Personal profile
Author IDs
ORCID iD: 0000-0002-9289-7462
Scopus Author ID: 13609322000
Impact
Qualifications (Brief)
PhD – Wayne State University, USA
Biography
Dr. Qingshuo Song's research interests include stochastic control theory, and its applications in mathematical finance and engineering. Dr. Qingshuo Song received his BSc from Nankai University, MA and PhD from Wayne State University. Prior to joining City University of Hong Kong, Dr. Qingshuo Song had been working with University of Michigan and University of Southern California.
Research Interests/Areas
- Stochastic Control
- Mathematical Finance
- Numerical Analysis
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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SDG 15 Life on Land
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Collaborations from the last five years
Research output
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On the Graphon Mean Field Game equations: Individual agent affine dynamics and mean field dependent performance functions
CAINES, P. E., HO, D., HUANG, M., JIAN, J. & SONG, Q., 2022, In: ESAIM: Control, Optimisation and Calculus of Variations. 28, 24.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Open AccessFile9 Link opens in a new tab Citations (Scopus)100 Downloads (CityUHK Scholars) -
Pricing double volatility barriers option under stochastic volatility
Han, Y., Liu, C. & Song, Q., 2021, In: Stochastics. 93, 4, p. 625–645Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
2 Link opens in a new tab Citations (Scopus) -
The density evolution of the killed McKean–Vlasov process
Caines, P. E., Ho, D. & Song, Q., 2020, In: Stochastics. 92, 4, p. 642-657Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
2 Link opens in a new tab Citations (Scopus) -
EXIT PROBLEMS AS THE GENERALIZED SOLUTIONS OF DIRICHLET PROBLEMS
HAN, Y., SONG, Q. & WANG, G., 2019, In: SIAM Journal on Control and Optimization. 57, 4, p. 2392-2414Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
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Solvability of the nonlinear dirichlet problem with integro-differential operators
Bayraktar, E. & Song, Q., 2018, In: SIAM Journal on Control and Optimization. 56, 1, p. 292-315Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Open AccessFile3 Link opens in a new tab Citations (Scopus)23 Downloads (CityUHK Scholars)
Projects
- 4 Finished
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GRF: Asymptotic Consensus with Coalitions on Hybrid Mean Field Game and Its Financial Applications
HO, W. C. D. (Principal Investigator / Project Coordinator), CAINES, P. E. (Co-Investigator) & SONG, Q. (Co-Investigator)
1/07/18 → 3/11/21
Project: Research
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ECS: Markov Chain Approximation of Path Dependent Hybrid Control System
SONG, Q. (Principal Investigator / Project Coordinator)
1/12/13 → 28/05/18
Project: Research
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SRG: Stochastic Control and Its Applications on Optimal Harvesting Problems
SONG, Q. (Principal Investigator / Project Coordinator) & Zhu, C. (Co-Investigator)
1/05/11 → 26/11/13
Project: Research
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GRF: Hybrid Impulse Control Problem and Related System of Quasi-variational Inequalities
SONG, Q. (Principal Investigator / Project Coordinator)
1/10/10 → 8/12/14
Project: Research