The following pages link to Qing Zhang (Q326802):
Displaying 50 items.
- (Q203237) (redirect page) (← links)
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- Continuous-time Markov chains and applications. A two-time-scale approach (Q424648) (← links)
- Optimal trend-following trading rules under a three-state regime switching model (Q450062) (← links)
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
- An optimal trading rule of a mean-reverting asset (Q618955) (← links)
- Optimal decision for selling an illiquid stock (Q658561) (← links)
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- Nearly-optimal asset allocation in hybrid stock investment models. (Q703185) (← links)
- Controlled partially observed diffusions with correlated noise (Q751613) (← links)
- Asymptotically optimal production policies in dynamic stochastic jobshops with limited buffers (Q820026) (← links)
- Computational methods for pricing American put options (Q850830) (← links)
- Selling a large stock position: a stochastic control approach with state constraints (Q937354) (← links)
- Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
- Balanced realizations of regime-switching linear systems (Q998619) (← links)
- A note on a nonlinear semigroup for controlled partially observed diffusions (Q1105561) (← links)
- Discrete-time stochastic adaptive control with small observation noise (Q1188291) (← links)
- Near optimization of dynamic systems by decomposition and aggregation (Q1273157) (← links)
- Structural properties of Markov chains with weak and strong interactions (Q1275960) (← links)
- Optimal filtering of discrete-time hybrid systems (Q1281967) (← links)
- Near optimality of stochastic control in systems with unknown parameter processes (Q1322717) (← links)
- Hierarchical production planning in dynamic stochastic manufacturing systems: Asymptotic optimality and error bounds (Q1323163) (← links)
- Piecewise deterministic Markov process model for flexible manufacturing systems with preventive maintenance (Q1331088) (← links)
- Optimal production planning in a stochastic manufacturing system with long-run average cost (Q1364225) (← links)
- Controlled Markov chains with weak and strong interactions: Asymptotic optimality and applications to manufacturing (Q1367793) (← links)
- Hierarchical production control in a stochastic manufacturing system with long-run average cost (Q1378664) (← links)
- Control of dynamic systems under the influence of singularly perturbed Markov chains (Q1378700) (← links)
- Constrained stochastic estimation algorithms for a class of hybrid stock market models (Q1407240) (← links)
- Stability of Markov modulated discrete-time dynamic systems. (Q1410357) (← links)
- Near-optimal controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains (Q1411391) (← links)
- Occupation measures of singularly perturbed Markov chains with absorbing states (Q1569963) (← links)
- Hierarchical production control in a stochastic \(N\)-machine flowshop with limited buffers (Q1577967) (← links)
- Hierarchical production control in a stochastic \(N\)-machine flowshop with long-run average cost. (Q1589961) (← links)
- Hierarchical production control in dynamic stochastic jobshops with long-run average cost (Q1594870) (← links)
- An optimal strategy for pairs trading under geometric Brownian motions (Q1626514) (← links)
- Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications (Q1680823) (← links)
- Average-cost control of stochastic manufacturing systems. (Q1780008) (← links)
- Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
- A central limit theorem for singularly perturbed nonstationary finite state Markov chains (Q1814756) (← links)
- Exponential bounds for discrete-time singularly perturbed Markov chains (Q1827116) (← links)
- Discrete-time dynamic systems arising from singularly perturbed Markov chains. (Q1875527) (← links)
- Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states. (Q1884830) (← links)
- Optimal feedback production planning in a stochastic \(N\)-machine flowshop (Q1899566) (← links)
- Minimax production planning in failure-prone manufacturing systems (Q1906735) (← links)
- Singularly perturbed Markov chains: Convergence and aggregation (Q1975524) (← links)
- Switching between a pair of stocks: an optimal trading rule (Q2001567) (← links)
- Deep filtering (Q2048491) (← links)
- An optimal pricing policy under a Markov chain model (Q2133640) (← links)
