IEEE Trans. Autom. Control., 2011
Convergence rates of Markov chain approximation methods for controlled diffusions with stopping.
J. Syst. Sci. Complex., 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
Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs.
SIAM J. Control. Optim., 2009
IEEE Trans. Autom. Control., 2008
Convergence of Markov chain approximation on generalized HJB equation and its applications.
Proceedings of the 46th IEEE Conference on Decision and Control, 2007
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions.