Qing Zhang

68 papers C 4Journal 49Unranked 13
YearRankTypeTitle / Venue / Authors
2025 J jnl
Classification of Stochastic Systems: Deep Learning and Hypothesis Testing.
IEEE Trans. Autom. Control.
Qing Zhang, Xiaohang Ma, Gang George Yin
2024 C conf
Almost Sure Stabilization of Markovian Switched Linear Systems with Uncontrollable Subsystems.
CoDIT
Shuo Yuan, Le Yi Wang, George Yin, Qing Zhang
2023 J jnl
Deep Filtering With Adaptive Learning Rates.
IEEE Trans. Autom. Control.
Hongjiang Qian, Gang George Yin, Qing Zhang
2022 J jnl
Filtering with degenerate observation noise: A stochastic approximation approach.
Autom.
Hongjiang Qian, Qing Zhang, George Yin
2022 J jnl
The Dynkin game with regime switching and applications to pricing game options.
Ann. Oper. Res.
Siyu Lv, Zhen Wu, Qing Zhang
2021 J jnl
A Deep Filtering Approach for Control of Partially Observed Systems.
IEEE Control. Syst. Lett.
Qing Zhang, George Yin, Le Yi Wang
2021 J jnl
Deep filtering.
Commun. Inf. Syst.
Le Yi Wang, George Yin, Qing Zhang
2020 J jnl
Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses.
Autom.
Ruyi Liu, Zhen Wu, Qing Zhang
2018 J jnl
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions.
J. Optim. Theory Appl.
Jingzhi Tie, Hanqin Zhang, Qing Zhang
2018 J jnl
Optimal switching under a hybrid diffusion model and applications to stock trading.
Autom.
Siyu Lv, Zhen Wu, Qing Zhang
2017 — conf
Near-optimal stopping rules for two-time-scale Markovian systems.
CDC
Qing Zhang, Caojin Zhang, George Yin
2015 — ed.
2015 Proceedings of the Conference on Control and its Applications, Paris, France, July 8-10, 2015
SIAM Conf. on Control and its Applications
Catherine Bonnet, Bozenna Pasik-Duncan, Hitay Özbay, Qing Zhang
2015 J jnl
Mean-variance type controls involving a hidden Markov chain: models and numerical approximation.
IMA J. Math. Control. Inf.
Zhixin Yang, Gang George Yin, Qing Zhang
2015 J jnl
Optimal Switching under a Regime-Switching Model with Two-Time-Scale Markov Chains.
Multiscale Model. Simul.
Ran Tao, Zhen Wu, Qing Zhang
2014 J jnl
An Optimal Trading Rule Under a Switchable Mean-Reversion Model.
J. Optim. Theory Appl.
Duy Nguyen, Jingzhi Tie, Qing Zhang
2014 — conf
Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation.
FDM
Zhixin Yang, Le Yi Wang, Gang George Yin, Qing Zhang, Hongwei Zhang
2013 J jnl
An optimal pairs-trading rule.
Autom.
Qingshuo Song, Qing Zhang
2013 — ed.
Proceedings of the SIAM Conference on Control and its Applications, July 8-10, 2013, San Diego, CA, USA
SIAM Conf. on Control and its Applications
Fariba Fahroo, Wei Kang, Qing Zhang
2013 — conf
Trend-following trading using recursive stochastic optimization algorithms.
CDC
Duy Nguyen, Gang George Yin, Qing Zhang
2013 J jnl
Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals.
SIAM J. Control. Optim.
Qingshuo Song, Gang George Yin, Qing Zhang
2012 — conf
Large deviations for systems driven by two-time-scale nonhomogeneous Markovian chains and applications to optimal control problems.
CDC
Qi He, Gang George Yin, Qing Zhang
2011 J jnl
A trend-following strategy: Conditions for optimality.
Autom.
Hoi Tin Kong, Qing Zhang, Gang George Yin
2011 J jnl
Large Deviations for Two-Time-Scale Systems Driven by Nonhomogeneous Markov Chains and Associated Optimal Control Problems.
SIAM J. Control. Optim.
Qi He, Gang George Yin, Qing Zhang
2011 J jnl
Optimal Decision for Selling an Illiquid Stock.
J. Optim. Theory Appl.
Baojun Bian, Min Dai, Lishang Jiang, Qing Zhang, Yifei Zhong
2011 — conf
Optimality conditions for a trend-following strategy.
CDC/ECC
Hoi Tin Kong, Qing Zhang, Gang George Yin
2010 J jnl
A Fluid Flow Model for Empty Container Repositioning Policy with a Single Port and Stochastic Demand.
SIAM J. Control. Optim.
Dong-Ping Song, Qing Zhang
2010 J jnl
A stochastic approximation algorithm for option pricing model calibration with a switchable market.
Int. J. Comput. Math.
Gang George Yin, Jie Yu, Qing Zhang
2010 — conf
Option pricing, model calibration, and prediction with a switchable market: A stochastic approximation algorithm.
CDC
Gang George Yin, Jie Yu, Qing Zhang
2010 J jnl
Stock loan valuation under a regime-switching model with mean-reverting and finite maturity.
J. Syst. Sci. Complex.
David Prager, Qing Zhang
2009 — conf
Impact of dynamic information on empty container repositioning in a seaport with uncertainties.
CDC
Dong-Ping Song, Qing Zhang
2009 J jnl
Valuation of Stock Loans with Regime Switching.
SIAM J. Control. Optim.
Qing Zhang, Xun Yu Zhou
2008 C conf
Numerical methods for buying-low-and-selling-high stock policy.
ACC
Qingshuo Song, George Yin, Qing Zhang
2008 J jnl
Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model.
SIAM J. Appl. Math.
Paul W. Eloe, R. H. Liu, M. Yatsuki, Gang George Yin, Qing Zhang
2008 — conf
Stochastic approximation algorithms for trailing stop.
CDC
Gang George Yin, Qing Zhang, Chao Zhuang
2008 J jnl
Trading a mean-reverting asset: Buy low and sell high.
Autom.
Hanqin Zhang, Qing Zhang
2007 J jnl
Balanced realizations of regime-switching linear systems.
Math. Control. Signals Syst.
Y. J. Liu, Gang George Yin, Qing Zhang, John B. Moore
2007 J jnl
Selling a large stock position: a stochastic control approach with state constraints.
Commun. Inf. Syst.
M. Pemy, George Yin, Qing Zhang
2007 J jnl
Two-Time-Scale Approximation for Wonham Filters.
IEEE Trans. Inf. Theory
Qing Zhang, Gang George Yin, John B. Moore
2007 — conf
Two-time-scale Wonham filters.
CDC
Qing Zhang, Gang George Yin, John B. Moore
2007 C conf
Using Stochastic Approximation for Parameter Estimation in Option Pricing.
ACC
George Yin, Qing Zhang, Chao Zhuang
2007 J jnl
Using stochastic optimization methods for stock selling decision making and option pricing: numerics and bias and variance dependent convergence rates.
Commun. Inf. Syst.
J. Bao, A. Belu, Y. Gershon, Y. J. Liu, George Yin, Qing Zhang
2006 J jnl
Introduction to the special issue on optimal control applications to management sciences.
Autom.
Suresh P. Sethi, Qing Zhang
2006 — conf
Near-optimal Hybrid Filtering in a Two-time-scale Model.
CDC
Jianwu Wang, Qing Zhang, George Yin
2006 J jnl
Two-time-scale Hybrid Filters: Near Optimality.
SIAM J. Control. Optim.
J. W. Wang, Qing Zhang, Gang George Yin
2005 J jnl
A Near-Optimal Selling Rule for a Two-Time-Scale Market Model.
Multiscale Model. Simul.
Qing Zhang, Gang George Yin, R. H. Liu
2005 J jnl
Continuous-time tracking algorithms involving two-time-scale Markov chains.
IEEE Trans. Signal Process.
George Yin, Qing Zhang, John B. Moore, Yuan Jin Liu
2005 J jnl
Optimal selling rules in a regime switching model.
IEEE Trans. Autom. Control.
Xin Guo, Qing Zhang
2004 — conf
A new approach for pricing American put options.
CDC
George Yin, Jianwu Wang, Qing Zhang
2004 J jnl
Closed-Form Solutions for Perpetual American Put Options with Regime Switching.
SIAM J. Appl. Math.
Qing Zhang, Xin Guo
2003 J jnl
Stability of Markov modulated discrete-time dynamic systems.
Autom.
Gang George Yin, Qing Zhang
2002 C conf
A class of hybrid market models: simulation, identification, and estimation.
ACC
George Yin, Qing Zhang, Hongchuan Yang, Kewen Yin
2002 J jnl
Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.
Autom.
R. H. Liu, Qing Zhang, Gang George Yin
2002 — conf
Hybrid stock-investment models and asset allocation.
CDC
Qing Zhang, George Yin
2002 J jnl
Markov chain approximation techniques for a class of nonlinear control problems.
Neural Parallel Sci. Comput.
Gang George Yin, Qing Zhang, S. Miao
2002 J jnl
Optimal and Hierarchical Controls in Dynamic Stochastic Manufacturing Systems: A Survey.
Manuf. Serv. Oper. Manag.
Suresh P. Sethi, Houmin Yan, Hanqin Zhang, Qing Zhang
2002 J jnl
Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach.
SIAM J. Optim.
Gang George Yin, R. H. Liu, Qing Zhang
2001 J jnl
Optimal control of a marketing-production system.
IEEE Trans. Autom. Control.
Qing Zhang, Gang George Yin, El-Kébir Boukas
2000 J jnl
Hybrid filtering for linear systems with non-Gaussian disturbances.
IEEE Trans. Autom. Control.
Qing Zhang
2000 J jnl
Singularly Perturbed Discrete-Time Markov Chains.
SIAM J. Appl. Math.
Gang George Yin, Qing Zhang
1999 J jnl
On nearly optimal controls of hybrid LQG problems.
IEEE Trans. Autom. Control.
Qing Zhang, Gang George Yin
1998 — conf
Asymptotically Optimal Controls of Hybrid LQG. Problems: Summary of Results.
Control of Distributed Parameter and Stochastic Systems
Qing Zhang, Gang George Yin
1997 J jnl
Hierarchical production controls in a stochastic two-machine flowshop with a finite internal buffer.
IEEE Trans. Robotics Autom.
Suresh P. Sethi, Qing Zhang, Xun Yu Zhou
1996 J jnl
Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains.
SIAM J. Appl. Math.
R. Z. Khashinskii, Gang George Yin, Qing Zhang
1995 J jnl
Hierarchical production and setup scheduling in stochastic manufacturing systems.
IEEE Trans. Autom. Control.
Suresh P. Sethi, Qing Zhang
1995 J jnl
Optimal feedback production planning in a stochastic N-machine flowshop.
Autom.
Ernst Presman, Suresh P. Sethi, Qing Zhang
1995 J jnl
Robust production and maintenance planning in stochastic manufacturing systems.
IEEE Trans. Autom. Control.
El-Kébir Boukas, Qing Zhang, Gang George Yin
1994 J jnl
Multilevel hierarchical open-loop and feedback controls in stochastic marketing-production systems.
IEEE Trans. Robotics Autom.
Suresh P. Sethi, Qing Zhang
1992 J jnl
Turnpike Sets and Their Analysis in Stochastic Production Planning Problems.
Math. Oper. Res.
Suresh P. Sethi, Halil Mete Soner, Qing Zhang, H. Jiang