Research Interest

Financial mathematics, variational and nonsmooth analysis and optimization.


Books


Techniques of Variational Analysis, J. M. Borwein and Q. J. Zhu, Springer, New York, 2005

Convex Duality and Financial Mathematics, Peter Carr and Q. J. Zhu, Springer, New York, 2018


Research papers by areas


Financial Mathematics

 

Nonsmooth analysis on smooth manifolds

Nonsmooth and variational analysis

Optimization and optimal control

Control of flexible manufacturing systems

 

http://homepages.wmich.edu/~zhu/papers.htm

Last modified: February 2019