Qingshuo Song - RankMe

29 papers C 1Journal 26Unranked 2

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	On modified Euler methods for McKean-Vlasov stochastic differential equations with super-linear coefficients. Autom. Jiamin Jian, Qingshuo Song, Xiaojie Wang, Zhongqiang Zhang, Yuying Zhao
2025	J	`jnl`	On modified Euler methods for McKean-Vlasov stochastic differential equations with super-linear coefficients. CoRR Jiamin Jian, Qingshuo Song, Xiaojie Wang, Zhongqiang Zhang, Yuying Zhao
2024	J	`jnl`	Convergence rate of LQG mean field games with common noise. Math. Methods Oper. Res. Jiamin Jian, Qingshuo Song, Jiaxuan Ye
2022	J	`jnl`	Solving a Class of Mean-Field LQG Problems. IEEE Trans. Autom. Control. Yun Li, Qingshuo Song, Fuke Wu, George Yin
2021	J	`jnl`	Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution. J. Comput. Appl. Math. Jaehyuk Choi, Yeda Du, Qingshuo Song
2021	J	`jnl`	Solving Elliptic Hamilton-Jacobi-Bellman Equations in a Value Space. IEEE Control. Syst. Lett. Wenhao Qiu, Qingshuo Song, George Yin
2019	J	`jnl`	Exit Problems as the Generalized Solutions of Dirichlet Problems. SIAM J. Control. Optim. Yuecai Han, Qingshuo Song, Gu Wang
2018	J	`jnl`	Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators. SIAM J. Control. Optim. Erhan Bayraktar, Qingshuo Song
2018	J	`jnl`	Spectral Methods for Substantial Fractional Differential Equations. J. Sci. Comput. Can Huang, Zhimin Zhang, Qingshuo Song
2017	J	`jnl`	Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk. SIAM J. Financial Math. Yao Tung Huang, Qingshuo Song, Harry Zheng
2016	J	`jnl`	On singular control problems with state constraints and regime-switching: A viscosity solution approach. Autom. Qingshuo Song, Chao Zhu
2013	J	`jnl`	An optimal pairs-trading rule. Autom. Qingshuo Song, Qing Zhang
2013	J	`jnl`	Characterization of stochastic control with optimal stopping in a Sobolev space. Autom. Xiaoshan Chen, Qingshuo Song, Fahuai Yi, Gang George Yin
2013	J	`jnl`	Mean Exit Times and the Multilevel Monte Carlo Method. SIAM/ASA J. Uncertain. Quantification Desmond J. Higham, Xuerong Mao, Mikolaj Roj, Qingshuo Song, George Yin
2013	J	`jnl`	Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing. Finance Stochastics Tim Leung, Qingshuo Song, Jie Yang
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	J	`jnl`	Optimal Switching with Constraints and Utility Maximization of an Indivisible Market. SIAM J. Control. Optim. Qingshuo Song, Gang George Yin, Chao Zhu
2012	J	`jnl`	Saddle points of discrete Markov zero-sum game with stopping. Autom. Xun Li, Jie Shen, Qingshuo Song
2011	J	`jnl`	On Optimal Harvesting Problems in Random Environments. SIAM J. Control. Optim. Qingshuo Song, Richard H. Stockbridge, Chao Zhu
2011	J	`jnl`	On the Equivalence and Condition of Different Consensus Over a Random Network Generated by i.i.d. Stochastic Matrices. IEEE Trans. Autom. Control. Qingshuo Song, Guanrong Chen, Daniel W. C. Ho
2010	J	`jnl`	Consensus over a Random Network Generated by i.i.d. Stochastic Matrices CoRR Qingshuo Song, Guanrong Chen, Daniel W. C. Ho
2010	J	`jnl`	Convergence rates of Markov chain approximation methods for controlled diffusions with stopping. J. Syst. Sci. Complex. Qingshuo Song, Gang George Yin
2010	—	`conf`	Rates of convergence of Markov chain approximation for controlled regime-switching diffusions with stopping times. CDC Qingshuo Song, Gang George Yin
2009	J	`jnl`	Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs. SIAM J. Control. Optim. Qingshuo Song, Gang George Yin
2008	J	`jnl`	Convergence of Markov chain approximation on generalized HJB equation and its applications. Autom. Qingshuo Song
2008	J	`jnl`	Numerical Solutions for Stochastic Differential Games With Regime Switching. IEEE Trans. Autom. Control. Qingshuo Song, Gang George Yin, Zhimin Zhang
2008	C	`conf`	Numerical methods for buying-low-and-selling-high stock policy. ACC Qingshuo Song, George Yin, Qing Zhang
2007	—	`conf`	Study of convergence rates of numerical methods for stochastic control problems. CDC Qingshuo Song, Gang George Yin
2006	J	`jnl`	Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. Autom. Qingshuo Song, Gang George Yin, Z. Zhang