Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. - Qingshuo Song; Gang George Yin; Z. Zhang (Autom., 2006)

Study of convergence rates of numerical methods for stochastic control problems. - Qingshuo Song; Gang George Yin (CDC, 2007)

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

Convergence of Markov chain approximation on generalized HJB equation and its applications. - Qingshuo Song (Autom., 2008)

Numerical Solutions for Stochastic Differential Games With Regime Switching. - Qingshuo Song; Gang George Yin; Zhimin Zhang 002 (IEEE Trans. Autom. Control., 2008)

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)

Rates of convergence of Markov chain approximation for controlled regime-switching diffusions with stopping times. - Qingshuo Song; Gang George Yin (CDC, 2010)

Consensus over a Random Network Generated by i.i.d. Stochastic Matrices - Qingshuo Song; Guanrong Chen; Daniel W. C. Ho (CoRR, 2010)

Convergence rates of Markov chain approximation methods for controlled diffusions with stopping. - Qingshuo Song; Gang George Yin (J. Syst. Sci. Complex., 2010)

On Optimal Harvesting Problems in Random Environments. - Qingshuo Song; Richard H. Stockbridge; Chao Zhu 001 (SIAM J. Control. Optim., 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)

Saddle points of discrete Markov zero-sum game with stopping. - Xun Li 002; Jie Shen; Qingshuo Song (Autom., 2012)

Optimal Switching with Constraints and Utility Maximization of an Indivisible Market. - Qingshuo Song; Gang George Yin; Chao Zhu 001 (SIAM J. Control. Optim., 2012)

Characterization of stochastic control with optimal stopping in a Sobolev space. - Xiaoshan Chen; Qingshuo Song; Fahuai Yi; Gang George Yin (Autom., 2013)

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

Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing. - Tim Leung; Qingshuo Song; Jie Yang 058 (Finance Stochastics, 2013)

Mean Exit Times and the Multilevel Monte Carlo Method. - Desmond J. Higham; Xuerong Mao; Mikolaj Roj; Qingshuo Song; George Yin 001 (SIAM/ASA J. Uncertain. Quantification, 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)

On singular control problems with state constraints and regime-switching: A viscosity solution approach. - Qingshuo Song; Chao Zhu 001 (Autom., 2016)

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)

Spectral Methods for Substantial Fractional Differential Equations. - Can Huang; Zhimin Zhang 002; Qingshuo Song (J. Sci. Comput., 2018)

Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators. - Erhan Bayraktar; Qingshuo Song (SIAM J. Control. Optim., 2018)

Exit Problems as the Generalized Solutions of Dirichlet Problems. - Yuecai Han; Qingshuo Song; Gu Wang 002 (SIAM J. Control. Optim., 2019)

Solving Elliptic Hamilton-Jacobi-Bellman Equations in a Value Space. - Wenhao Qiu; Qingshuo Song; George Yin 001 (IEEE Control. Syst. Lett., 2021)

Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution. - Jaehyuk Choi 003; Yeda Du; Qingshuo Song (J. Comput. Appl. Math., 2021)

Solving a Class of Mean-Field LQG Problems. - Yun Li; Qingshuo Song; Fuke Wu; George Yin 001 (IEEE Trans. Autom. Control., 2022)

Convergence rate of LQG mean field games with common noise. - Jiamin Jian; Qingshuo Song; Jiaxuan Ye (Math. Methods Oper. Res., 2024)

On modified Euler methods for McKean-Vlasov stochastic differential equations with super-linear coefficients. - Jiamin Jian; Qingshuo Song; Xiaojie Wang; Zhongqiang Zhang; Yuying Zhao (Autom., 2025)