Qingshuo Song

Publication Activity (10 Years)

Years Active: 2006-2024
Publications (10 Years): 9

Top Topics

Differential Operators

Mixture Distributions

Top Venues

SIAM J. Control. Optim.

IEEE Control. Syst. Lett.

J. Comput. Appl. Math.

SIAM J. Financial Math.

Publications

Jiamin Jian, Qingshuo Song, Jiaxuan Ye
Convergence rate of LQG mean field games with common noise. Math. Methods Oper. Res. 99 (3) (2024)
Yun Li, Qingshuo Song, Fuke Wu, George Yin
Solving a Class of Mean-Field LQG Problems. IEEE Trans. Autom. Control. 67 (3) (2022)
Wenhao Qiu, Qingshuo Song, George Yin
Solving Elliptic Hamilton-Jacobi-Bellman Equations in a Value Space. IEEE Control. Syst. Lett. 5 (1) (2021)
Jaehyuk Choi, Yeda Du, Qingshuo Song
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution. J. Comput. Appl. Math. 388 (2021)
Yuecai Han, Qingshuo Song, Gu Wang
Exit Problems as the Generalized Solutions of Dirichlet Problems. SIAM J. Control. Optim. 57 (4) (2019)
Can Huang, Zhimin Zhang, Qingshuo Song
Spectral Methods for Substantial Fractional Differential Equations. J. Sci. Comput. 74 (3) (2018)
Erhan Bayraktar, Qingshuo Song
Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators. SIAM J. Control. Optim. 56 (1) (2018)
Yao Tung Huang, Qingshuo Song, Harry Zheng
Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk. SIAM J. Financial Math. 8 (1) (2017)
Qingshuo Song, Chao Zhu
On singular control problems with state constraints and regime-switching: A viscosity solution approach. Autom. 70 (2016)
Qingshuo Song, Gang George Yin, Qing Zhang
Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals. SIAM J. Control. Optim. 51 (5) (2013)
Xiaoshan Chen, Qingshuo Song, Fahuai Yi, Gang George Yin
Characterization of stochastic control with optimal stopping in a Sobolev space. Autom. 49 (6) (2013)
Qingshuo Song, Qing Zhang
An optimal pairs-trading rule. Autom. 49 (10) (2013)
Desmond J. Higham, Xuerong Mao, Mikolaj Roj, Qingshuo Song, George Yin
Mean Exit Times and the Multilevel Monte Carlo Method. SIAM/ASA J. Uncertain. Quantification 1 (1) (2013)
Tim Leung, Qingshuo Song, Jie Yang
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing. Finance Stochastics 17 (4) (2013)
Xun Li, Jie Shen, Qingshuo Song
Saddle points of discrete Markov zero-sum game with stopping. Autom. 48 (8) (2012)
Qingshuo Song, Gang George Yin, Chao Zhu
Optimal Switching with Constraints and Utility Maximization of an Indivisible Market. SIAM J. Control. Optim. 50 (2) (2012)
Qingshuo Song, Guanrong Chen, Daniel W. C. Ho
On the Equivalence and Condition of Different Consensus Over a Random Network Generated by i.i.d. Stochastic Matrices. IEEE Trans. Autom. Control. 56 (5) (2011)
Qingshuo Song, Richard H. Stockbridge, Chao Zhu
On Optimal Harvesting Problems in Random Environments. SIAM J. Control. Optim. 49 (2) (2011)
Qingshuo Song, Gang George Yin
Convergence rates of Markov chain approximation methods for controlled diffusions with stopping. J. Syst. Sci. Complex. 23 (3) (2010)
Qingshuo Song, Gang George Yin
Rates of convergence of Markov chain approximation for controlled regime-switching diffusions with stopping times. CDC (2010)
Qingshuo Song, Guanrong Chen, Daniel W. C. Ho
Consensus over a Random Network Generated by i.i.d. Stochastic Matrices CoRR (2010)
Qingshuo Song, Gang George Yin
Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs. SIAM J. Control. Optim. 48 (3) (2009)
Qingshuo Song
Convergence of Markov chain approximation on generalized HJB equation and its applications. Autom. 44 (3) (2008)
Qingshuo Song, George Yin, Qing Zhang
Numerical methods for buying-low-and-selling-high stock policy. ACC (2008)
Qingshuo Song, Gang George Yin, Zhimin Zhang
Numerical Solutions for Stochastic Differential Games With Regime Switching. IEEE Trans. Autom. Control. 53 (2) (2008)
Qingshuo Song, Gang George Yin
Study of convergence rates of numerical methods for stochastic control problems. CDC (2007)
Qingshuo Song, Gang George Yin, Z. Zhang
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. Autom. 42 (7) (2006)