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Song, Qingshuo - Department of Mathematics, University of Southern California
Submitted to Dynamics of Continuous, Discrete and Impulsive Systems
Existence of Saddle Points in Discrete Markov Games and Its Application in Numerical Methods for Stochastic Differential Games
Stochastic Optimization Methods for Buying-low-and-selling-high Strategies
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 53, NO. 2, MARCH 2008 509 Numerical Solutions for Stochastic Differential
The wellposedness of the system of variational
Numerical Methods for Controlled Regime-switching Diffusions and Regime-switching Jump Diffusions
Stability of Random-Switching Systems of Differential November 6, 2008
This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research
This article was published in an Elsevier journal. The attached copy is furnished to the author for non-commercial research and
INTERNATIONAL JOURNAL OF c 2007 Institute for Scientific NUMERICAL ANALYSIS AND MODELING Computing and Information
Copyright by SIAM. Unauthorized reproduction of this article is prohibited. SIAM J. CONTROL OPTIM. c 2009 Society for Industrial and Applied Mathematics
Numerical solutions for jump-diffusions with regime switching G. YIN*, Q. S. SONG{ and Z. ZHANG