Qing Zhang

University of Georgia - Department of Mathematics

Athens, GA 30602

United States

http://www.math.uga.edu/~qingz/

SCHOLARLY PAPERS

32

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Scholarly Papers (32)

1.

Optimal Trend Following Trading Rules

Number of pages: 25 Posted: 20 Jul 2011
Min Dai, Qing Zhang and Qiji Jim Zhu
National University of Singapore (NUS) - Department of Mathematics, University of Georgia - Department of Mathematics and Western Michigan University
Downloads 1,752 (2,669)
Citation 1

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trend following trading rule, bull-bear switching model, partial information, HJB equations

2.

Optimal Trend Following Trading Rules

Number of pages: 20 Posted: 27 Jun 2010 Last Revised: 12 Jun 2015
Min Dai, Zhou Yang, Qing Zhang and Qiji Jim Zhu
National University of Singapore (NUS) - Department of Mathematics, South China Normal University - Department of Math, University of Georgia - Department of Mathematics and Western Michigan University
Downloads 944 (13,240)
Citation 1

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3.

Optimality of Zero-Inventory Policies for an Unreliable Manufacturing System Producing Two Part Types

Dynamics of Continuous Discrete and Impulsive Systems: Series A - Mathematical Analysis, Vol. 4, No. 4, pp. 485-496, 1998
Number of pages: 15 Posted: 18 Apr 2008
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 118 (189,566)
Citation 6

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Dynamic programming, manufacturing systems, long-run average cost minimization, zero-inventory policy, just-in-time policy

4.

Minimum Average Cost Production Planning in Stochastic Manufacturing Systems

Mathematical Models and Methods in Applied Sciences, Vol. 8, No. 7, pp. 1251-1276, November 1998
Number of pages: 25 Posted: 18 Apr 2008 Last Revised: 30 Apr 2014
Suresh Sethi, Hanqin Zhang and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 103 (213,700)
Citation 2

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Dynamic programming, manufacturing systems, long-run average cost minimization, unreliable machines, production planning

5.

Capacity and Production Decisions in Stochastic Manufacturing Systems: An Asymptotic Optimal Hierarchical Approach

Production and Operations Management, Vol. 1, No. 4, pp. 367-392, Fall 1992
Number of pages: 26 Posted: 12 Feb 2008
University of Missouri at Columbia - Department of Mathematics (Deceased), University of Georgia - Department of Mathematics and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 84 (236,607)
Citation 1

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Hierarchical Decision Making, Capacity Expansion, Production Planning, Dynamic Progrramming, Markov Processes, Near-Optimal Decisions

6.

Optimal and Hierarchical Controls in Dynamic Stochastic Manufacturing Systems: A Survey

Manufacturing & Service Operations Management, Vol. 4, No. 2, pp. 133-170, Spring 2002, ITORMS (Interactive Transactions of OR/MS), Vol. 3, No. 2, 2000
Number of pages: 72 Posted: 05 Nov 2008
University of Texas at Dallas - Naveen Jindal School of Management, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 61 (289,363)
Citation 2

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manufacturing, hierarchical systems, dynamic programming, dynamic jobshops, optimal control, stochastic optimal control, operations and marketing, hierarchical decomposition, asymptotic optimality, averaging principle, multi time scale systems

7.

Hierarchical Production Planning in a Stochastic Manufacturing System with Long-Run Average Cost: Asymptotic Optimality and Error Bounds

Number of pages: 32 Posted: 25 Apr 2008
Suresh Sethi, Hanqin Zhang and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 56 (291,636)
Citation 2

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Stochastic manufacturing system, hierarchical control, dynamic programming, viscosity solution, convergence rate, error bound, ergodic problem, long-run average cost

8.

Optimal Production Planning in a Stochastic N-machine Flowshop with Long-Run Average Cost

Mathematics and Its Applications to Industry, pp. 121-140, 2000
Number of pages: 24 Posted: 25 Apr 2008
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 54 (308,796)
Citation 3

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Production Planning, Optimal Control, Stochastic Manufacturing System, Long-Run Average Cost, Dynamic Programming, Ergodic Problem, Feedback Controls, Flowshop

9.

Hierarchical Production Control in a Stochastic Manufacturing System with Long-Run Average Cost

Journal of Mathematical Analysis and Applications, Vol. 214, No. 1, pp. 151-172, 1997
Number of pages: 25 Posted: 09 Apr 2008 Last Revised: 18 Jan 2009
Suresh Sethi, Hanqin Zhang and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 31 (390,603)
Citation 6

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Production Planning, Hierarchical Controls, Stochastic Manufacturing System, Long-Run Average Cost, Dynamic Programming, Ergodic Problem, Asymptotic Optimality, Open-Loop Controls, Feedback Controls

10.

Stock Liquidation via Stochastic Approximation Using NASDAQ Daily and Intra-Day Data

Mathematical Finance, Vol. 16, No. 1, pp. 217-236, January 2006
Number of pages: 20 Posted: 21 Jun 2006
G. Yin, Qing Zhang, F. Liu, R. H. Liu and Y. Cheng
Wayne State University - Department of Mathematics, University of Georgia - Department of Mathematics, Wayne State University - Department of Mathematics, University of Dayton - Department of Mathematics and Wayne State University - Department of Mathematics
Downloads 31 (398,536)
Citation 1
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11.

Hierarchical Production Controls in a Stochastic Two-Machine Flowshop with a Finite Internal Buffer

IEEE Transactions on Robotics and Automation, Vol. 13, No. 1, pp. 1-13, February 1997
Number of pages: 26 Posted: 16 Jan 2009
Suresh Sethi, Qing Zhang and Xun Yu Zhou
University of Texas at Dallas - Naveen Jindal School of Management, University of Georgia - Department of Mathematics and University of Toronto
Downloads 30 (382,979)
Citation 3

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Production Planning, Hierarchical Controls, Stochastic Manufacturing System, Dynamic Programming, Asymptotic Optimality, Open-Loop Controls, Feedback Controls, Error Bounds, Discrete event systems, stochastic optimal control.

12.

Near Optimization of Dynamic Systems by Decomposition and Aggregation

Journal of Optimization Theory and Applications, Vol. 99, No. 1, pp. 1-22, October 1998
Number of pages: 40 Posted: 18 Apr 2008 Last Revised: 18 Jan 2009
Suresh Sethi and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics
Downloads 29 (390,603)

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Optimal control, dynamic systems, decomposition, aggregation, near optimization

13.

Analysis of Average Cost Optimality for an Unreliable Two-Machine Flowshop

Proceedings of the Fourth International Conference on Optimization Techniques and Applications, pp. 94-112, 1998
Number of pages: 29 Posted: 18 Apr 2008
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 28 (398,536)
Citation 2

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Production planning, Dynamic programming, state constraints, feedback controls, optimal control theory, long-run average cost

14.

Hierarchical Production Control in a Stochastic N-Machine Flowshop with Limited Buffers

Journal of Mathematical Analysis and Applications, No. 246, pp. 28-57, 2000
Number of pages: 32 Posted: 09 Apr 2008 Last Revised: 26 Apr 2008
Suresh Sethi, Hanqin Zhang and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 24 (411,279)
Citation 2

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hierarchical control, manufacturing systems, stochastic dynamic programming, optimal control, discounted cost

15.

Feedback Control in Flowshops

UNSOLVED PROBLEMS IN MATHEMATICAL SYSTEMS & CONTROL THEORY, V. D. Blondel and A. Megretski, eds., pp. 140-143, Princeton University Press, Princeton NJ, 2004
Number of pages: 4 Posted: 24 Feb 2009
Suresh Sethi and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics
Downloads 21 (411,279)

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Stochastic manufacturing systems, hierarchical decision making, feedback control, flowshos

16.

On Optimality of Stochastic N-Machine Flowshop with Long-Run Average Cost

STOCHASTIC THEORY AND CONTROL: LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, B. Pasik-Duncan, ed., Vol. 280, pp. 399-417, Springer-Verlag, Berlin, 2002
Number of pages: 17 Posted: 29 May 2008 Last Revised: 30 Mar 2014
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 21 (425,254)

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Production Planning, Optimal Controls, Stochastic Manufacturing System, Long-Run Average Cost, Dynamic Programming, Ergodic Problem, Feedback Controls, flowshop

17.

Hierarchical Production Control in Dynamic Stochastic Jobshops with Long-Run Average Cost

Journal of Optimization Theory and Applications, Vol. 106, No. 2, pp. 231-264, August 2000
Number of pages: 35 Posted: 09 Apr 2008 Last Revised: 27 Apr 2008
Suresh Sethi, Hanqin Zhang and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 18 (450,795)
Citation 1

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Hierarchical control, manufacturing systems, stochastic dynamic programming, optimal control, long-run average cost

18.

Hierarchical Production Control in a Stochastic N-Machine Flowshop with Long-Run Average Cost

Journal of Mathematical Analysis and Applications, No. 251, pp. 285-309, 2000
Number of pages: 31 Posted: 09 Apr 2008 Last Revised: 27 Apr 2008
Suresh Sethi, Hanqin Zhang and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 14 (461,387)
Citation 2

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hierarchical control, manufacturing systems, stochastic dynamic programming, optimal control, long-run average cost

19.

Asymptotically Optimal Production Policies in Dynamic Stochastic Jobshops with Limited Buffers

Journal of Mathematical Analysis and Applications, Vol. 317, No. 2, pp. 398-428, 2006
Number of pages: 31 Posted: 04 Mar 2008 Last Revised: 27 Apr 2008
affiliation not provided to SSRN, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences, University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics
Downloads 11 (497,803)

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Optimal production policy, Stochastic manufacturing systems, Stochastic dynamic programming, Discounted cost, Asymptotic analysis

20.

Asymptotic Optimality of Hierarchical Controls in Stochastic Manufacturing Systems: A Review

OPERATIONS RESEARCH: METHODS, MODELS, AND APPLICATIONS, J. E. Aronson, S. Zionts, eds., Quoram Books, 1998
Number of pages: 37 Posted: 17 Jan 2009
Suresh Sethi and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics
Downloads 7 (471,780)
Citation 1

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Production Planning, Hierarchical Controls, Stochastic Manufacturing System, Dynamic Programming, Asymptotic Optimality, Open-Loop Controls, Feedback Controls, Error Bounds, Flowshops, Jobshops, Prpmotion, Capacity Expansion

21.

Near Optimization of Stochastic Dynamic Systems by Decomposition and Aggregation

Optimal Control Applications and Methods, Vol. 22, pp. 333–350, 2001,
Number of pages: 18 Posted: 24 Jun 2009 Last Revised: 25 May 2017
Suresh Sethi and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics
Downloads 0 (573,894)

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optimal control, dynamical system, decomposition and aggregation

22.

Optimal Production Rates in a Deterministic Two-Product Manufacturing System

Optimal Control Applications & Methods, Vol. 21 pp. 125-135, 2000
Posted: 21 Jun 2009
Suresh Sethi, Hanqin Zhang and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics

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manufacturing system, optimal control, switching manifold

23.

Optimal Production Planning in a Stochastic Manufacturing System with Long-Run Average Cost

Journql of Optimization Theory and Applications, Vol. 92, No. 1, pp. 161-188, January 1997
Posted: 21 Jun 2009
University of Texas at Dallas - Naveen Jindal School of Management, Queen's School of Business, University of Missouri at Columbia - Department of Mathematics (Deceased) and University of Georgia - Department of Mathematics

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Production planning, stochastic dynamic programming, vanishing discount approach, optimal control, long-run average cost

24.

Producing in a Manufacturing System with Minimum Average Cost

Nonlinear Analysis, Theory, Methods & Applications, Vol. 30, No. 7. pp. 4357-4363, 1997
Posted: 21 Jun 2009
University of Texas at Dallas - Naveen Jindal School of Management, Queen's School of Business, University of Missouri at Columbia - Department of Mathematics (Deceased) and University of Georgia - Department of Mathematics

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Production planning, stochastic dynamic programming, vanishing discount approach, optimal control, long-run average cost

25.

Hierarchical Controls in Stochastic Manufacturing Systems with Convex Costs

Journal of Optimizztion Theory and Applications, Vol. 80, No. 2, pp. 299-317, FEBRUARY 1994
Number of pages: 19 Posted: 21 Jun 2009 Last Revised: 25 Jul 2017
Suresh Sethi, Qing Zhang and Xun Yu Zhou
University of Texas at Dallas - Naveen Jindal School of Management, University of Georgia - Department of Mathematics and University of Toronto
Downloads 0 (541,835)
Citation 1

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Stochastic manufacturing systems, convex production planning, hierarchical control, dynamic programming, viscosity solutions, convergence rates, error bounds

26.

Hierarchical Production and Setup Scheduling in Stochastic Manufacturing Systems

lEEE Transactions on Automatic Control, Vol. 40, No. 5, pp. 924-930, May 1995
Number of pages: 8 Posted: 17 Jan 2009 Last Revised: 24 May 2017
Suresh Sethi and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics
Downloads 0 (559,570)
Citation 1

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Production Planning, Hierarchical Controls, Stochastic Manufacturing System, Dynamic Programming, Asymptotic Optimality, Open-Loop Controls, Feedback Controls, Setup times, Error Bounds

27.

Optimal Feedback Production Planning in a Stochastic Two-Machine Flowshop

European Journal of Operational Research, Vol. 73, No. 2, pp. 331-345, March 1994
Posted: 08 Apr 2008
Sheldon Lou, Suresh Sethi and Qing Zhang
Independent, University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics

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Production planning; Dynamic programming; Viscosity solutions; State constraints, feedback controls, optimal control theory

28.

Turnpike Sets and Their Analysis in Stochastic Production Planning Problems

Mathematics of Operations Research, Vol. 17, No. 4, pp. 932-950, 1992
Number of pages: 19 Posted: 26 Feb 2008 Last Revised: 07 Nov 2015
University of Texas at Dallas - Naveen Jindal School of Management, Koc University - College of Administrative Sciences and Economics, University of Georgia - Department of Mathematics and Independent
Downloads 0 (527,332)
Citation 1

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production planning, stochastic optimal control, viscosity solutions, stocahstic manufacturing systems, threshold policy, turnpike sets, turnpike theory, hierarchical controls, asymptotic optimality

29.

Multilevel Hierarchical Decision Making in Stochastic Marketing-Production Systems

SIAM Journal on Control and Optimization, Vol. 33, No. 2, pp. 528-553, 1995
Number of pages: 26 Posted: 26 Feb 2008 Last Revised: 25 May 2017
Suresh Sethi and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics
Downloads 0 (549,263)
Citation 18

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stochastic manufacturing systems, marketing-production planning, hierarchical control, Markov processes, dynamic programming, viscosity solutions

30.

Hierarchical Capacity Expansion and Production Planning Decisions in Stochastic Manufacturing Systems

Journal of Operations Management, Vol. 12, No. 3-4, pp. 331-352, June 1995
Posted: 19 Feb 2008 Last Revised: 22 Mar 2008
University of Texas at Dallas - Naveen Jindal School of Management, University of Missouri at Columbia - Department of Mathematics (Deceased) and University of Georgia - Department of Mathematics

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Stochastic manufacturing systems, Hierarchical decisions, Capacity expansion,Production planning, Dynamic programming,Asymptotic optimality, Markov process, Singular perturbations, Near optimality, Strategic decisions, Operationa decisions, Decentralization

31.

Hierarchical Production Planning in Dynamic Stochastic Manufacturing Systems: Asymptotic Optimality and Error Bounds

Journal of Mathematical Analysis and Applications, Vol. 181, No. 2, pp. 285-319, January 15,1994
Posted: 14 Feb 2008
Qing Zhang and Suresh Sethi
University of Georgia - Department of Mathematics and University of Texas at Dallas - Naveen Jindal School of Management

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Hierarchical controls, Production Planning, Asymptotic Optimality, Stochastic Manufacturing Systems, error bounds

32.

Hierarchical Decomposition of Production and Capacity Investment Decisions in Stochastic Manufacturing Systems

International Transactions in Operational Research, Vol. 1, No. 4, pp. 435-451, 1994
Posted: 15 Jan 2008 Last Revised: 24 Apr 2014
University of Texas at Dallas - Naveen Jindal School of Management, University of Missouri at Columbia - Department of Mathematics (Deceased) and University of Georgia - Department of Mathematics

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production, inventory, investment, capital budgeting, planning, optimization; control; systems, Markov, dynamic programming