Edit Profile Yin, Gang George Compute Distance To: Compute Author ID: yin.gang-george Published as: Yin, G.; Yin, G. George; Yin, Gang George Homepage: http://www.math.wayne.edu/~gyin/ Documents Indexed: 291 Publications since 1987, including 10 Books all top 5 Co-Authors 19 single-authored 73 Zhang, Qing 42 Wang, Leyi 14 Khas’minskiĭ, Rafail Zalmanovich 13 Yin, Kewen 12 Liu, Ruihua 12 Zhu, Chao 12 Zhu, Yunmin 11 Jin, Zhuo 9 Song, Qingshuo 8 Boukas, El-Kébir 8 Liu, Yuanjin 8 Zhang, Jifeng 7 Badowski, Grazyna 7 Yang, Hailiang 6 Fitzpatrick, Ben G. 6 Krishnamurthy, Vikram 6 Mao, Xuerong 6 Tran, Ky Quan 6 Yuan, Chenggui 6 Zhao, Yanlong 5 He, Qi 5 Ion, Cristina 5 Kan, Shaobai 5 Nguyen, Son Luu 5 Wu, Fuke 5 Yan, Houmin 4 Kushner, Harold J. 4 Nguyen Huu Du 4 Nguyen, Dung Tien 4 Xu, Cheng-Zhong 4 Zhang, Zhimin 3 Birge, John R. 3 Il’in, Arlen Mikhailovich 3 Kniazeva, M. 3 Li, Chanying 3 Qi, Xiaoding 3 Ramachandran, Kandethody M. 3 Sun, Yu 3 Yang, Zhixin 2 Dieu, Nguyen Thanh 2 Gao, Aijun 2 Ji, Dunmu 2 Kelly, Patrick A. 2 Lê Van Thanh 2 Li, Haibo 2 Li, Xiaofan 2 Lou, Sheldon X. C. 2 Moore, John Barratt 2 Nguyen, Dang Hai 2 Pemy, Moustapha 2 Wang, Hong 2 Wang, Yumin 2 Yang, Hailang 2 Zhang, Hongwei 2 Zhao, Luke 2 Zheng, Wei Xing 2 Zhou, Xunyu 1 Asbjornsen, Odd Andreas 1 Bao, Jianyang 1 Belu, A. 1 Bensoussan, Alain 1 Bercu, Bernard 1 Cao, Dingzhou 1 Cheng, Yaosong 1 Dey, Sumitra 1 Dowell, M. H. 1 Dufour, François 1 Eloe, Paul W. 1 Feng, Wei 1 Gershon, Y. 1 Guo, Lei 1 Gupta, Ishita 1 Han, Zheng 1 Hashemi, Araz 1 Jin, Hanqing 1 Kong, Hoi Tin 1 Liang, Zhian 1 Lin, Feng 1 Liu, Bing 1 Liu, Feilei 1 Liu, Qiaoge 1 Liu, Qinggui 1 Liu, Qinguo 1 McEneaney, William M. 1 Miao, Shuming 1 Nguyen Hai Dang 1 Nguyen, Hieu Duy 1 Pandya, Abhilash 1 Syed, Ali M. 1 Tan, Chin An 1 Tan, Senren 1 Teng, Yan-Feng 1 Thanh, Le Van 1 Wang, Hong 1 Wang, Jianwen 1 Wang, Jiawen 1 Wang, Jinwei 1 Wang, Li Yi 1 Xi, Fubao 1 Xu, Guohua ...and 22 more Co-Authors all top 5 Serials 18 Automatica 18 IEEE Transactions on Automatic Control 17 Stochastic Analysis and Applications 16 Journal of Optimization Theory and Applications 13 Journal of Mathematical Analysis and Applications 9 Acta Mathematicae Applicatae Sinica. English Series 8 SIAM Journal on Control and Optimization 7 SIAM Journal on Applied Mathematics 7 Journal of Systems Science and Complexity 6 Journal of Computational and Applied Mathematics 5 Journal of Differential Equations 5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 5 Dynamic Systems and Applications 5 Stochastics and Stochastics Reports 4 IEEE Transactions on Information Theory 4 International Journal of Control 4 Systems & Control Letters 4 Multiscale Modeling & Simulation 4 Stochastics 4 Applications of Mathematics 3 Applied Mathematics and Optimization 3 Quarterly of Applied Mathematics 3 Stochastic Processes and their Applications 3 SIAM Journal on Optimization 3 Communications in Information and Systems 2 Advances in Applied Probability 2 Journal of Multivariate Analysis 2 Insurance Mathematics & Economics 2 Asymptotic Analysis 2 Journal of Applied Mathematics and Stochastic Analysis 2 International Journal of Adaptive Control and Signal Processing 2 The Annals of Applied Probability 2 International Journal of Computer Mathematics 2 SIAM Journal on Mathematical Analysis 2 Neural, Parallel & Scientific Computations 2 Mathematical Finance 2 Probability in the Engineering and Informational Sciences 2 The ANZIAM Journal 2 Nonlinear Analysis. Real World Applications 2 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis 2 Journal of Control Theory and Applications 2 Stochastic Modelling and Applied Probability 2 Nonlinear Analysis. Hybrid Systems 1 Applicable Analysis 1 IMA Journal of Numerical Analysis 1 Journal of the Franklin Institute 1 Stochastics 1 Journal of Applied Probability 1 Operations Research 1 Statistics & Probability Letters 1 Acta Applicandae Mathematicae 1 Journal of Systems Science and Mathematical Sciences 1 Journal of Theoretical Probability 1 Applied Mathematics Letters 1 MCSS. Mathematics of Control, Signals, and Systems 1 IEEE Transactions on Signal Processing 1 Journal of Global Optimization 1 Communications in Statistics. Theory and Methods 1 Mathematical Programming. Series A. Series B 1 Journal of Mathematical Systems, Estimation, and Control 1 Dynamics of Continuous, Discrete and Impulsive Systems 1 Taiwanese Journal of Mathematics 1 Acta Mathematica Sinica. English Series 1 Scandinavian Actuarial Journal 1 SIAM Journal on Applied Dynamical Systems 1 International Journal of Numerical Analysis and Modeling 1 International Journal of Pure and Applied Mathematical Sciences 1 Systems & Control: Foundations & Applications 1 SIAM Journal on Financial Mathematics 1 Asian Journal of Control 1 Nonlinear Analysis. Theory, Methods & Applications 1 SpringerBriefs in Mathematics all top 5 Fields 162 Probability theory and stochastic processes (60-XX) 134 Systems theory; control (93-XX) 52 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 51 Statistics (62-XX) 35 Ordinary differential equations (34-XX) 34 Operations research, mathematical programming (90-XX) 32 Numerical analysis (65-XX) 15 Partial differential equations (35-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 10 Information and communication theory, circuits (94-XX) 9 Biology and other natural sciences (92-XX) 5 Computer science (68-XX) 2 General and overarching topics; collections (00-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Approximations and expansions (41-XX) 2 Integral equations (45-XX) 1 Difference and functional equations (39-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 213 Publications have been cited 2,896 times in 1,572 Documents Cited by ▼ Year ▼ Stochastic approximation and recursive algorithms and applications. 2nd ed. Zbl 1026.62084Kushner, Harold J.; Yin, G. George 243 2003 Hybrid switching diffusions. Properties and applications. Zbl 1279.60007Yin, G. George; Zhu, Chao 185 2010 Markowitz’s mean-variance portfolio selection with regime switching: A continuous-time model. Zbl 1175.91169Zhou, Xun Yu; Yin, G. 155 2003 Asymptotic properties of hybrid diffusion systems. Zbl 1140.93045Zhu, C.; Yin, G. 142 2007 Stochastic approximation algorithms and applications. Zbl 0914.60006Kushner, Harold J.; Yin, G. George 139 1997 Continuous-time Markov chains and applications. A singular perturbation approach. Zbl 0896.60039Yin, G. George; Zhang, Qing 114 1998 On competitive Lotka-Volterra model in random environments. Zbl 1182.34078Zhu, C.; Yin, G. 100 2009 On hybrid competitive Lotka-Volterra ecosystems. Zbl 1238.34059Zhu, C.; Yin, G. 70 2009 Markowitz’s mean-variance portfolio selection with regime switching: from discrete-time models to their continuous-time limits. Zbl 1366.91148Yin, G.; Zhou, Xun Yu 69 2004 Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082Mao, Xuerong; Yin, G. George; Yuan, Chenggui 65 2007 Stability of regime-switching diffusions. Zbl 1119.60065Khasminskii, R. Z.; Zhu, C.; Yin, G. 63 2007 Recursive algorithms for stock liquidation: a stochastic optimization approach. Zbl 1021.91022Yin, G.; Liu, R. H.; Zhang, Q. 42 2002 Discrete-time Markov chains. Two-time-scale methods and applications. Zbl 1072.60002Yin, G. George; Zhang, Qing 39 2005 System identification using binary sensors. Zbl 1364.93836Wang, Le Yi; Zhang, Ji-Feng; Yin, G. George 33 2003 System identification with quantized observations. Zbl 1354.93005Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng; Zhao, Yanlong 31 2010 Asymptotic expansions of singularly perturbed systems involving rapidly fluctuating Markov chains. Zbl 0849.34047Khasminskii, R. Z.; Yin, G.; Zhang, Q. 31 1996 Limit behavior of two-time-scale diffusions revisited. Zbl 1112.35014Khasminskii, R. Z.; Yin, G. 29 2005 On averaging principles: An asymptotic expansion approach. Zbl 1072.34054Khasminskii, R. Z.; Yin, G. 28 2004 Regime switching stochastic approximation algorithms with application to adaptive discrete stochastic optimization. Zbl 1112.62330Yin, G.; Krishnamurthy, Vikram; Ion, Cristina 27 2004 Continuous-time Markov chains and applications. A two-time-scale approach. 2nd ed. Zbl 1277.60127Yin, G. George; Zhang, Qing 26 2013 Classification of asymptotic behavior in a stochastic SIR model. Zbl 1343.34109Dieu, N. T.; Nguyen, D. H.; Du, N. H.; Yin, G. 25 2016 Conditions for permanence and ergodicity of certain stochastic predator-prey models. Zbl 1338.34091Du, Nguyen Huu; Nguyen, Dang Hai; Yin, G. George 25 2016 Option pricing in a regime-switching model using the fast Fourier transform. Zbl 1140.91402Liu, R. H.; Zhang, Q.; Yin, G. 25 2006 Robust production and maintenance planning in stochastic manufacturing systems. Zbl 0837.90054Boukas, E. K.; Zhang, Q.; Yin, G. 24 1995 Near-optimal controls of random-switching LQ problems with indefinite control weight costs. Zbl 1091.93019Liu, Yuanjin; Yin, G.; Zhou, Xun Yu 23 2005 Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise. Zbl 1329.60176Dang, N. H.; Du, N. H.; Yin, G. 22 2014 Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016Mao, Xuerong; Yuan, Chenggui; Yin, G. 22 2005 Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states. Zbl 1054.60078Yin, G.; Zhang, Q.; Badowski, G. 22 2000 Stochastic approximation algorithms for parallel and distributed processing. Zbl 0643.62055Kushner, H. J.; Yin, G. 22 1987 Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances. Zbl 1008.93027Wang, Li Yi; Yin, G. George 21 2002 Asymptotically efficient parameter estimation using quantized output observations. Zbl 1123.93083Wang, Le Yi; Yin, G. George 20 2007 Nearly-optimal asset allocation in hybrid stock investment models. Zbl 1090.91049Zhang, Q.; Yin, G. 20 2004 Stability of hybrid dynamic systems containing singularly perturbed random processes. Zbl 1364.93841Badowski, Grazyna; Yin, G. George 19 2002 Asymptotic properties of distributed and communicating stochastic approximation algorithms. Zbl 0637.62078Kushner, Harold J.; Yin, G. 19 1987 On strong Feller, recurrence, and weak stabilization of regime-switching diffusions. Zbl 1282.93201Zhu, C.; Yin, G. 18 2009 Discrete-time singularly perturbed Markov chains: Aggregation, occupation measures, and switching diffusion limit. Zbl 1048.60058Yin, G.; Zhang, Q.; Badowski, G. 18 2003 On transition densities of singularly perturbed diffusions with fast and slow components. Zbl 0863.60076Khasminskii, R. Z.; Yin, G. 18 1996 Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. Zbl 1121.65011Mao, Xuerong; Yuan, Chenggui; Yin, G. 17 2007 Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings. Zbl 0933.45004Il’in, A. M.; Khasminskii, R. Z.; Yin, G. 17 1999 Optimal selling rules in a regime-switching exponential Gaussian diffusion model. Zbl 1175.91079Eloe, P.; Liu, R. H.; Yatsuki, M.; Yin, G.; Zhang, Q. 16 2008 Asymptotic series for singularly perturbed Kolmogorov-Fokker-Planck equations. Zbl 0873.35015Khasminskii, R. Z.; Yin, G. 16 1996 State observability and observers of linear-time-invariant systems under irregular sampling and sensor limitations. Zbl 1368.93062Wang, Le Yi; Li, Chanying; Yin, G. George; Guo, Lei; Xu, Cheng-Zhong 15 2011 Properties of solutions of stochastic differential equations with continuous-state-dependent switching. Zbl 1202.60093Yin, G.; Zhu, C. 15 2010 Identification of Wiener systems with binary-valued output observations. Zbl 1119.93067Zhao, Yanlong; Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng 15 2007 On extensions of Polyak’s averaging approach to stochastic approximation. Zbl 0749.62055Yin, G. 15 1991 Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction. Zbl 1294.93077Tran, Ky; Yin, G. 14 2014 Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. Zbl 1364.93863Jin, Zhuo; Yang, Hailiang; Yin, Gang George 14 2013 Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods. Zbl 1290.91090Jin, Zhuo; Yin, G.; Wu, Fuke 14 2013 Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. Zbl 1117.93370Song, Q. S.; Yin, G.; Zhang, Z. 14 2006 Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions. Zbl 0870.34058Khasminskii, R. Z.; Yin, G.; Zhang, Q. 14 1997 Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. Zbl 1267.93184Jin, Zhuo; Yin, G.; Zhu, Chao 13 2012 Regularization and stabilization of randomly switching dynamic systems. Zbl 1272.34076Yin, G.; Zhao, Guangliang; Wu, Fuke 13 2012 Stability of nonlinear regime-switching jump diffusion. Zbl 1300.60100Yang, Zhixin; Yin, G. 13 2012 Stochastic optimization methods for buying-low-and-selling-high strategies. Zbl 1163.62341Song, Q. S.; Yin, G.; Zhang, Q. 13 2009 Liquidation of a large block of stock with regime switching. Zbl 1214.91106Pemy, Moustapha; Zhang, Qing; Yin, G. George 13 2008 Singularly perturbed discrete-time Markov chains. Zbl 0972.60068Yin, G.; Zhang, Q. 13 2000 On nearly optimal controls of hybrid LQG problems. Zbl 1136.93466Zhang, Qing; Yin, Gang George 13 1999 Moment exponential stability of random delay systems with two-time-scale Markovian switching. Zbl 1263.60062Wu, Fuke; Yin, G.; Wang, Le Yi 12 2012 Joint identification of plant rational models and noise distribution functions using binary-valued observations. Zbl 1103.93024Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng 12 2006 Numerical solutions for jump-diffusions with regime switching. Zbl 1071.60050Yin, G.; Song, Q. S.; Zhang, Z. 12 2005 Quantized identification with dependent noise and Fisher information ratio of communication channels. Zbl 1368.94078Wang, Le Yi; Yin, G. George 11 2010 Approximation methods for hybrid diffusion systems with state-dependent switching processes: numerical algorithms and existence and uniqueness of solutions. Zbl 1208.65019Yin, G.; Mao, Xuerong; Yuan, Chenggui; Cao, Dingzhou 11 2010 Stability of random-switching systems of differential equations. Zbl 1163.93036Zhu, C.; Yin, G.; Song, Q. S. 11 2009 Numerical solutions for stochastic differential games with regime switching. Zbl 1367.91028Song, Qingshuo; Yin, G. George; Zhang, Zhimin 11 2008 Stock liquidation via stochastic approximation using Nasdaq daily and intra-day data. Zbl 1128.91031Yin, G.; Zhang, Q.; Liu, F.; Liu, R. H.; Cheng, Y. 11 2006 A near-optimal selling rule for a two-time-scale market model. Zbl 1108.91031Zhang, Q.; Yin, G.; Liu, R. H. 11 2005 Optimal control of a marketing-production system. Zbl 1017.90035Zhang, Qing; Yin, Gang George; Boukas, El-Kebir 11 2001 Persistent identification of systems with unmodeled dynamics and exogenous disturbances. Zbl 0991.93118Wang, Le Yi; Yin, G. George 11 2000 Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions. Zbl 0957.35023Khasminskii, R. Z.; Yin, G. 11 2000 Threshold-type policies for real options using regime-switching models. Zbl 1255.91444Bensoussan, Alain; Yan, ZhongFeng; Yin, G. 10 2012 Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies. Zbl 1219.93117Yin, G.; Sun, Yu; Wang, Le Yi 10 2011 State observers with random sampling times and convergence analysis of double-indexed and randomly weighted sums of mixing processes. Zbl 1219.93139Le Van Thanh; Yin, G. George; Wang, Le Yi 10 2011 Rates of convergence for a class of global stochastic optimization algorithms. Zbl 0958.60020Yin, G. 10 1999 Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching. Zbl 1260.93171Xi, Fubao; Yin, G. 9 2013 Stability of a pure random delay system with two-time-scale Markovian switching. Zbl 1257.34064Wu, Fuke; Yin, G. George; Wang, Le Yi 9 2012 Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process. Zbl 1186.60056Yin, G. 9 2009 Least mean square algorithms with Markov regime-switching limit. Zbl 1365.93555Yin, G. George; Krishnamurthy, Vikram 9 2005 Two-time-scale Markov chains and applications to quasi-birth-death queues. Zbl 1073.60072Yin, G.; Zhang, Hanqin 9 2005 Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls. Zbl 1276.49022Jin, Zhuo; Yin, G. 8 2013 Identification of Hammerstein systems with quantized observations. Zbl 1210.93077Zhao, Yanlong; Zhang, Ji-Feng; Wang, Le Yi; Yin, G. George 8 2010 Almost sure stabilization for feedback controls of regime-switching linear systems with a hidden Markov chain. Zbl 1367.93579Bercu, Bernard; Dufour, François; Yin, G. George 8 2009 Identification of systems with regime switching and unmodeled dynamics. Zbl 1367.93685Yin, G. George; Kan, Shaobai; Wang, Le Yi; Xu, Cheng-Zhong 8 2009 Numerical methods for portfolio selection with bounded constraints. Zbl 1180.91276Yin, G.; Jin, Hanqing; Jin, Zhuo 8 2009 Weak convergence of hybrid filtering problems involving nearly completely decomposable hidden Markov chains. Zbl 1030.60018Yin, G.; Dey, S. 8 2003 Singularly perturbed diffusisons: Rapid switchings and fast diffusions. Zbl 1033.60071Il’in, A. M.; Khasminskii, R. Z.; Yin, G. 8 1999 Structural properties of Markov chains with weak and strong interactions. Zbl 0913.60068Zhang, Q.; Yin, G. 8 1997 Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach. Zbl 1200.93136Yuan, Chenggui; Yin, G. 7 2010 A central limit theorem for singularly perturbed nonstationary finite state Markov chains. Zbl 0855.60018Zhang, Q.; Yin, G. 7 1996 A differential delay equation with wideband noise perturbations. Zbl 0709.60023Yin, G.; Ramachandran, K. M. 7 1990 A stopping rule for the Robbins-Monro method. Zbl 0687.62068Yin, G. 7 1990 Protection zones for survival of species in random environment. Zbl 1352.34069Dieu, N. T.; Du, N. H.; Nguyen, H. D.; Yin, G. 6 2016 Large deviations for multi-scale Markovian switching systems with a small diffusion. Zbl 1298.60096He, Qi; Yin, G. 6 2014 Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations. Zbl 1239.65004Nguyen, Son Luu; Yin, Gang George 6 2012 Asymptotic properties of a mean-field model with a continuous-state-dependent switching process. Zbl 1159.60341Xi, Fubao; Yin, G. 6 2009 Identification input design for consistent parameter estimation of linear systems with binary-valued output observations. Zbl 1367.93154Wang, Le Yi; Yin, G. George; Zhao, Yanlong; Zhang, Ji-Feng 6 2008 State reconstruction for linear time-invariant systems with binary-valued output observations. Zbl 1149.93306Wang, Le Yi; Xu, Guohua; Yin, G. 6 2008 LMS algorithms for tracking slow Markov chains with applications to hidden Markov estimation and adaptive multiuser detection. Zbl 1283.94024Yin, Gang George; Krishnamurthy, Vikram 6 2005 Two-time-scale jump-diffusion models with Markovian switching regimes. Zbl 1060.60080Yin, G.; Yang, H. 6 2004 Asymptotically optimal rate of convergence of smoothed stochastic recursive algorithms. Zbl 0824.62080Yin, G.; Yin, K. 6 1994 Almost sure and complete convergence of randomly weighted sums of independent random elements in Banach spaces. Zbl 1246.60046Le Van Thanh; Yin, G. 5 2011 Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model. Zbl 1378.91102Tan, Senren; Jin, Zhuo; Yin, G. 2 2018 Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates. Zbl 1365.93546Lu, Xianggang; Yin, G.; Guo, Xianping 1 2017 A numerical approach to optimal dividend policies with capital injections and transaction costs. Zbl 1360.91153Jin, Zhuo; Yang, Hai-liang; Yin, G. 1 2017 Classification of asymptotic behavior in a stochastic SIR model. Zbl 1343.34109Dieu, N. T.; Nguyen, D. H.; Du, N. H.; Yin, G. 25 2016 Conditions for permanence and ergodicity of certain stochastic predator-prey models. Zbl 1338.34091Du, Nguyen Huu; Nguyen, Dang Hai; Yin, G. George 25 2016 Protection zones for survival of species in random environment. Zbl 1352.34069Dieu, N. T.; Du, N. H.; Nguyen, H. D.; Yin, G. 6 2016 Numerical methods for optimal harvesting strategies in random environments under partial observations. Zbl 1339.93102Tran, Ky; Yin, G. 2 2016 Singularly perturbed multi-scale switching diffusions. Zbl 1350.60081Tran, Ky Quan; Yin, G.; Wang, Le Yi; Zhang, Hanqin 1 2016 A generalized Goodwin business cycle model in random environment. Zbl 1331.91128Tran, Ky; Yin, G.; Wang, Le Yi 1 2016 Optimal debt ratio and dividend payment strategies with reinsurance. Zbl 1348.91156Jin, Zhuo; Yang, Hailiang; Yin, G. 4 2015 Stability of numerical methods for jump diffusions and Markovian switching jump diffusions. Zbl 1341.60076Yang, Zhixin; Yin, G.; Li, Haibo 2 2015 Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise. Zbl 1329.60176Dang, N. H.; Du, N. H.; Yin, G. 22 2014 Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction. Zbl 1294.93077Tran, Ky; Yin, G. 14 2014 Large deviations for multi-scale Markovian switching systems with a small diffusion. Zbl 1298.60096He, Qi; Yin, G. 6 2014 Control of vehicle platoons for highway safety and efficient utility: consensus with communications and vehicle dynamics. Zbl 1310.93009Wang, Le Yi; Syed, Ali; Yin, Gang George; Pandya, Abhilash; Zhang, Hongwei 4 2014 Feedback systems with communications: integrated study of signal estimation, sampling, quantization, and feedback robustness. Zbl 1332.93136Wang, Le Yi; Yin, G. George; Li, Chanying; Zheng, Wei Xing 2 2014 Asset allocation for regime-switching market models under partial observation. Zbl 1307.91170Yu, L.; Zhang, Q.; Yin, G. 2 2014 Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with two-time scales. Zbl 1317.60033He, Qi; Yin, G. 2 2014 Stochastic Liénard equations with random switching and two-time scales. Zbl 1304.34104Yin, G.; Talafha, Yousef; Xi, Fubao 1 2014 Sign-regressor adaptive filtering algorithms for Markovian parameters. Zbl 1286.93180Yin, G. George; Hashemi, Araz; Wang, Le Yi 1 2014 Continuous-time Markov chains and applications. A two-time-scale approach. 2nd ed. Zbl 1277.60127Yin, G. George; Zhang, Qing 26 2013 Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. Zbl 1364.93863Jin, Zhuo; Yang, Hailiang; Yin, Gang George 14 2013 Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods. Zbl 1290.91090Jin, Zhuo; Yin, G.; Wu, Fuke 14 2013 Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching. Zbl 1260.93171Xi, Fubao; Yin, G. 9 2013 Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls. Zbl 1276.49022Jin, Zhuo; Yin, G. 8 2013 System identification using regular and quantized observations. Applications of large deviations principles. Zbl 1285.93003He, Qi; Wang, Le Yi; Yin, G. George 4 2013 Asynchronous stochastic approximation algorithms for networked systems: regime-switching topologies and multiscale structure. Zbl 1287.60108Yin, G.; Yuan, Quan; Wang, Le Yi 3 2013 Joint state and event observers for linear switching systems under irregular sampling. Zbl 1284.93046Wang, Le Yi; Feng, Wei; Yin, G. George 1 2013 Asymptotic stability of switching diffusions having sub-exponential rates of decay. Zbl 06269248Li, Haibo; Yin, G.; Ye, Jun 1 2013 Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions. Zbl 1282.60073Nguyen, Dung Tien; Yin, G. 1 2013 Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. Zbl 1267.93184Jin, Zhuo; Yin, G.; Zhu, Chao 13 2012 Regularization and stabilization of randomly switching dynamic systems. Zbl 1272.34076Yin, G.; Zhao, Guangliang; Wu, Fuke 13 2012 Stability of nonlinear regime-switching jump diffusion. Zbl 1300.60100Yang, Zhixin; Yin, G. 13 2012 Moment exponential stability of random delay systems with two-time-scale Markovian switching. Zbl 1263.60062Wu, Fuke; Yin, G.; Wang, Le Yi 12 2012 Threshold-type policies for real options using regime-switching models. Zbl 1255.91444Bensoussan, Alain; Yan, ZhongFeng; Yin, G. 10 2012 Stability of a pure random delay system with two-time-scale Markovian switching. Zbl 1257.34064Wu, Fuke; Yin, G. George; Wang, Le Yi 9 2012 Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations. Zbl 1239.65004Nguyen, Son Luu; Yin, Gang George 6 2012 Pathwise convergence rate for numerical solutions of stochastic differential equations. Zbl 1246.65018Nguyen, Son Luu; Yin, G. 4 2012 Quantile hedging for guaranteed minimum death benefits with regime switching. Zbl 1251.91041Wang, Yumin; Yin, G. 3 2012 Environmental noise impact on regularity and extinction of population systems with infinite delay. Zbl 1329.92117Wu, Fuke; Yin, G. 3 2012 State observability and observers of linear-time-invariant systems under irregular sampling and sensor limitations. Zbl 1368.93062Wang, Le Yi; Li, Chanying; Yin, G. George; Guo, Lei; Xu, Cheng-Zhong 15 2011 Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies. Zbl 1219.93117Yin, G.; Sun, Yu; Wang, Le Yi 10 2011 State observers with random sampling times and convergence analysis of double-indexed and randomly weighted sums of mixing processes. Zbl 1219.93139Le Van Thanh; Yin, G. George; Wang, Le Yi 10 2011 Almost sure and complete convergence of randomly weighted sums of independent random elements in Banach spaces. Zbl 1246.60046Le Van Thanh; Yin, G. 5 2011 Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation. Zbl 1229.91358Jin, Zhuo; Wang, Yumin; Yin, G. 5 2011 Stochastic recursive algorithms for networked systems with delay and random switching: multiscale formulations and asymptotic properties. Zbl 1327.62449Yin, G.; Wang, Le Yi; Sun, Yu 4 2011 Mean-field models involving continuous-state-dependent random switching: nonnegativity constraints, moment bounds, and two-time-scale limits. Zbl 1230.60063Yin, G.; Zhao, Guangliang; Xi, Fubao 1 2011 Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems. Zbl 1225.93116He, Qi; Yin, Gang George 1 2011 A trend-following strategy: conditions for optimality. Zbl 1213.91141Kong, Hoi Tin; Zhang, Qing; Yin, G. George 1 2011 A stochastic approximation algorithm for American lookback put options. Zbl 1216.93113Zhang, Zhenhua; Yin, G.; Liang, Zhian 1 2011 Hybrid switching diffusions. Properties and applications. Zbl 1279.60007Yin, G. George; Zhu, Chao 185 2010 System identification with quantized observations. Zbl 1354.93005Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng; Zhao, Yanlong 31 2010 Properties of solutions of stochastic differential equations with continuous-state-dependent switching. Zbl 1202.60093Yin, G.; Zhu, C. 15 2010 Quantized identification with dependent noise and Fisher information ratio of communication channels. Zbl 1368.94078Wang, Le Yi; Yin, G. George 11 2010 Approximation methods for hybrid diffusion systems with state-dependent switching processes: numerical algorithms and existence and uniqueness of solutions. Zbl 1208.65019Yin, G.; Mao, Xuerong; Yuan, Chenggui; Cao, Dingzhou 11 2010 Identification of Hammerstein systems with quantized observations. Zbl 1210.93077Zhao, Yanlong; Zhang, Ji-Feng; Wang, Le Yi; Yin, G. George 8 2010 Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach. Zbl 1200.93136Yuan, Chenggui; Yin, G. 7 2010 Asymptotically optimal dividend policy for regime-switching compound Poisson models. Zbl 1204.91061Yin, G.; Jin, Zhuo; Yang, Hailiang 4 2010 Weak convergence of Markov-modulated random sequences. Zbl 1219.60025Nguyen, Son Luu; Yin, G. 1 2010 Asymptotic properties of Markov-modulated random sequences with fast and slow timescales. Zbl 1232.60023Nguyen, Son Luu; Yin, G. 1 2010 A stochastic approximation algorithm for option pricing model calibration with a switchable market. Zbl 1203.91300Yin, G.; Yu, J.; Zhang, Q. 1 2010 Signal estimation with binary-valued sensors. Zbl 1198.94051Wang, Leyi; Yin, Gang George; Li, Chanying; Zheng, Weixing 1 2010 On competitive Lotka-Volterra model in random environments. Zbl 1182.34078Zhu, C.; Yin, G. 100 2009 On hybrid competitive Lotka-Volterra ecosystems. Zbl 1238.34059Zhu, C.; Yin, G. 70 2009 On strong Feller, recurrence, and weak stabilization of regime-switching diffusions. Zbl 1282.93201Zhu, C.; Yin, G. 18 2009 Stochastic optimization methods for buying-low-and-selling-high strategies. Zbl 1163.62341Song, Q. S.; Yin, G.; Zhang, Q. 13 2009 Stability of random-switching systems of differential equations. Zbl 1163.93036Zhu, C.; Yin, G.; Song, Q. S. 11 2009 Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process. Zbl 1186.60056Yin, G. 9 2009 Almost sure stabilization for feedback controls of regime-switching linear systems with a hidden Markov chain. Zbl 1367.93579Bercu, Bernard; Dufour, François; Yin, G. George 8 2009 Identification of systems with regime switching and unmodeled dynamics. Zbl 1367.93685Yin, G. George; Kan, Shaobai; Wang, Le Yi; Xu, Cheng-Zhong 8 2009 Numerical methods for portfolio selection with bounded constraints. Zbl 1180.91276Yin, G.; Jin, Hanqing; Jin, Zhuo 8 2009 Asymptotic properties of a mean-field model with a continuous-state-dependent switching process. Zbl 1159.60341Xi, Fubao; Yin, G. 6 2009 Tracking and identification of regime-switching systems using binary sensors. Zbl 1162.93043Yin, G.; Wang, Le Yi; Kan, Shaobai 4 2009 Rates of convergence of numerical methods for controlled regime-switching diffusions with stopping times in the costs. Zbl 1282.93277Song, Q. S.; Yin, G. 2 2009 How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths. Zbl 1161.62047Yin, G.; Ion, C.; Krishnamurthy, V. 2 2009 System identification: regime switching, unmodeled dynamics, and binary sensors. Zbl 1238.93116kan, shaobai; Yin, G.; Wang, Le Yi 1 2009 Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time. Zbl 1186.60072Yin, G.; Nguyen, Dung Tien 1 2009 Stochastic optimization algorithms for barrier dividend strategies. Zbl 1152.91559Yin, G.; Song, Q. S.; Yang, H. 1 2009 Optimal selling rules in a regime-switching exponential Gaussian diffusion model. Zbl 1175.91079Eloe, P.; Liu, R. H.; Yatsuki, M.; Yin, G.; Zhang, Q. 16 2008 Liquidation of a large block of stock with regime switching. Zbl 1214.91106Pemy, Moustapha; Zhang, Qing; Yin, G. George 13 2008 Numerical solutions for stochastic differential games with regime switching. Zbl 1367.91028Song, Qingshuo; Yin, G. George; Zhang, Zhimin 11 2008 Identification input design for consistent parameter estimation of linear systems with binary-valued output observations. Zbl 1367.93154Wang, Le Yi; Yin, G. George; Zhao, Yanlong; Zhang, Ji-Feng 6 2008 State reconstruction for linear time-invariant systems with binary-valued output observations. Zbl 1149.93306Wang, Le Yi; Xu, Guohua; Yin, G. 6 2008 Space and time complexities and sensor threshold selection in quantized identification. Zbl 1153.93347Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng; Zhao, Yanlong 3 2008 Discrete-time Markov chains with two-time scales and a countable state space: Limit results and queueing applications. Zbl 1145.60322Yin, G.; Zhang, Hanqin 1 2008 Asymptotic properties of hybrid diffusion systems. Zbl 1140.93045Zhu, C.; Yin, G. 142 2007 Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082Mao, Xuerong; Yin, G. George; Yuan, Chenggui 65 2007 Stability of regime-switching diffusions. Zbl 1119.60065Khasminskii, R. Z.; Zhu, C.; Yin, G. 63 2007 Asymptotically efficient parameter estimation using quantized output observations. Zbl 1123.93083Wang, Le Yi; Yin, G. George 20 2007 Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. Zbl 1121.65011Mao, Xuerong; Yuan, Chenggui; Yin, G. 17 2007 Identification of Wiener systems with binary-valued output observations. Zbl 1119.93067Zhao, Yanlong; Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng 15 2007 On the notion of weak stability and related issues of hybrid diffusion systems. Zbl 1118.93357Yin, G.; Zhu, C. 4 2007 Asymptotic properties of parabolic systems for null-recurrent switching diffusions. Zbl 1179.60052Khasminskii, R. Z.; Zhu, C.; Yin, G. 2 2007 An \(\varepsilon\)-uniform finite element method for singularly perturbed two-point boundary value problems. Zbl 1117.65119Song, Q. S.; Yin, G.; Zhang, Z. 2 2007 Selling a large stock position: a stochastic control approach with state constraints. Zbl 1140.91406Pemy, M.; Zhang, Q.; Yin, G. 1 2007 Stochastic approximation algorithms for parameter estimation in option pricing with regime switching. Zbl 1124.62058Yin, G.; Zhang, Q.; Zhuang, C. 1 2007 Information characterization of communication channels for system identification. Zbl 1124.93019Wang, Le Yi; Yin, G. George 1 2007 Option pricing in a regime-switching model using the fast Fourier transform. Zbl 1140.91402Liu, R. H.; Zhang, Q.; Yin, G. 25 2006 Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. Zbl 1117.93370Song, Q. S.; Yin, G.; Zhang, Z. 14 2006 Joint identification of plant rational models and noise distribution functions using binary-valued observations. Zbl 1103.93024Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng 12 2006 ...and 113 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,153 Authors 129 Yin, Gang George 68 Yin, George Gang 50 Zhang, Qing 44 Jiang, Daqing 41 Liu, Meng 37 Wang, Leyi 35 Wang, Ke 34 Mao, Xuerong 25 Jin, Zhuo 23 Liu, Qun 22 Hayat, Tasawar 20 Zhu, Chao 19 Siu, Tak Kuen 19 Xi, Fubao 19 Yuan, Chenggui 17 Al-saedi, Ahmed Eid Salem 17 Nguyen, Dang Hai 16 Li, Xiaoyue 15 Yang, Hailiang 14 Nguyen Huu Du 13 Lv, Jingliang 13 Shao, Jinghai 13 Wu, Fuke 13 Zou, Xiaoling 12 Lahrouz, Aadil 11 Boukas, El-Kébir 11 Settati, Adel 11 Tran, Ky Quan 10 Chen, Ping 10 Fort, Gersende 10 Khas’minskiĭ, Rafail Zalmanovich 10 Mo, Jiaqi 10 Song, Qingshuo 10 Zhang, Jifeng 9 Shen, Yang 9 Shi, Peng 8 Bao, Jianhai 8 Costa, Oswaldo Luiz V. 8 Deng, Meiling 8 Elliott, Robert James 8 Guo, Jin 8 Hu, Liangjian 8 Liu, Lei 8 Nguyen, Son Luu 8 Yin, Gang 8 Yuan, Sanling 8 Zhang, Hanqin 8 Zhao, Yanlong 8 Zhu, Quanxin 7 Bai, Chuanzhi 7 Bhatnagar, Shalabh 7 Chen, Hanfu 7 Deng, Feiqi 7 Liu, Wei 7 Liu, Yuanjin 7 Nguyen, Dung Tien 7 Shi, Ningzhong 7 Wei, Jiaqin 7 Zhang, Tonghua 7 Zhu, Yunmin 6 Borkar, Vivek Shripad 6 Cassandras, Christos G. 6 Guo, Xianping 6 Ji, Chunyan 6 Liu, Ruihua 6 Mao, Wei 6 Moler, José Antonio 6 Plo, Fernando 6 San Miguel, Miguel 6 Sethi, Suresh P. 6 Wang, Rongming 6 Wu, Zhen 6 Yin, Kewen 6 Zhang, Xinhong 6 Zhang, Zhenzhong 5 Atchadé, Yves F. 5 Badowski, Grazyna 5 Dieu, Nguyen Thanh 5 Hening, Alexandru 5 Hjalmarsson, Håkan 5 Hu, Guixin 5 Kan, Shaobai 5 Li, Xun 5 Li, Zhongfei 5 Lin, Yuguo 5 Martin, Ryan R. 5 Meng, Xinzhu 5 Moulines, Eric 5 Nguyen, Nhu N. 5 Pagès, Gilles 5 Pei, Bin 5 Pemy, Moustapha 5 Ren, Yong 5 Shen, Yi 5 Shu, Huisheng 5 Tong, Jinying 5 Vázquez-Abad, Felisa J. 5 Wang, Lianglong 5 Wang, Mengdi 5 Wu, Huiling ...and 2,053 more Authors all top 5 Cited in 282 Serials 112 Automatica 54 Journal of Mathematical Analysis and Applications 45 Systems & Control Letters 44 Applied Mathematics and Computation 42 Journal of Optimization Theory and Applications 38 SIAM Journal on Control and Optimization 38 Stochastic Analysis and Applications 32 Stochastic Processes and their Applications 28 Journal of the Franklin Institute 28 Nonlinear Analysis. 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