Zhang Q.

Q. Zhang

Information about the author Q. Zhang will soon be added to the site.
Found 18 papers in total
Option pricing in a regime-switching model using the fast Fourier transform
Option pricing in a regime-switching model using the fast Fourier transform
2006
This paper is concerned with fast Fourier transform (FFT) approach to option...
Stochastic optimization algorithms for pricing American put options under regime-switching models
Stochastic optimization algorithms for pricing American put options under regime-switching models
2006
This work provides a Markov-modulated stochastic approximation based approach for...
Nearly-optimal asset allocation in hybrid stock investment models
Nearly-optimal asset allocation in hybrid stock investment models
2004
This work develops a class of stock-investment models that are hybrid in nature and...
Near optimization of stochastic dynamic systems by decomposition and aggregation
Near optimization of stochastic dynamic systems by decomposition and aggregation
2001
The paper is concerned with the reduction of a class of stochastic optimal control...
Stock trading: An optimal selling rule
Stock trading: An optimal selling rule
2001
Trading in stock markets consists of three major steps: select a stock, purchase a...
Perfect duality in semi-infinite and semidefinite programming
Perfect duality in semi-infinite and semidefinite programming
2001
This paper develops new relationships between the recently constructed semidefinite...
Stock trading: An optimal selling rule
Stock trading: An optimal selling rule
2001
Trading in stock markets consists of three major steps: select a stock, purchase a...
Optimal and hierarchical controls in dynamic stochastic manufacturing systems: A survey
Optimal and hierarchical controls in dynamic stochastic manufacturing systems: A survey
2002
Most manufacturing systems are large and complex and operate in an uncertain...
Hierarchical production control in dynamic stochastic jobshops with long-run average cost
Hierarchical production control in dynamic stochastic jobshops with long-run average cost
2000
We consider a production planning problem for a dynamic jobshop producing a number of...
Risk-sensitive production planning of a stochastic manufacturing system
Risk-sensitive production planning of a stochastic manufacturing system
1998
This paper is concerned with long-run average risk-sensitive control of production...
Hierarchical controls in stochastic manufacturing systems with convex costs
Hierarchical controls in stochastic manufacturing systems with convex costs
1994
This paper presents an extension of earlier research on hierarchical control of...
Optimal feedback production planning in a stochastic two-machine flowshop
Optimal feedback production planning in a stochastic two-machine flowshop
1994
In this paper, the authors consider a production planning problem in a two-machine...
Optimal feedback production planning in a stochastic N-machine flowshop
Optimal feedback production planning in a stochastic N-machine flowshop
1995
The authors consider a production planning problem in an N -machine flowshop subject...
Hierarchical capacity expansion and production planning decisions in stochastic manufacturing systems
Hierarchical capacity expansion and production planning decisions in stochastic manufacturing systems
1995
The authors present an approach of hierarchical decision making in production planning...
Hierarchical decomposition of production and capacity investment decisions in stochastic manufacturing systems
Hierarchical decomposition of production and capacity investment decisions in stochastic manufacturing systems
1994
This paper is concerned with hierarchical decisions regarding production and...
Multilevel hierarchical decision making in stochastic marketing-production systems
Multilevel hierarchical decision making in stochastic marketing-production systems
1995
This paper presents an asymptotic analysis of hierarchical marketing-production...
Feedback production planning in a stochastic two-machine flowshop: Asymptotic analysis and computational results
Feedback production planning in a stochastic two-machine flowshop: Asymptotic analysis and computational results
1993
This paper presents an asymptotic analysis of hierarchical production planning in a...
Turnpike sets and their analysis in stochastic production planning problems
Turnpike sets and their analysis in stochastic production planning problems
1992
This paper considers optimal infinite horizon stochastic production planning problems...
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