Qing Zhang - RankMe

68 papers C 4Journal 49Unranked 13

Year	Rank	Type	Title / 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