Qingshuo Song

29 papers C 1Journal 26Unranked 2
YearRankTypeTitle / 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