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Yin, Gang George

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Author ID: yin.gang-george Recent zbMATH articles by "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
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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

Publications by Year

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 1026.62084
Kushner, Harold J.; Yin, G. George
243
2003
Hybrid switching diffusions. Properties and applications. Zbl 1279.60007
Yin, G. George; Zhu, Chao
185
2010
Markowitz’s mean-variance portfolio selection with regime switching: A continuous-time model. Zbl 1175.91169
Zhou, Xun Yu; Yin, G.
155
2003
Asymptotic properties of hybrid diffusion systems. Zbl 1140.93045
Zhu, C.; Yin, G.
142
2007
Stochastic approximation algorithms and applications. Zbl 0914.60006
Kushner, Harold J.; Yin, G. George
139
1997
Continuous-time Markov chains and applications. A singular perturbation approach. Zbl 0896.60039
Yin, G. George; Zhang, Qing
114
1998
On competitive Lotka-Volterra model in random environments. Zbl 1182.34078
Zhu, C.; Yin, G.
100
2009
On hybrid competitive Lotka-Volterra ecosystems. Zbl 1238.34059
Zhu, C.; Yin, G.
70
2009
Markowitz’s mean-variance portfolio selection with regime switching: from discrete-time models to their continuous-time limits. Zbl 1366.91148
Yin, G.; Zhou, Xun Yu
69
2004
Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082
Mao, Xuerong; Yin, G. George; Yuan, Chenggui
65
2007
Stability of regime-switching diffusions. Zbl 1119.60065
Khasminskii, R. Z.; Zhu, C.; Yin, G.
63
2007
Recursive algorithms for stock liquidation: a stochastic optimization approach. Zbl 1021.91022
Yin, G.; Liu, R. H.; Zhang, Q.
42
2002
Discrete-time Markov chains. Two-time-scale methods and applications. Zbl 1072.60002
Yin, G. George; Zhang, Qing
39
2005
System identification using binary sensors. Zbl 1364.93836
Wang, Le Yi; Zhang, Ji-Feng; Yin, G. George
33
2003
System identification with quantized observations. Zbl 1354.93005
Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng; Zhao, Yanlong
31
2010
Asymptotic expansions of singularly perturbed systems involving rapidly fluctuating Markov chains. Zbl 0849.34047
Khasminskii, R. Z.; Yin, G.; Zhang, Q.
31
1996
Limit behavior of two-time-scale diffusions revisited. Zbl 1112.35014
Khasminskii, R. Z.; Yin, G.
29
2005
On averaging principles: An asymptotic expansion approach. Zbl 1072.34054
Khasminskii, R. Z.; Yin, G.
28
2004
Regime switching stochastic approximation algorithms with application to adaptive discrete stochastic optimization. Zbl 1112.62330
Yin, G.; Krishnamurthy, Vikram; Ion, Cristina
27
2004
Continuous-time Markov chains and applications. A two-time-scale approach. 2nd ed. Zbl 1277.60127
Yin, G. George; Zhang, Qing
26
2013
Classification of asymptotic behavior in a stochastic SIR model. Zbl 1343.34109
Dieu, N. T.; Nguyen, D. H.; Du, N. H.; Yin, G.
25
2016
Conditions for permanence and ergodicity of certain stochastic predator-prey models. Zbl 1338.34091
Du, Nguyen Huu; Nguyen, Dang Hai; Yin, G. George
25
2016
Option pricing in a regime-switching model using the fast Fourier transform. Zbl 1140.91402
Liu, R. H.; Zhang, Q.; Yin, G.
25
2006
Robust production and maintenance planning in stochastic manufacturing systems. Zbl 0837.90054
Boukas, E. K.; Zhang, Q.; Yin, G.
24
1995
Near-optimal controls of random-switching LQ problems with indefinite control weight costs. Zbl 1091.93019
Liu, Yuanjin; Yin, G.; Zhou, Xun Yu
23
2005
Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise. Zbl 1329.60176
Dang, N. H.; Du, N. H.; Yin, G.
22
2014
Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016
Mao, Xuerong; Yuan, Chenggui; Yin, G.
22
2005
Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states. Zbl 1054.60078
Yin, G.; Zhang, Q.; Badowski, G.
22
2000
Stochastic approximation algorithms for parallel and distributed processing. Zbl 0643.62055
Kushner, H. J.; Yin, G.
22
1987
Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances. Zbl 1008.93027
Wang, Li Yi; Yin, G. George
21
2002
Asymptotically efficient parameter estimation using quantized output observations. Zbl 1123.93083
Wang, Le Yi; Yin, G. George
20
2007
Nearly-optimal asset allocation in hybrid stock investment models. Zbl 1090.91049
Zhang, Q.; Yin, G.
20
2004
Stability of hybrid dynamic systems containing singularly perturbed random processes. Zbl 1364.93841
Badowski, Grazyna; Yin, G. George
19
2002
Asymptotic properties of distributed and communicating stochastic approximation algorithms. Zbl 0637.62078
Kushner, Harold J.; Yin, G.
19
1987
On strong Feller, recurrence, and weak stabilization of regime-switching diffusions. Zbl 1282.93201
Zhu, C.; Yin, G.
18
2009
Discrete-time singularly perturbed Markov chains: Aggregation, occupation measures, and switching diffusion limit. Zbl 1048.60058
Yin, G.; Zhang, Q.; Badowski, G.
18
2003
On transition densities of singularly perturbed diffusions with fast and slow components. Zbl 0863.60076
Khasminskii, R. Z.; Yin, G.
18
1996
Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. Zbl 1121.65011
Mao, 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 0933.45004
Il’in, A. M.; Khasminskii, R. Z.; Yin, G.
17
1999
Optimal selling rules in a regime-switching exponential Gaussian diffusion model. Zbl 1175.91079
Eloe, P.; Liu, R. H.; Yatsuki, M.; Yin, G.; Zhang, Q.
16
2008
Asymptotic series for singularly perturbed Kolmogorov-Fokker-Planck equations. Zbl 0873.35015
Khasminskii, R. Z.; Yin, G.
16
1996
State observability and observers of linear-time-invariant systems under irregular sampling and sensor limitations. Zbl 1368.93062
Wang, 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 1202.60093
Yin, G.; Zhu, C.
15
2010
Identification of Wiener systems with binary-valued output observations. Zbl 1119.93067
Zhao, Yanlong; Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng
15
2007
On extensions of Polyak’s averaging approach to stochastic approximation. Zbl 0749.62055
Yin, G.
15
1991
Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction. Zbl 1294.93077
Tran, Ky; Yin, G.
14
2014
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. Zbl 1364.93863
Jin, 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 1290.91090
Jin, Zhuo; Yin, G.; Wu, Fuke
14
2013
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. Zbl 1117.93370
Song, Q. S.; Yin, G.; Zhang, Z.
14
2006
Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions. Zbl 0870.34058
Khasminskii, 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 1267.93184
Jin, Zhuo; Yin, G.; Zhu, Chao
13
2012
Regularization and stabilization of randomly switching dynamic systems. Zbl 1272.34076
Yin, G.; Zhao, Guangliang; Wu, Fuke
13
2012
Stability of nonlinear regime-switching jump diffusion. Zbl 1300.60100
Yang, Zhixin; Yin, G.
13
2012
Stochastic optimization methods for buying-low-and-selling-high strategies. Zbl 1163.62341
Song, Q. S.; Yin, G.; Zhang, Q.
13
2009
Liquidation of a large block of stock with regime switching. Zbl 1214.91106
Pemy, Moustapha; Zhang, Qing; Yin, G. George
13
2008
Singularly perturbed discrete-time Markov chains. Zbl 0972.60068
Yin, G.; Zhang, Q.
13
2000
On nearly optimal controls of hybrid LQG problems. Zbl 1136.93466
Zhang, Qing; Yin, Gang George
13
1999
Moment exponential stability of random delay systems with two-time-scale Markovian switching. Zbl 1263.60062
Wu, Fuke; Yin, G.; Wang, Le Yi
12
2012
Joint identification of plant rational models and noise distribution functions using binary-valued observations. Zbl 1103.93024
Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng
12
2006
Numerical solutions for jump-diffusions with regime switching. Zbl 1071.60050
Yin, G.; Song, Q. S.; Zhang, Z.
12
2005
Quantized identification with dependent noise and Fisher information ratio of communication channels. Zbl 1368.94078
Wang, 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 1208.65019
Yin, G.; Mao, Xuerong; Yuan, Chenggui; Cao, Dingzhou
11
2010
Stability of random-switching systems of differential equations. Zbl 1163.93036
Zhu, C.; Yin, G.; Song, Q. S.
11
2009
Numerical solutions for stochastic differential games with regime switching. Zbl 1367.91028
Song, Qingshuo; Yin, G. George; Zhang, Zhimin
11
2008
Stock liquidation via stochastic approximation using Nasdaq daily and intra-day data. Zbl 1128.91031
Yin, 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 1108.91031
Zhang, Q.; Yin, G.; Liu, R. H.
11
2005
Optimal control of a marketing-production system. Zbl 1017.90035
Zhang, Qing; Yin, Gang George; Boukas, El-Kebir
11
2001
Persistent identification of systems with unmodeled dynamics and exogenous disturbances. Zbl 0991.93118
Wang, Le Yi; Yin, G. George
11
2000
Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions. Zbl 0957.35023
Khasminskii, R. Z.; Yin, G.
11
2000
Threshold-type policies for real options using regime-switching models. Zbl 1255.91444
Bensoussan, Alain; Yan, ZhongFeng; Yin, G.
10
2012
Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies. Zbl 1219.93117
Yin, 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 1219.93139
Le Van Thanh; Yin, G. George; Wang, Le Yi
10
2011
Rates of convergence for a class of global stochastic optimization algorithms. Zbl 0958.60020
Yin, G.
10
1999
Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching. Zbl 1260.93171
Xi, Fubao; Yin, G.
9
2013
Stability of a pure random delay system with two-time-scale Markovian switching. Zbl 1257.34064
Wu, 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 1186.60056
Yin, G.
9
2009
Least mean square algorithms with Markov regime-switching limit. Zbl 1365.93555
Yin, G. George; Krishnamurthy, Vikram
9
2005
Two-time-scale Markov chains and applications to quasi-birth-death queues. Zbl 1073.60072
Yin, 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 1276.49022
Jin, Zhuo; Yin, G.
8
2013
Identification of Hammerstein systems with quantized observations. Zbl 1210.93077
Zhao, 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 1367.93579
Bercu, Bernard; Dufour, François; Yin, G. George
8
2009
Identification of systems with regime switching and unmodeled dynamics. Zbl 1367.93685
Yin, G. George; Kan, Shaobai; Wang, Le Yi; Xu, Cheng-Zhong
8
2009
Numerical methods for portfolio selection with bounded constraints. Zbl 1180.91276
Yin, G.; Jin, Hanqing; Jin, Zhuo
8
2009
Weak convergence of hybrid filtering problems involving nearly completely decomposable hidden Markov chains. Zbl 1030.60018
Yin, G.; Dey, S.
8
2003
Singularly perturbed diffusisons: Rapid switchings and fast diffusions. Zbl 1033.60071
Il’in, A. M.; Khasminskii, R. Z.; Yin, G.
8
1999
Structural properties of Markov chains with weak and strong interactions. Zbl 0913.60068
Zhang, 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 1200.93136
Yuan, Chenggui; Yin, G.
7
2010
A central limit theorem for singularly perturbed nonstationary finite state Markov chains. Zbl 0855.60018
Zhang, Q.; Yin, G.
7
1996
A differential delay equation with wideband noise perturbations. Zbl 0709.60023
Yin, G.; Ramachandran, K. M.
7
1990
A stopping rule for the Robbins-Monro method. Zbl 0687.62068
Yin, G.
7
1990
Protection zones for survival of species in random environment. Zbl 1352.34069
Dieu, 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 1298.60096
He, Qi; Yin, G.
6
2014
Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations. Zbl 1239.65004
Nguyen, Son Luu; Yin, Gang George
6
2012
Asymptotic properties of a mean-field model with a continuous-state-dependent switching process. Zbl 1159.60341
Xi, Fubao; Yin, G.
6
2009
Identification input design for consistent parameter estimation of linear systems with binary-valued output observations. Zbl 1367.93154
Wang, 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 1149.93306
Wang, 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 1283.94024
Yin, Gang George; Krishnamurthy, Vikram
6
2005
Two-time-scale jump-diffusion models with Markovian switching regimes. Zbl 1060.60080
Yin, G.; Yang, H.
6
2004
Asymptotically optimal rate of convergence of smoothed stochastic recursive algorithms. Zbl 0824.62080
Yin, G.; Yin, K.
6
1994
Almost sure and complete convergence of randomly weighted sums of independent random elements in Banach spaces. Zbl 1246.60046
Le Van Thanh; Yin, G.
5
2011
Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model. Zbl 1378.91102
Tan, Senren; Jin, Zhuo; Yin, G.
2
2018
Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates. Zbl 1365.93546
Lu, Xianggang; Yin, G.; Guo, Xianping
1
2017
A numerical approach to optimal dividend policies with capital injections and transaction costs. Zbl 1360.91153
Jin, Zhuo; Yang, Hai-liang; Yin, G.
1
2017
Classification of asymptotic behavior in a stochastic SIR model. Zbl 1343.34109
Dieu, N. T.; Nguyen, D. H.; Du, N. H.; Yin, G.
25
2016
Conditions for permanence and ergodicity of certain stochastic predator-prey models. Zbl 1338.34091
Du, Nguyen Huu; Nguyen, Dang Hai; Yin, G. George
25
2016
Protection zones for survival of species in random environment. Zbl 1352.34069
Dieu, 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 1339.93102
Tran, Ky; Yin, G.
2
2016
Singularly perturbed multi-scale switching diffusions. Zbl 1350.60081
Tran, Ky Quan; Yin, G.; Wang, Le Yi; Zhang, Hanqin
1
2016
A generalized Goodwin business cycle model in random environment. Zbl 1331.91128
Tran, Ky; Yin, G.; Wang, Le Yi
1
2016
Optimal debt ratio and dividend payment strategies with reinsurance. Zbl 1348.91156
Jin, Zhuo; Yang, Hailiang; Yin, G.
4
2015
Stability of numerical methods for jump diffusions and Markovian switching jump diffusions. Zbl 1341.60076
Yang, Zhixin; Yin, G.; Li, Haibo
2
2015
Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise. Zbl 1329.60176
Dang, N. H.; Du, N. H.; Yin, G.
22
2014
Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction. Zbl 1294.93077
Tran, Ky; Yin, G.
14
2014
Large deviations for multi-scale Markovian switching systems with a small diffusion. Zbl 1298.60096
He, Qi; Yin, G.
6
2014
Control of vehicle platoons for highway safety and efficient utility: consensus with communications and vehicle dynamics. Zbl 1310.93009
Wang, 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 1332.93136
Wang, Le Yi; Yin, G. George; Li, Chanying; Zheng, Wei Xing
2
2014
Asset allocation for regime-switching market models under partial observation. Zbl 1307.91170
Yu, 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 1317.60033
He, Qi; Yin, G.
2
2014
Stochastic Liénard equations with random switching and two-time scales. Zbl 1304.34104
Yin, G.; Talafha, Yousef; Xi, Fubao
1
2014
Sign-regressor adaptive filtering algorithms for Markovian parameters. Zbl 1286.93180
Yin, G. George; Hashemi, Araz; Wang, Le Yi
1
2014
Continuous-time Markov chains and applications. A two-time-scale approach. 2nd ed. Zbl 1277.60127
Yin, 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 1364.93863
Jin, 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 1290.91090
Jin, Zhuo; Yin, G.; Wu, Fuke
14
2013
Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching. Zbl 1260.93171
Xi, 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 1276.49022
Jin, Zhuo; Yin, G.
8
2013
System identification using regular and quantized observations. Applications of large deviations principles. Zbl 1285.93003
He, Qi; Wang, Le Yi; Yin, G. George
4
2013
Asynchronous stochastic approximation algorithms for networked systems: regime-switching topologies and multiscale structure. Zbl 1287.60108
Yin, G.; Yuan, Quan; Wang, Le Yi
3
2013
Joint state and event observers for linear switching systems under irregular sampling. Zbl 1284.93046
Wang, Le Yi; Feng, Wei; Yin, G. George
1
2013
Asymptotic stability of switching diffusions having sub-exponential rates of decay. Zbl 06269248
Li, Haibo; Yin, G.; Ye, Jun
1
2013
Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions. Zbl 1282.60073
Nguyen, Dung Tien; Yin, G.
1
2013
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. Zbl 1267.93184
Jin, Zhuo; Yin, G.; Zhu, Chao
13
2012
Regularization and stabilization of randomly switching dynamic systems. Zbl 1272.34076
Yin, G.; Zhao, Guangliang; Wu, Fuke
13
2012
Stability of nonlinear regime-switching jump diffusion. Zbl 1300.60100
Yang, Zhixin; Yin, G.
13
2012
Moment exponential stability of random delay systems with two-time-scale Markovian switching. Zbl 1263.60062
Wu, Fuke; Yin, G.; Wang, Le Yi
12
2012
Threshold-type policies for real options using regime-switching models. Zbl 1255.91444
Bensoussan, Alain; Yan, ZhongFeng; Yin, G.
10
2012
Stability of a pure random delay system with two-time-scale Markovian switching. Zbl 1257.34064
Wu, Fuke; Yin, G. George; Wang, Le Yi
9
2012
Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations. Zbl 1239.65004
Nguyen, Son Luu; Yin, Gang George
6
2012
Pathwise convergence rate for numerical solutions of stochastic differential equations. Zbl 1246.65018
Nguyen, Son Luu; Yin, G.
4
2012
Quantile hedging for guaranteed minimum death benefits with regime switching. Zbl 1251.91041
Wang, Yumin; Yin, G.
3
2012
Environmental noise impact on regularity and extinction of population systems with infinite delay. Zbl 1329.92117
Wu, Fuke; Yin, G.
3
2012
State observability and observers of linear-time-invariant systems under irregular sampling and sensor limitations. Zbl 1368.93062
Wang, 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 1219.93117
Yin, 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 1219.93139
Le 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 1246.60046
Le Van Thanh; Yin, G.
5
2011
Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation. Zbl 1229.91358
Jin, Zhuo; Wang, Yumin; Yin, G.
5
2011
Stochastic recursive algorithms for networked systems with delay and random switching: multiscale formulations and asymptotic properties. Zbl 1327.62449
Yin, 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 1230.60063
Yin, G.; Zhao, Guangliang; Xi, Fubao
1
2011
Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems. Zbl 1225.93116
He, Qi; Yin, Gang George
1
2011
A trend-following strategy: conditions for optimality. Zbl 1213.91141
Kong, Hoi Tin; Zhang, Qing; Yin, G. George
1
2011
A stochastic approximation algorithm for American lookback put options. Zbl 1216.93113
Zhang, Zhenhua; Yin, G.; Liang, Zhian
1
2011
Hybrid switching diffusions. Properties and applications. Zbl 1279.60007
Yin, G. George; Zhu, Chao
185
2010
System identification with quantized observations. Zbl 1354.93005
Wang, 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 1202.60093
Yin, G.; Zhu, C.
15
2010
Quantized identification with dependent noise and Fisher information ratio of communication channels. Zbl 1368.94078
Wang, 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 1208.65019
Yin, G.; Mao, Xuerong; Yuan, Chenggui; Cao, Dingzhou
11
2010
Identification of Hammerstein systems with quantized observations. Zbl 1210.93077
Zhao, 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 1200.93136
Yuan, Chenggui; Yin, G.
7
2010
Asymptotically optimal dividend policy for regime-switching compound Poisson models. Zbl 1204.91061
Yin, G.; Jin, Zhuo; Yang, Hailiang
4
2010
Weak convergence of Markov-modulated random sequences. Zbl 1219.60025
Nguyen, Son Luu; Yin, G.
1
2010
Asymptotic properties of Markov-modulated random sequences with fast and slow timescales. Zbl 1232.60023
Nguyen, Son Luu; Yin, G.
1
2010
A stochastic approximation algorithm for option pricing model calibration with a switchable market. Zbl 1203.91300
Yin, G.; Yu, J.; Zhang, Q.
1
2010
Signal estimation with binary-valued sensors. Zbl 1198.94051
Wang, Leyi; Yin, Gang George; Li, Chanying; Zheng, Weixing
1
2010
On competitive Lotka-Volterra model in random environments. Zbl 1182.34078
Zhu, C.; Yin, G.
100
2009
On hybrid competitive Lotka-Volterra ecosystems. Zbl 1238.34059
Zhu, C.; Yin, G.
70
2009
On strong Feller, recurrence, and weak stabilization of regime-switching diffusions. Zbl 1282.93201
Zhu, C.; Yin, G.
18
2009
Stochastic optimization methods for buying-low-and-selling-high strategies. Zbl 1163.62341
Song, Q. S.; Yin, G.; Zhang, Q.
13
2009
Stability of random-switching systems of differential equations. Zbl 1163.93036
Zhu, C.; Yin, G.; Song, Q. S.
11
2009
Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process. Zbl 1186.60056
Yin, G.
9
2009
Almost sure stabilization for feedback controls of regime-switching linear systems with a hidden Markov chain. Zbl 1367.93579
Bercu, Bernard; Dufour, François; Yin, G. George
8
2009
Identification of systems with regime switching and unmodeled dynamics. Zbl 1367.93685
Yin, G. George; Kan, Shaobai; Wang, Le Yi; Xu, Cheng-Zhong
8
2009
Numerical methods for portfolio selection with bounded constraints. Zbl 1180.91276
Yin, G.; Jin, Hanqing; Jin, Zhuo
8
2009
Asymptotic properties of a mean-field model with a continuous-state-dependent switching process. Zbl 1159.60341
Xi, Fubao; Yin, G.
6
2009
Tracking and identification of regime-switching systems using binary sensors. Zbl 1162.93043
Yin, 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 1282.93277
Song, 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 1161.62047
Yin, G.; Ion, C.; Krishnamurthy, V.
2
2009
System identification: regime switching, unmodeled dynamics, and binary sensors. Zbl 1238.93116
kan, shaobai; Yin, G.; Wang, Le Yi
1
2009
Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time. Zbl 1186.60072
Yin, G.; Nguyen, Dung Tien
1
2009
Stochastic optimization algorithms for barrier dividend strategies. Zbl 1152.91559
Yin, G.; Song, Q. S.; Yang, H.
1
2009
Optimal selling rules in a regime-switching exponential Gaussian diffusion model. Zbl 1175.91079
Eloe, P.; Liu, R. H.; Yatsuki, M.; Yin, G.; Zhang, Q.
16
2008
Liquidation of a large block of stock with regime switching. Zbl 1214.91106
Pemy, Moustapha; Zhang, Qing; Yin, G. George
13
2008
Numerical solutions for stochastic differential games with regime switching. Zbl 1367.91028
Song, Qingshuo; Yin, G. George; Zhang, Zhimin
11
2008
Identification input design for consistent parameter estimation of linear systems with binary-valued output observations. Zbl 1367.93154
Wang, 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 1149.93306
Wang, Le Yi; Xu, Guohua; Yin, G.
6
2008
Space and time complexities and sensor threshold selection in quantized identification. Zbl 1153.93347
Wang, 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 1145.60322
Yin, G.; Zhang, Hanqin
1
2008
Asymptotic properties of hybrid diffusion systems. Zbl 1140.93045
Zhu, C.; Yin, G.
142
2007
Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082
Mao, Xuerong; Yin, G. George; Yuan, Chenggui
65
2007
Stability of regime-switching diffusions. Zbl 1119.60065
Khasminskii, R. Z.; Zhu, C.; Yin, G.
63
2007
Asymptotically efficient parameter estimation using quantized output observations. Zbl 1123.93083
Wang, Le Yi; Yin, G. George
20
2007
Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. Zbl 1121.65011
Mao, Xuerong; Yuan, Chenggui; Yin, G.
17
2007
Identification of Wiener systems with binary-valued output observations. Zbl 1119.93067
Zhao, 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 1118.93357
Yin, G.; Zhu, C.
4
2007
Asymptotic properties of parabolic systems for null-recurrent switching diffusions. Zbl 1179.60052
Khasminskii, R. Z.; Zhu, C.; Yin, G.
2
2007
An \(\varepsilon\)-uniform finite element method for singularly perturbed two-point boundary value problems. Zbl 1117.65119
Song, Q. S.; Yin, G.; Zhang, Z.
2
2007
Selling a large stock position: a stochastic control approach with state constraints. Zbl 1140.91406
Pemy, M.; Zhang, Q.; Yin, G.
1
2007
Stochastic approximation algorithms for parameter estimation in option pricing with regime switching. Zbl 1124.62058
Yin, G.; Zhang, Q.; Zhuang, C.
1
2007
Information characterization of communication channels for system identification. Zbl 1124.93019
Wang, Le Yi; Yin, G. George
1
2007
Option pricing in a regime-switching model using the fast Fourier transform. Zbl 1140.91402
Liu, R. H.; Zhang, Q.; Yin, G.
25
2006
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. Zbl 1117.93370
Song, Q. S.; Yin, G.; Zhang, Z.
14
2006
Joint identification of plant rational models and noise distribution functions using binary-valued observations. Zbl 1103.93024
Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng
12
2006
...and 113 more Documents
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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
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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. Hybrid Systems
27 Journal of Computational and Applied Mathematics
27 Journal of Systems Science and Complexity
26 Insurance Mathematics & Economics
26 Advances in Difference Equations
25 European Journal of Operational Research
23 Discrete and Continuous Dynamical Systems. Series B
22 International Journal of Control
19 The Annals of Applied Probability
18 Abstract and Applied Analysis
17 Journal of Differential Equations
17 Statistics & Probability Letters
16 Applied Mathematics Letters
16 Stochastics
15 Acta Mathematicae Applicatae Sinica. English Series
14 Quantitative Finance
13 The Annals of Statistics
13 Applied Mathematics and Optimization
13 Mathematical Programming. Series A. Series B
13 Mathematical Problems in Engineering
13 International Journal of Theoretical and Applied Finance
11 Bernoulli
11 Nonlinear Dynamics
11 Communications in Nonlinear Science and Numerical Simulation
11 Methodology and Computing in Applied Probability
10 Journal of Applied Probability
10 Annals of Operations Research
10 Journal of Nonlinear Science
9 Computers & Mathematics with Applications
9 Physica A
9 Automation and Remote Control
9 Discrete Dynamics in Nature and Society
9 Stochastics and Dynamics
9 Mathematical Control and Related Fields
9 International Journal of Systems Science. Principles and Applications of Systems and Integration
8 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
8 Discrete Event Dynamic Systems
8 International Journal of Robust and Nonlinear Control
8 SIAM Journal on Optimization
8 Journal of Applied Mathematics
8 Journal of Machine Learning Research (JMLR)
7 Advances in Applied Probability
7 Journal of Mathematical Biology
7 Journal of Economic Theory
7 Neural Networks
7 Mathematical Finance
7 Journal of Industrial and Management Optimization
7 International Journal of Biomathematics
6 Journal of Statistical Planning and Inference
6 Journal of Economic Dynamics & Control
6 Applied Mathematical Modelling
6 International Journal of Computer Mathematics
6 SIAM Journal on Applied Mathematics
6 Mathematical Methods of Statistics
6 Nonlinear Analysis. Real World Applications
6 Frontiers of Mathematics in China
6 Journal of Nonlinear Science and Applications
6 SIAM Journal on Financial Mathematics
6 Asian Journal of Control
5 Journal of Computational Physics
5 Bulletin of Mathematical Biology
5 Mathematics of Operations Research
5 Optimal Control Applications & Methods
5 Queueing Systems
5 Communications in Statistics. Theory and Methods
5 Computational Optimization and Applications
5 Journal of Mathematical Sciences (New York)
5 Journal of Mathematical Chemistry
5 Mathematical Methods of Operations Research
5 Journal of Inequalities and Applications
5 Journal of Applied Mathematics and Computing
5 Science China. Mathematics
4 Applicable Analysis
4 Computer Methods in Applied Mechanics and Engineering
4 International Journal of Systems Science
4 Nonlinearity
4 Chaos, Solitons and Fractals
4 Journal of Multivariate Analysis
4 Operations Research Letters
4 Applied Mathematics and Mechanics. (English Edition)
4 Statistics
4 Statistical Science
4 Journal of Dynamics and Differential Equations
4 Potential Analysis
4 Complexity
4 Discrete and Continuous Dynamical Systems
4 European Journal of Control
4 Applied Stochastic Models in Business and Industry
4 ASTIN Bulletin
4 SIAM Journal on Applied Dynamical Systems
4 Journal of Control Theory and Applications
...and 182 more Serials
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Cited in 41 Fields

823 Probability theory and stochastic processes (60-XX)
535 Systems theory; control (93-XX)
353 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
283 Biology and other natural sciences (92-XX)
218 Ordinary differential equations (34-XX)
211 Operations research, mathematical programming (90-XX)
187 Statistics (62-XX)
173 Numerical analysis (65-XX)
101 Calculus of variations and optimal control; optimization (49-XX)
78 Partial differential equations (35-XX)
73 Dynamical systems and ergodic theory (37-XX)
66 Computer science (68-XX)
24 Information and communication theory, circuits (94-XX)
20 Operator theory (47-XX)
13 Statistical mechanics, structure of matter (82-XX)
8 Combinatorics (05-XX)
7 Difference and functional equations (39-XX)
7 Integral equations (45-XX)
7 Mechanics of particles and systems (70-XX)
6 Approximations and expansions (41-XX)
6 Functional analysis (46-XX)
6 Fluid mechanics (76-XX)
4 Mechanics of deformable solids (74-XX)
3 History and biography (01-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
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