Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions QS Song, G Yin, Z Zhang Automatica 42 (7), 1147-1157, 2006 | 65 | 2006 |
An optimal pairs-trading rule Q Song, Q Zhang Automatica 49 (10), 3007-3014, 2013 | 61 | 2013 |
On optimal harvesting problems in random environments Q Song, RH Stockbridge, C Zhu SIAM journal on control and optimization 49 (2), 859-889, 2011 | 61 | 2011 |
Mean Exit Times and the Multi-level Monte Carlo Method DJ HIGHAM, X MAO, M ROJ, Q SONG, G YIN Technical report 5, Department of Mathematics and Statistics, Unversity of …, 2011 | 55 | 2011 |
Stability of random-switching systems of differential equations C Zhu, G Yin, Q Song Quarterly of applied mathematics 67 (2), 201-220, 2009 | 44 | 2009 |
Numerical solutions for stochastic differential games with regime switching Q Song, GG Yin, Z Zhang Automatic Control, IEEE Transactions on 53 (2), 509-521, 2008 | 43 | 2008 |
Convergence of Markov chain approximation on generalized HJB equation and its applications QS Song Automatica 44 (3), 761-766, 2008 | 40 | 2008 |
Numerical solutions for jump-diffusions with regime switching G Yin, QS Song¶, Z Zhang § Stochastics An International Journal of Probability and Stochastic Processes …, 2005 | 35 | 2005 |
Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables Y Li, X Mao, Q Song, F Wu, G Yin IMA Journal of Numerical Analysis 43 (2), 1001-1035, 2023 | 34 | 2023 |
Stochastic optimization methods for buying-low-and-selling-high strategies QS Song, G Yin, Q Zhang Stochastic Analysis and Applications 27 (3), 523-542, 2009 | 33 | 2009 |
Spectral methods for substantial fractional differential equations C Huang, Z Zhang, Q Song Journal of Scientific Computing 74, 1554-1574, 2018 | 21 | 2018 |
On singular control problems with state constraints and regime-switching: A viscosity solution approach Q Song, C Zhu Automatica 70, 66-73, 2016 | 21 | 2016 |
Outperforming the market portfolio with a given probability E Bayraktar, YJ Huang, Q Song | 21 | 2012 |
On the continuity of stochastic exit time control problems E Bayraktar, Q Song, J Yang Stochastic Analysis and Applications 29 (1), 48-60, 2011 | 21 | 2011 |
Weak convergence methods for approximation of the evaluation of path-dependent functionals Q Song, G Yin, Q Zhang SIAM Journal on Control and Optimization 51 (5), 4189-4210, 2013 | 18 | 2013 |
Optimal Portfolio Selection under Concave Price Impact J Ma, Q Song, J Xu, J Zhang arXiv preprint arXiv:1204.4852, 2012 | 18* | 2012 |
Rates of convergence of numerical methods for controlled regime-switching diffusions with stopping times in the costs QS Song, G Yin SIAM journal on control and optimization 48 (3), 1831-1857, 2009 | 18 | 2009 |
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations J Bao, Q Song, G Yin, C Yuan Stochastic Analysis and Applications 35 (6), 1030-1046, 2017 | 14 | 2017 |
Optimal Switching with Constraints and Utility Maximization of an Indivisible Market Q Song, GG Yin, C Zhu SIAM Journal on Control and Optimization 50 (2), 629-651, 2012 | 12 | 2012 |
On the Equivalence and Condition of Different Consensus Over a Random Network Generated by iid Stochastic Matrices Q Song, G Chen, DWC Ho Automatic Control, IEEE Transactions on 56 (5), 1203-1207, 2011 | 11 | 2011 |