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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/
all top 5

Co-Authors

19 single-authored
73 Zhang, Qing
42 Wang, Leyi
14 Khas’minskiĭ, Rafail Zalmanovich
13 Yin, Kewen
12 Jin, Zhuo
12 Liu, Ruihua
12 Zhu, Chao
12 Zhu, Yunmin
9 Song, Qingshuo
8 Boukas, El-Kébir
8 Liu, Yuanjin
8 Yang, Hailiang
8 Zhang, Jifeng
7 Badowski, Grazyna
6 Fitzpatrick, Ben G.
6 Krishnamurthy, Vikram
6 Mao, Xuerong
6 Tran, Ky Quan
6 Xi, Fubao
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, Hanqin
4 Zhang, Zhimin
3 Birge, John R.
3 Il’in, Arlen Mikhaĭlovich
3 Kniazeva, M.
3 Lê Vǎn Thành
3 Li, Chanying
3 Ramachandran, Kandethody M.
3 Sun, Yu
3 Talafha, Yousef
3 Yang, Zhixin
2 Dieu, Nguyen Thanh
2 Gao, Aijun
2 Guo, Xianping
2 Ji, Dunmu
2 Li, Haibo
2 Li, Xiaofan
2 Lou, Sheldon X. C.
2 Moore, John Barratt
2 Nguyen, Dang Hai
2 Pemy, Moustapha
2 Wang, Yumin
2 Yang, Hailang
2 Zhao, Guangliang
2 Zheng, Wei Xing
1 Asbjornsen, Odd Andreas
1 Baran, Nicholas A.
1 Belu, A.
1 Bensoussan, Alain
1 Bercu, Bernard
1 Cao, Dingzhou
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 Lu, Xianggang
1 McEneaney, William “Mac” M.
1 Nguyen Hai Dang
1 Nguyen, Nhu N.
1 Pandya, Abhilash
1 Syed, Ali M.
1 Tan, Chin An
1 Tan, Senren
1 Tuong, Tran Dinh
1 Wang, Li Yi
1 Xu, Guohua
1 Yan, ZhongFeng
1 Yatsuki, M.
1 Ye, Jun
1 Yin, Baojian
1 Yong, Jiongmin
1 Yu, Jie
1 Yuan, Quan
1 Zhang, Caojin
1 Zhang, Zhenhua
1 Zheng, Han
all top 5

Serials

20 IEEE Transactions on Automatic Control
18 Automatica
17 Journal of Optimization Theory and Applications
17 Stochastic Analysis and Applications
14 Journal of Mathematical Analysis and Applications
10 Acta Mathematicae Applicatae Sinica. English Series
9 SIAM Journal on Control and Optimization
8 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 Systems & Control Letters
5 Dynamic Systems and Applications
5 Stochastics and Stochastics Reports
5 Stochastics
4 IEEE Transactions on Information Theory
4 International Journal of Control
4 Multiscale Modeling & Simulation
4 Applications of Mathematics
3 Advances in Applied Probability
3 Applied Mathematics and Optimization
3 Journal of Multivariate Analysis
3 Quarterly of Applied Mathematics
3 Insurance Mathematics & Economics
3 Stochastic Processes and their Applications
3 SIAM Journal on Optimization
3 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis
3 Communications in Information and Systems
2 Journal of Applied Probability
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 Communications in Statistics. Theory and Methods
2 International Journal of Computer Mathematics
2 SIAM Journal on Mathematical Analysis
2 Neural, Parallel & Scientific Computations
2 Mathematical Finance
2 Taiwanese Journal of Mathematics
2 Probability in the Engineering and Informational Sciences
2 The ANZIAM Journal
2 Nonlinear Analysis. Real World Applications
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 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 Mathematical Programming. Series A. Series B
1 Journal of Mathematical Systems, Estimation, and Control
1 Dynamics of Continuous, Discrete and Impulsive Systems
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 Open

217 Publications have been cited 3,556 times in 1,887 Documents Cited by Year
Stochastic approximation and recursive algorithms and applications. 2nd ed. Zbl 1026.62084
Kushner, Harold J.; Yin, G. George
302
2003
Hybrid switching diffusions. Properties and applications. Zbl 1279.60007
Yin, G. George; Zhu, Chao
248
2010
Asymptotic properties of hybrid diffusion systems. Zbl 1140.93045
Zhu, C.; Yin, G.
221
2007
Markowitz’s mean-variance portfolio selection with regime switching: A continuous-time model. Zbl 1175.91169
Zhou, Xun Yu; Yin, G.
183
2003
Stochastic approximation algorithms and applications. Zbl 0914.60006
Kushner, Harold J.; Yin, G. George
135
1997
On competitive Lotka-Volterra model in random environments. Zbl 1182.34078
Zhu, C.; Yin, G.
132
2009
Continuous-time Markov chains and applications. A singular perturbation approach. Zbl 0896.60039
Yin, G. George; Zhang, Qing
110
1998
Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082
Mao, Xuerong; Yin, G. George; Yuan, Chenggui
96
2007
Stability of regime-switching diffusions. Zbl 1119.60065
Khasminskii, R. Z.; Zhu, C.; Yin, G.
92
2007
On hybrid competitive Lotka-Volterra ecosystems. Zbl 1238.34059
Zhu, C.; Yin, G.
92
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
76
2004
Classification of asymptotic behavior in a stochastic SIR model. Zbl 1343.34109
Dieu, N. T.; Nguyen, D. H.; Du, N. H.; Yin, G.
48
2016
Recursive algorithms for stock liquidation: a stochastic optimization approach. Zbl 1021.91022
Yin, G.; Liu, R. H.; Zhang, Q.
47
2002
Limit behavior of two-time-scale diffusions revisited. Zbl 1112.35014
Khasminskii, R. Z.; Yin, G.
41
2005
Conditions for permanence and ergodicity of certain stochastic predator-prey models. Zbl 1338.34091
Du, Nguyen Huu; Nguyen, Dang Hai; Yin, G. George
41
2016
On averaging principles: An asymptotic expansion approach. Zbl 1072.34054
Khasminskii, R. Z.; Yin, G.
37
2004
System identification using binary sensors. Zbl 1364.93836
Wang, Le Yi; Zhang, Ji-Feng; Yin, G. George
37
2003
Discrete-time Markov chains. Two-time-scale methods and applications. Zbl 1072.60002
Yin, G. George; Zhang, Qing
36
2005
Continuous-time Markov chains and applications. A two-time-scale approach. 2nd ed. Zbl 1277.60127
Yin, G. George; Zhang, Qing
35
2013
System identification with quantized observations. Zbl 1354.93005
Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng; Zhao, Yanlong
35
2010
Asymptotic expansions of singularly perturbed systems involving rapidly fluctuating Markov chains. Zbl 0849.34047
Khasminskii, R. Z.; Yin, G.; Zhang, Q.
33
1996
Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise. Zbl 1329.60176
Dang, N. H.; Du, N. H.; Yin, G.
33
2014
Option pricing in a regime-switching model using the fast Fourier transform. Zbl 1140.91402
Liu, R. H.; Zhang, Q.; Yin, G.
33
2006
Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016
Mao, Xuerong; Yuan, Chenggui; Yin, G.
30
2005
Regime switching stochastic approximation algorithms with application to adaptive discrete stochastic optimization. Zbl 1112.62330
Yin, G.; Krishnamurthy, Vikram; Ion, Cristina
29
2004
Near-optimal controls of random-switching LQ problems with indefinite control weight costs. Zbl 1091.93019
Liu, Yuanjin; Yin, G.; Zhou, Xun Yu
27
2005
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
26
2013
Robust production and maintenance planning in stochastic manufacturing systems. Zbl 0837.90054
Boukas, E. K.; Zhang, Q.; Yin, G.
25
1995
Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction. Zbl 1294.93077
Tran, Ky; Yin, G.
25
2014
On transition densities of singularly perturbed diffusions with fast and slow components. Zbl 0863.60076
Khasminskii, R. Z.; Yin, G.
25
1996
On strong Feller, recurrence, and weak stabilization of regime-switching diffusions. Zbl 1282.93201
Zhu, C.; Yin, G.
24
2009
Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states. Zbl 1054.60078
Yin, G.; Zhang, Q.; Badowski, G.
23
2000
Stochastic approximation algorithms for parallel and distributed processing. Zbl 0643.62055
Kushner, H. J.; Yin, G.
23
1987
Asymptotically efficient parameter estimation using quantized output observations. Zbl 1123.93083
Wang, Le Yi; Yin, G. George
23
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.
22
2007
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. Zbl 1117.93370
Song, Q. S.; Yin, G.; Zhang, Z.
22
2006
Nearly-optimal asset allocation in hybrid stock investment models. Zbl 1090.91049
Zhang, Q.; Yin, G.
22
2004
Discrete-time singularly perturbed Markov chains: Aggregation, occupation measures, and switching diffusion limit. Zbl 1048.60058
Yin, G.; Zhang, Q.; Badowski, G.
22
2003
Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances. Zbl 1008.93027
Wang, Li Yi; Yin, G. George
21
2002
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
21
2013
Stability of hybrid dynamic systems containing singularly perturbed random processes. Zbl 1364.93841
Badowski, Grazyna; Yin, G. George
20
2002
Properties of solutions of stochastic differential equations with continuous-state-dependent switching. Zbl 1202.60093
Yin, G.; Zhu, C.
20
2010
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
20
2012
Asymptotic properties of distributed and communicating stochastic approximation algorithms. Zbl 0637.62078
Kushner, Harold J.; Yin, G.
19
1987
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
18
2011
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.
18
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.
18
2008
Identification of Wiener systems with binary-valued output observations. Zbl 1119.93067
Zhao, Yanlong; Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng
18
2007
Asymptotic series for singularly perturbed Kolmogorov-Fokker-Planck equations. Zbl 0873.35015
Khasminskii, R. Z.; Yin, G.
18
1996
On nearly optimal controls of hybrid LQG problems. Zbl 1136.93466
Zhang, Qing; Yin, Gang George
16
1999
On extensions of Polyak’s averaging approach to stochastic approximation. Zbl 0749.62055
Yin, G.
15
1991
Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions. Zbl 0870.34058
Khasminskii, R. Z.; Yin, G.; Zhang, Q.
15
1997
Regularization and stabilization of randomly switching dynamic systems. Zbl 1272.34076
Yin, G.; Zhao, Guangliang; Wu, Fuke
15
2012
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
15
2011
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
14
2006
Stability of nonlinear regime-switching jump diffusion. Zbl 1300.60100
Yang, Zhixin; Yin, G.
14
2012
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
14
2010
Singularly perturbed discrete-time Markov chains. Zbl 0972.60068
Yin, G.; Zhang, Q.
13
2000
Numerical solutions for stochastic differential games with regime switching. Zbl 1367.91028
Song, Qingshuo; Yin, G. George; Zhang, Zhimin
13
2008
Stochastic optimization methods for buying-low-and-selling-high strategies. Zbl 1163.62341
Song, Q. S.; Yin, G.; Zhang, Q.
13
2009
Moment exponential stability of random delay systems with two-time-scale Markovian switching. Zbl 1263.60062
Wu, Fuke; Yin, G.; Wang, Le Yi
13
2012
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 jump-diffusions with regime switching. Zbl 1071.60050
Yin, G.; Song, Q. S.; Zhang, Z.
12
2005
A near-optimal selling rule for a two-time-scale market model. Zbl 1108.91031
Zhang, Q.; Yin, G.; Liu, R. H.
12
2005
Optimal control of a marketing-production system. Zbl 1017.90035
Zhang, Qing; Yin, Gang George; Boukas, El-Kebir
12
2001
Threshold-type policies for real options using regime-switching models. Zbl 1255.91444
Bensoussan, Alain; Yan, ZhongFeng; Yin, G.
12
2012
Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies. Zbl 1219.93117
Yin, G.; Sun, Yu; Wang, Le Yi
12
2011
Protection zones for survival of species in random environment. Zbl 1352.34069
Dieu, N. T.; Du, N. H.; Nguyen, H. D.; Yin, G.
11
2016
Quantized identification with dependent noise and Fisher information ratio of communication channels. Zbl 1368.94078
Wang, Le Yi; Yin, G. George
11
2010
Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions. Zbl 0957.35023
Khasminskii, R. Z.; Yin, G.
11
2000
Stability of random-switching systems of differential equations. Zbl 1163.93036
Zhu, C.; Yin, G.; Song, Q. S.
11
2009
Persistent identification of systems with unmodeled dynamics and exogenous disturbances. Zbl 0991.93118
Wang, Le Yi; Yin, G. George
11
2000
Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching. Zbl 1260.93171
Xi, Fubao; Yin, G.
11
2013
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
Rates of convergence for a class of global stochastic optimization algorithms. Zbl 0958.60020
Yin, G.
10
1999
On H-valued Robbins-Monro processes. Zbl 0702.62076
Yin, G.; Zhu, Y. M.
10
1990
Two-time-scale Markov chains and applications to quasi-birth-death queues. Zbl 1073.60072
Yin, G.; Zhang, Hanqin
10
2005
Numerical methods for optimal harvesting strategies in random environments under partial observations. Zbl 1339.93102
Tran, Ky; Yin, G.
10
2016
Stability of a pure random delay system with two-time-scale Markovian switching. Zbl 1257.34064
Wu, Fuke; Yin, G. George; Wang, Le Yi
10
2012
Large deviations for multi-scale Markovian switching systems with a small diffusion. Zbl 1298.60096
He, Qi; Yin, G.
10
2014
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.
10
2013
Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process. Zbl 1186.60056
Yin, G.
10
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
9
2009
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.
9
2010
Asymptotic properties of a mean-field model with a continuous-state-dependent switching process. Zbl 1159.60341
Xi, Fubao; Yin, G.
9
2009
A stopping rule for the Robbins-Monro method. Zbl 0687.62068
Yin, G.
9
1990
A differential delay equation with wideband noise perturbations. Zbl 0709.60023
Yin, G.; Ramachandran, K. M.
9
1990
Least mean square algorithms with Markov regime-switching limit. Zbl 1365.93555
Yin, G. George; Krishnamurthy, Vikram
9
2005
Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations. Zbl 1239.65004
Nguyen, Son Luu; Yin, Gang George
9
2012
Almost sure and complete convergence of randomly weighted sums of independent random elements in Banach spaces. Zbl 1246.60046
Le Van Thanh; Yin, G.
9
2011
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
8
2008
Weak convergence of hybrid filtering problems involving nearly completely decomposable hidden Markov chains. Zbl 1030.60018
Yin, G.; Dey, S.
8
2003
Structural properties of Markov chains with weak and strong interactions. Zbl 0913.60068
Zhang, Q.; Yin, G.
8
1997
Identification of Hammerstein systems with quantized observations. Zbl 1210.93077
Zhao, Yanlong; Zhang, Ji-Feng; Wang, Le Yi; Yin, G. George
8
2010
Identification of systems with regime switching and unmodeled dynamics. Zbl 1367.93685
Yin, G. George; Kan, Shaobai; Wang, Le Yi; Xu, Cheng-Zhong
7
2009
Singularly perturbed diffusisons: Rapid switchings and fast diffusions. Zbl 1033.60071
Il’in, A. M.; Khasminskii, R. Z.; Yin, G.
7
1999
A central limit theorem for singularly perturbed nonstationary finite state Markov chains. Zbl 0855.60018
Zhang, Q.; Yin, G.
7
1996
Two-time-scale jump-diffusion models with Markovian switching regimes. Zbl 1060.60080
Yin, G.; Yang, H.
7
2004
Optimal debt ratio and dividend payment strategies with reinsurance. Zbl 1348.91156
Jin, Zhuo; Yang, Hailiang; Yin, G.
7
2015
Numerical methods for portfolio selection with bounded constraints. Zbl 1180.91276
Yin, G.; Jin, Hanqing; Jin, Zhuo
7
2009
A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis. Zbl 1460.91226
Jin, Zhuo; Yang, Hailiang; Yin, G.
2
2021
Longtime behavior of a class of stochastic tumor-immune systems. Zbl 1453.92083
Tuong, T. D.; Nguyen, N. N.; Yin, G.
3
2020
Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model. Zbl 1378.91102
Tan, Senren; Jin, Zhuo; Yin, G.
3
2018
Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates. Zbl 1365.93546
Lu, Xianggang; Yin, G.; Guo, Xianping
2
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.
48
2016
Conditions for permanence and ergodicity of certain stochastic predator-prey models. Zbl 1338.34091
Du, Nguyen Huu; Nguyen, Dang Hai; Yin, G. George
41
2016
Protection zones for survival of species in random environment. Zbl 1352.34069
Dieu, N. T.; Du, N. H.; Nguyen, H. D.; Yin, G.
11
2016
Numerical methods for optimal harvesting strategies in random environments under partial observations. Zbl 1339.93102
Tran, Ky; Yin, G.
10
2016
A generalized Goodwin business cycle model in random environment. Zbl 1331.91128
Tran, Ky; Yin, G.; Wang, Le Yi
3
2016
Singularly perturbed multi-scale switching diffusions. Zbl 1350.60081
Tran, Ky Quan; Yin, G.; Wang, Le Yi; Zhang, Hanqin
1
2016
Optimal debt ratio and dividend payment strategies with reinsurance. Zbl 1348.91156
Jin, Zhuo; Yang, Hailiang; Yin, G.
7
2015
Stability of numerical methods for jump diffusions and Markovian switching jump diffusions. Zbl 1341.60076
Yang, Zhixin; Yin, G.; Li, Haibo
3
2015
Weighted sums of strongly mixing random variables with an application to nonparametric regression. Zbl 1328.60087
Thanh, Le Van; Yin, G.
2
2015
Stochastic Liénard equations with state-dependent switching. Zbl 1338.60200
Xi, Fu-bao; Yin, G.
2
2015
System identification under regular, binary, and quantized observations: moderate deviations error bounds. Zbl 1360.93723
He, Qi; Yin, G. George; Wang, Le Yi
1
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.
33
2014
Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction. Zbl 1294.93077
Tran, Ky; Yin, G.
25
2014
Large deviations for multi-scale Markovian switching systems with a small diffusion. Zbl 1298.60096
He, Qi; Yin, G.
10
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
6
2014
Asset allocation for regime-switching market models under partial observation. Zbl 1307.91170
Yu, L.; Zhang, Q.; Yin, G.
3
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
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
Sign-regressor adaptive filtering algorithms for Markovian parameters. Zbl 1286.93180
Yin, G. George; Hashemi, Araz; Wang, Le Yi
1
2014
Stochastic Liénard equations with random switching and two-time scales. Zbl 1304.34104
Yin, G.; Talafha, Yousef; Xi, Fubao
1
2014
Continuous-time Markov chains and applications. A two-time-scale approach. 2nd ed. Zbl 1277.60127
Yin, G. George; Zhang, Qing
35
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
26
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
21
2013
Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching. Zbl 1260.93171
Xi, Fubao; Yin, G.
11
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.
10
2013
Asynchronous stochastic approximation algorithms for networked systems: regime-switching topologies and multiscale structure. Zbl 1287.60108
Yin, G.; Yuan, Quan; Wang, Le Yi
4
2013
System identification using regular and quantized observations. Applications of large deviations principles. Zbl 1285.93003
He, Qi; Wang, Le Yi; Yin, G. George
3
2013
Asymptotic stability of switching diffusions having sub-exponential rates of decay. Zbl 1452.93034
Li, Haibo; Yin, G.; Ye, Jun
2
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
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
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
20
2012
Regularization and stabilization of randomly switching dynamic systems. Zbl 1272.34076
Yin, G.; Zhao, Guangliang; Wu, Fuke
15
2012
Stability of nonlinear regime-switching jump diffusion. Zbl 1300.60100
Yang, Zhixin; Yin, G.
14
2012
Moment exponential stability of random delay systems with two-time-scale Markovian switching. Zbl 1263.60062
Wu, Fuke; Yin, G.; Wang, Le Yi
13
2012
Threshold-type policies for real options using regime-switching models. Zbl 1255.91444
Bensoussan, Alain; Yan, ZhongFeng; Yin, G.
12
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
10
2012
Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations. Zbl 1239.65004
Nguyen, Son Luu; Yin, Gang George
9
2012
Pathwise convergence rate for numerical solutions of stochastic differential equations. Zbl 1246.65018
Nguyen, Son Luu; Yin, G.
5
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
18
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
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
12
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.
9
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
6
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.
4
2011
Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems. Zbl 1225.93116
He, Qi; Yin, Gang George
2
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
2
2011
A stochastic approximation algorithm for American lookback put options. Zbl 1216.93113
Zhang, Zhenhua; Yin, G.; Liang, Zhian
1
2011
A trend-following strategy: conditions for optimality. Zbl 1213.91141
Kong, Hoi Tin; Zhang, Qing; Yin, G. George
1
2011
Hybrid switching diffusions. Properties and applications. Zbl 1279.60007
Yin, G. George; Zhu, Chao
248
2010
System identification with quantized observations. Zbl 1354.93005
Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng; Zhao, Yanlong
35
2010
Properties of solutions of stochastic differential equations with continuous-state-dependent switching. Zbl 1202.60093
Yin, G.; Zhu, C.
20
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
14
2010
Quantized identification with dependent noise and Fisher information ratio of communication channels. Zbl 1368.94078
Wang, Le Yi; Yin, G. George
11
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.
9
2010
Identification of Hammerstein systems with quantized observations. Zbl 1210.93077
Zhao, Yanlong; Zhang, Ji-Feng; Wang, Le Yi; Yin, G. George
8
2010
Asymptotically optimal dividend policy for regime-switching compound Poisson models. Zbl 1204.91061
Yin, G.; Jin, Zhuo; Yang, Hailiang
4
2010
Recursive algorithms for trailing stop: Stochastic approximation approach. Zbl 1205.90212
Yin, G.; Zhang, Q.; Zhuang, C.
1
2010
Signal estimation with binary-valued sensors. Zbl 1198.94051
Wang, Leyi; Yin, Gang George; Li, Chanying; Zheng, Weixing
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
Asymptotic properties of Markov-modulated random sequences with fast and slow timescales. Zbl 1232.60023
Nguyen, Son Luu; Yin, G.
1
2010
Weak convergence of Markov-modulated random sequences. Zbl 1219.60025
Nguyen, Son Luu; Yin, G.
1
2010
On competitive Lotka-Volterra model in random environments. Zbl 1182.34078
Zhu, C.; Yin, G.
132
2009
On hybrid competitive Lotka-Volterra ecosystems. Zbl 1238.34059
Zhu, C.; Yin, G.
92
2009
On strong Feller, recurrence, and weak stabilization of regime-switching diffusions. Zbl 1282.93201
Zhu, C.; Yin, G.
24
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.
10
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
9
2009
Asymptotic properties of a mean-field model with a continuous-state-dependent switching process. Zbl 1159.60341
Xi, Fubao; Yin, G.
9
2009
Identification of systems with regime switching and unmodeled dynamics. Zbl 1367.93685
Yin, G. George; Kan, Shaobai; Wang, Le Yi; Xu, Cheng-Zhong
7
2009
Numerical methods for portfolio selection with bounded constraints. Zbl 1180.91276
Yin, G.; Jin, Hanqing; Jin, Zhuo
7
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.
5
2009
Tracking and identification of regime-switching systems using binary sensors. Zbl 1162.93043
Yin, G.; Wang, Le Yi; Kan, Shaobai
5
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
Stochastic optimization algorithms for barrier dividend strategies. Zbl 1152.91559
Yin, G.; Song, Q. S.; Yang, H.
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
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.
18
2008
Numerical solutions for stochastic differential games with regime switching. Zbl 1367.91028
Song, Qingshuo; Yin, G. George; Zhang, Zhimin
13
2008
Liquidation of a large block of stock with regime switching. Zbl 1214.91106
Pemy, Moustapha; Zhang, Qing; Yin, G. George
13
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
8
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.
221
2007
Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082
Mao, Xuerong; Yin, G. George; Yuan, Chenggui
96
2007
Stability of regime-switching diffusions. Zbl 1119.60065
Khasminskii, R. Z.; Zhu, C.; Yin, G.
92
2007
Asymptotically efficient parameter estimation using quantized output observations. Zbl 1123.93083
Wang, Le Yi; Yin, G. George
23
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.
22
2007
Identification of Wiener systems with binary-valued output observations. Zbl 1119.93067
Zhao, Yanlong; Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng
18
2007
On the notion of weak stability and related issues of hybrid diffusion systems. Zbl 1118.93357
Yin, G.; Zhu, C.
5
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.
1
2007
...and 117 more Documents
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Cited by 2,433 Authors

127 Yin, Gang George
86 Yin, George Gang
80 Jiang, Daqing
51 Zhang, Qing
47 Liu, Meng
43 Mao, Xuerong
42 Hayat, Tasawar
39 Wang, Leyi
35 Liu, Qun
35 Wang, Ke
30 Jin, Zhuo
29 Al-saedi, Ahmed Eid Salem
25 Xi, Fubao
24 Zhu, Chao
22 Nguyen, Dang Hai
19 Lahrouz, Aadil
19 Li, Xiaoyue
19 Wu, Fuke
19 Yuan, Chenggui
18 Lv, Jingliang
18 Tran, Ky Quan
17 Settati, Adel
17 Shao, Jinghai
17 Zou, Xiaoling
16 Zhang, Jifeng
16 Zhang, Xinhong
15 Nguyen Huu Du
13 Zhao, Yanlong
12 Guo, Jin
12 Zhang, Zhenzhong
11 Boukas, El-Kébir
11 Hu, Liangjian
11 Liu, Wei
11 Tong, Jinying
11 Yuan, Sanling
10 Deng, Meiling
10 Fort, Gersende
10 Hu, Guixin
10 Ji, Chunyan
10 Khas’minskiĭ, Rafail Zalmanovich
10 Mo, Jiaqi
10 Nguyen, Son Luu
10 Wang, Linshan
10 Wang, Sheng
10 Zhang, Tonghua
10 Zhu, Quanxin
9 Hening, Alexandru
9 Liu, Lei
9 Nguyen, Nhu N.
9 Shi, Peng
9 Siu, Tak Kuen
9 Song, Qingshuo
9 Wei, Tengda
9 Wu, Zhen
9 Yang, Hailiang
8 Bao, Jianhai
8 Chen, Hanfu
8 El Fatini, Mohamed
8 Lin, Yuguo
8 Shi, Ningzhong
8 Zhang, Qimin
7 Bai, Chuanzhi
7 Bhatnagar, Shalabh
7 Dieu, Nguyen Thanh
7 Feng, Tao
7 Li, Xun
7 Liu, Yuanjin
7 Mao, Wei
7 Nguyen, Dung Tien
7 Pei, Bin
7 Wang, Xuejun
7 Zhu, Yunmin
6 Borkar, Vivek Shripad
6 Cassandras, Christos G.
6 Deng, Feiqi
6 Gao, Miaomiao
6 Hu, Junhao
6 Liu, Jicheng
6 Liu, Ruihua
6 Liu, Yan
6 Lu, Jianqiu
6 Lv, Siyu
6 Meng, Xinzhu
6 Moler, José Antonio
6 O’Regan, Donal
6 Pemy, Moustapha
6 Plo, Fernando
6 San Miguel, Miguel
6 Shen, Yang
6 Shen, Yi
6 Teng, Zhi-dong
6 Wei, Chunjin
6 Wu, Zheng
6 Xu, Yong
6 Yang, Hongfu
6 Yin, Kewen
6 Zhang, Hanqin
6 Zhang, Xiaobing
6 Zu, Li
5 Badowski, Grazyna
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Cited in 310 Serials

118 Automatica
61 Physica A
57 Journal of Mathematical Analysis and Applications
47 Applied Mathematics and Computation
47 Systems & Control Letters
43 Journal of Optimization Theory and Applications
43 SIAM Journal on Control and Optimization
41 Advances in Difference Equations
38 Stochastic Processes and their Applications
37 Stochastic Analysis and Applications
37 Nonlinear Analysis. Hybrid Systems
33 Discrete and Continuous Dynamical Systems. Series B
32 Journal of Systems Science and Complexity
31 Journal of the Franklin Institute
27 International Journal of Control
25 Journal of Computational and Applied Mathematics
24 Journal of Differential Equations
24 Applied Mathematics Letters
23 European Journal of Operational Research
22 Stochastics
21 Statistics & Probability Letters
19 The Annals of Applied Probability
19 Mathematical Programming. Series A. Series B
18 Insurance Mathematics & Economics
17 Applied Mathematics and Optimization
17 Abstract and Applied Analysis
15 Journal of Nonlinear Science
15 International Journal of Biomathematics
14 Acta Mathematicae Applicatae Sinica. English Series
14 Journal of Machine Learning Research (JMLR)
13 The Annals of Statistics
13 Communications in Statistics. Theory and Methods
13 Mathematical Problems in Engineering
13 Discrete Dynamics in Nature and Society
13 Communications in Nonlinear Science and Numerical Simulation
13 Stochastics and Dynamics
13 International Journal of Systems Science. Principles and Applications of Systems and Integration
12 Annals of Operations Research
12 Nonlinear Dynamics
11 Chaos, Solitons and Fractals
11 Journal of Applied Probability
11 Mathematics and Computers in Simulation
11 Applied Mathematical Modelling
11 SIAM Journal on Optimization
11 Bernoulli
11 Methodology and Computing in Applied Probability
11 Mathematical Control and Related Fields
10 Journal of Mathematical Biology
10 International Journal of Theoretical and Applied Finance
10 Quantitative Finance
9 Advances in Applied Probability
8 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
8 Discrete Event Dynamic Systems
8 Automation and Remote Control
8 Journal of Applied Mathematics and Computing
8 Frontiers of Mathematics in China
7 Applicable Analysis
7 Computers & Mathematics with Applications
7 Journal of Economic Theory
7 Journal of Statistical Planning and Inference
7 SIAM Journal on Applied Mathematics
7 International Journal of Robust and Nonlinear Control
7 Filomat
7 Journal of Inequalities and Applications
7 Journal of Applied Mathematics
7 SIAM Journal on Applied Dynamical Systems
7 Journal of Industrial and Management Optimization
6 Bulletin of Mathematical Biology
6 International Journal of Computer Mathematics
6 Computational Optimization and Applications
6 Mathematical Methods of Statistics
6 Nonlinear Analysis. Real World Applications
6 Stochastic Models
6 Journal of Nonlinear Science and Applications
6 Science China. Mathematics
6 Asian Journal of Control
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5 Journal of Computational Physics
5 Nonlinearity
5 Mathematics of Operations Research
5 Statistics
5 Journal of Economic Dynamics & Control
5 Queueing Systems
5 Neural Networks
5 Machine Learning
5 Journal of Dynamics and Differential Equations
5 Potential Analysis
5 Journal of Mathematical Sciences (New York)
5 Journal of Mathematical Chemistry
5 Mathematical Finance
5 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
5 Statistical Inference for Stochastic Processes
5 The ANZIAM Journal
5 Statistics and Computing
5 SIAM/ASA Journal on Uncertainty Quantification
4 Computer Methods in Applied Mechanics and Engineering
4 International Journal of Systems Science
4 Journal of Statistical Physics
4 Operations Research Letters
4 Applied Mathematics and Mechanics. (English Edition)
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