Edit Profile (opens in new tab) Yin, Gang George Compute Distance To: Compute Author ID: yin.gang-george Published as: Yin, G.; Yin, G. George; Yin, Gang George more...less Homepage: http://www.math.wayne.edu/~gyin/ Documents Indexed: 290 Publications since 1987, including 8 Books 2 Contributions as Editor Co-Authors: 90 Co-Authors with 258 Joint Publications 2,830 Co-Co-Authors 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 all top 5 Fields 178 Probability theory and stochastic processes (60-XX) 144 Systems theory; control (93-XX) 57 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 51 Statistics (62-XX) 41 Ordinary differential equations (34-XX) 35 Operations research, mathematical programming (90-XX) 32 Numerical analysis (65-XX) 15 Partial differential equations (35-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 10 Biology and other natural sciences (92-XX) 10 Information and communication theory, circuits (94-XX) 6 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 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications 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 1026.62084Kushner, Harold J.; Yin, G. George 302 2003 Hybrid switching diffusions. Properties and applications. Zbl 1279.60007Yin, G. George; Zhu, Chao 248 2010 Asymptotic properties of hybrid diffusion systems. Zbl 1140.93045Zhu, C.; Yin, G. 221 2007 Markowitz’s mean-variance portfolio selection with regime switching: A continuous-time model. Zbl 1175.91169Zhou, Xun Yu; Yin, G. 183 2003 Stochastic approximation algorithms and applications. Zbl 0914.60006Kushner, Harold J.; Yin, G. George 135 1997 On competitive Lotka-Volterra model in random environments. Zbl 1182.34078Zhu, C.; Yin, G. 132 2009 Continuous-time Markov chains and applications. A singular perturbation approach. Zbl 0896.60039Yin, G. George; Zhang, Qing 110 1998 Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082Mao, Xuerong; Yin, G. George; Yuan, Chenggui 96 2007 Stability of regime-switching diffusions. Zbl 1119.60065Khasminskii, R. Z.; Zhu, C.; Yin, G. 92 2007 On hybrid competitive Lotka-Volterra ecosystems. Zbl 1238.34059Zhu, C.; Yin, G. 92 2009 Markowitz’s mean-variance portfolio selection with regime switching: from discrete-time models to their continuous-time limits. Zbl 1366.91148Yin, G.; Zhou, Xun Yu 76 2004 Classification of asymptotic behavior in a stochastic SIR model. Zbl 1343.34109Dieu, N. T.; Nguyen, D. H.; Du, N. H.; Yin, G. 48 2016 Recursive algorithms for stock liquidation: a stochastic optimization approach. Zbl 1021.91022Yin, G.; Liu, R. H.; Zhang, Q. 47 2002 Limit behavior of two-time-scale diffusions revisited. Zbl 1112.35014Khasminskii, R. Z.; Yin, G. 41 2005 Conditions for permanence and ergodicity of certain stochastic predator-prey models. Zbl 1338.34091Du, Nguyen Huu; Nguyen, Dang Hai; Yin, G. George 41 2016 On averaging principles: An asymptotic expansion approach. Zbl 1072.34054Khasminskii, R. Z.; Yin, G. 37 2004 System identification using binary sensors. Zbl 1364.93836Wang, Le Yi; Zhang, Ji-Feng; Yin, G. George 37 2003 Discrete-time Markov chains. Two-time-scale methods and applications. Zbl 1072.60002Yin, G. George; Zhang, Qing 36 2005 Continuous-time Markov chains and applications. A two-time-scale approach. 2nd ed. Zbl 1277.60127Yin, G. George; Zhang, Qing 35 2013 System identification with quantized observations. Zbl 1354.93005Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng; Zhao, Yanlong 35 2010 Asymptotic expansions of singularly perturbed systems involving rapidly fluctuating Markov chains. Zbl 0849.34047Khasminskii, R. Z.; Yin, G.; Zhang, Q. 33 1996 Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise. Zbl 1329.60176Dang, N. H.; Du, N. H.; Yin, G. 33 2014 Option pricing in a regime-switching model using the fast Fourier transform. Zbl 1140.91402Liu, R. H.; Zhang, Q.; Yin, G. 33 2006 Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016Mao, Xuerong; Yuan, Chenggui; Yin, G. 30 2005 Regime switching stochastic approximation algorithms with application to adaptive discrete stochastic optimization. Zbl 1112.62330Yin, G.; Krishnamurthy, Vikram; Ion, Cristina 29 2004 Near-optimal controls of random-switching LQ problems with indefinite control weight costs. Zbl 1091.93019Liu, 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 1364.93863Jin, Zhuo; Yang, Hailiang; Yin, Gang George 26 2013 Robust production and maintenance planning in stochastic manufacturing systems. Zbl 0837.90054Boukas, E. K.; Zhang, Q.; Yin, G. 25 1995 Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction. Zbl 1294.93077Tran, Ky; Yin, G. 25 2014 On transition densities of singularly perturbed diffusions with fast and slow components. Zbl 0863.60076Khasminskii, R. Z.; Yin, G. 25 1996 On strong Feller, recurrence, and weak stabilization of regime-switching diffusions. Zbl 1282.93201Zhu, C.; Yin, G. 24 2009 Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states. Zbl 1054.60078Yin, G.; Zhang, Q.; Badowski, G. 23 2000 Stochastic approximation algorithms for parallel and distributed processing. Zbl 0643.62055Kushner, H. J.; Yin, G. 23 1987 Asymptotically efficient parameter estimation using quantized output observations. Zbl 1123.93083Wang, Le Yi; Yin, G. George 23 2007 Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. Zbl 1121.65011Mao, Xuerong; Yuan, Chenggui; Yin, G. 22 2007 Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. Zbl 1117.93370Song, Q. S.; Yin, G.; Zhang, Z. 22 2006 Nearly-optimal asset allocation in hybrid stock investment models. Zbl 1090.91049Zhang, Q.; Yin, G. 22 2004 Discrete-time singularly perturbed Markov chains: Aggregation, occupation measures, and switching diffusion limit. Zbl 1048.60058Yin, G.; Zhang, Q.; Badowski, G. 22 2003 Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances. Zbl 1008.93027Wang, Li Yi; Yin, G. George 21 2002 Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods. Zbl 1290.91090Jin, Zhuo; Yin, G.; Wu, Fuke 21 2013 Stability of hybrid dynamic systems containing singularly perturbed random processes. Zbl 1364.93841Badowski, Grazyna; Yin, G. George 20 2002 Properties of solutions of stochastic differential equations with continuous-state-dependent switching. Zbl 1202.60093Yin, G.; Zhu, C. 20 2010 Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. Zbl 1267.93184Jin, Zhuo; Yin, G.; Zhu, Chao 20 2012 Asymptotic properties of distributed and communicating stochastic approximation algorithms. Zbl 0637.62078Kushner, Harold J.; Yin, G. 19 1987 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 18 2011 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. 18 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. 18 2008 Identification of Wiener systems with binary-valued output observations. Zbl 1119.93067Zhao, Yanlong; Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng 18 2007 Asymptotic series for singularly perturbed Kolmogorov-Fokker-Planck equations. Zbl 0873.35015Khasminskii, R. Z.; Yin, G. 18 1996 On nearly optimal controls of hybrid LQG problems. Zbl 1136.93466Zhang, Qing; Yin, Gang George 16 1999 On extensions of Polyak’s averaging approach to stochastic approximation. Zbl 0749.62055Yin, G. 15 1991 Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions. Zbl 0870.34058Khasminskii, R. Z.; Yin, G.; Zhang, Q. 15 1997 Regularization and stabilization of randomly switching dynamic systems. Zbl 1272.34076Yin, 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 1219.93139Le 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 1103.93024Wang, Le Yi; Yin, G. George; Zhang, Ji-Feng 14 2006 Stability of nonlinear regime-switching jump diffusion. Zbl 1300.60100Yang, 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 1208.65019Yin, G.; Mao, Xuerong; Yuan, Chenggui; Cao, Dingzhou 14 2010 Singularly perturbed discrete-time Markov chains. Zbl 0972.60068Yin, G.; Zhang, Q. 13 2000 Numerical solutions for stochastic differential games with regime switching. Zbl 1367.91028Song, Qingshuo; Yin, G. George; Zhang, Zhimin 13 2008 Stochastic optimization methods for buying-low-and-selling-high strategies. Zbl 1163.62341Song, Q. S.; Yin, G.; Zhang, Q. 13 2009 Moment exponential stability of random delay systems with two-time-scale Markovian switching. Zbl 1263.60062Wu, Fuke; Yin, G.; Wang, Le Yi 13 2012 Liquidation of a large block of stock with regime switching. Zbl 1214.91106Pemy, Moustapha; Zhang, Qing; Yin, G. George 13 2008 Numerical solutions for jump-diffusions with regime switching. Zbl 1071.60050Yin, G.; Song, Q. S.; Zhang, Z. 12 2005 A near-optimal selling rule for a two-time-scale market model. Zbl 1108.91031Zhang, Q.; Yin, G.; Liu, R. H. 12 2005 Optimal control of a marketing-production system. Zbl 1017.90035Zhang, Qing; Yin, Gang George; Boukas, El-Kebir 12 2001 Threshold-type policies for real options using regime-switching models. Zbl 1255.91444Bensoussan, Alain; Yan, ZhongFeng; Yin, G. 12 2012 Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies. Zbl 1219.93117Yin, G.; Sun, Yu; Wang, Le Yi 12 2011 Protection zones for survival of species in random environment. Zbl 1352.34069Dieu, 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 1368.94078Wang, Le Yi; Yin, G. George 11 2010 Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions. Zbl 0957.35023Khasminskii, R. Z.; Yin, G. 11 2000 Stability of random-switching systems of differential equations. Zbl 1163.93036Zhu, C.; Yin, G.; Song, Q. S. 11 2009 Persistent identification of systems with unmodeled dynamics and exogenous disturbances. Zbl 0991.93118Wang, Le Yi; Yin, G. George 11 2000 Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching. Zbl 1260.93171Xi, Fubao; Yin, G. 11 2013 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 Rates of convergence for a class of global stochastic optimization algorithms. Zbl 0958.60020Yin, G. 10 1999 On H-valued Robbins-Monro processes. Zbl 0702.62076Yin, G.; Zhu, Y. M. 10 1990 Two-time-scale Markov chains and applications to quasi-birth-death queues. Zbl 1073.60072Yin, G.; Zhang, Hanqin 10 2005 Numerical methods for optimal harvesting strategies in random environments under partial observations. Zbl 1339.93102Tran, Ky; Yin, G. 10 2016 Stability of a pure random delay system with two-time-scale Markovian switching. Zbl 1257.34064Wu, Fuke; Yin, G. George; Wang, Le Yi 10 2012 Large deviations for multi-scale Markovian switching systems with a small diffusion. Zbl 1298.60096He, 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 1276.49022Jin, Zhuo; Yin, G. 10 2013 Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process. Zbl 1186.60056Yin, G. 10 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 9 2009 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. 9 2010 Asymptotic properties of a mean-field model with a continuous-state-dependent switching process. Zbl 1159.60341Xi, Fubao; Yin, G. 9 2009 A stopping rule for the Robbins-Monro method. Zbl 0687.62068Yin, G. 9 1990 A differential delay equation with wideband noise perturbations. Zbl 0709.60023Yin, G.; Ramachandran, K. M. 9 1990 Least mean square algorithms with Markov regime-switching limit. Zbl 1365.93555Yin, G. George; Krishnamurthy, Vikram 9 2005 Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations. Zbl 1239.65004Nguyen, Son Luu; Yin, Gang George 9 2012 Almost sure and complete convergence of randomly weighted sums of independent random elements in Banach spaces. Zbl 1246.60046Le Van Thanh; Yin, G. 9 2011 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 8 2008 Weak convergence of hybrid filtering problems involving nearly completely decomposable hidden Markov chains. Zbl 1030.60018Yin, G.; Dey, S. 8 2003 Structural properties of Markov chains with weak and strong interactions. Zbl 0913.60068Zhang, Q.; Yin, G. 8 1997 Identification of Hammerstein systems with quantized observations. Zbl 1210.93077Zhao, Yanlong; Zhang, Ji-Feng; Wang, Le Yi; Yin, G. George 8 2010 Identification of systems with regime switching and unmodeled dynamics. Zbl 1367.93685Yin, G. George; Kan, Shaobai; Wang, Le Yi; Xu, Cheng-Zhong 7 2009 Singularly perturbed diffusisons: Rapid switchings and fast diffusions. Zbl 1033.60071Il’in, A. M.; Khasminskii, R. Z.; Yin, G. 7 1999 A central limit theorem for singularly perturbed nonstationary finite state Markov chains. Zbl 0855.60018Zhang, Q.; Yin, G. 7 1996 Two-time-scale jump-diffusion models with Markovian switching regimes. Zbl 1060.60080Yin, G.; Yang, H. 7 2004 Optimal debt ratio and dividend payment strategies with reinsurance. Zbl 1348.91156Jin, Zhuo; Yang, Hailiang; Yin, G. 7 2015 Numerical methods for portfolio selection with bounded constraints. Zbl 1180.91276Yin, G.; Jin, Hanqing; Jin, Zhuo 7 2009 A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis. Zbl 1460.91226Jin, Zhuo; Yang, Hailiang; Yin, G. 2 2021 Longtime behavior of a class of stochastic tumor-immune systems. Zbl 1453.92083Tuong, 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 1378.91102Tan, Senren; Jin, Zhuo; Yin, G. 3 2018 Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates. Zbl 1365.93546Lu, Xianggang; Yin, G.; Guo, Xianping 2 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. 48 2016 Conditions for permanence and ergodicity of certain stochastic predator-prey models. Zbl 1338.34091Du, Nguyen Huu; Nguyen, Dang Hai; Yin, G. George 41 2016 Protection zones for survival of species in random environment. Zbl 1352.34069Dieu, 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 1339.93102Tran, Ky; Yin, G. 10 2016 A generalized Goodwin business cycle model in random environment. Zbl 1331.91128Tran, Ky; Yin, G.; Wang, Le Yi 3 2016 Singularly perturbed multi-scale switching diffusions. Zbl 1350.60081Tran, Ky Quan; Yin, G.; Wang, Le Yi; Zhang, Hanqin 1 2016 Optimal debt ratio and dividend payment strategies with reinsurance. Zbl 1348.91156Jin, Zhuo; Yang, Hailiang; Yin, G. 7 2015 Stability of numerical methods for jump diffusions and Markovian switching jump diffusions. Zbl 1341.60076Yang, Zhixin; Yin, G.; Li, Haibo 3 2015 Weighted sums of strongly mixing random variables with an application to nonparametric regression. Zbl 1328.60087Thanh, Le Van; Yin, G. 2 2015 Stochastic Liénard equations with state-dependent switching. Zbl 1338.60200Xi, Fu-bao; Yin, G. 2 2015 System identification under regular, binary, and quantized observations: moderate deviations error bounds. Zbl 1360.93723He, Qi; Yin, G. George; Wang, Le Yi 1 2015 Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise. Zbl 1329.60176Dang, N. H.; Du, N. H.; Yin, G. 33 2014 Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction. Zbl 1294.93077Tran, Ky; Yin, G. 25 2014 Large deviations for multi-scale Markovian switching systems with a small diffusion. Zbl 1298.60096He, Qi; Yin, G. 10 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 6 2014 Asset allocation for regime-switching market models under partial observation. Zbl 1307.91170Yu, L.; Zhang, Q.; Yin, G. 3 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 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 Sign-regressor adaptive filtering algorithms for Markovian parameters. Zbl 1286.93180Yin, G. George; Hashemi, Araz; Wang, Le Yi 1 2014 Stochastic Liénard equations with random switching and two-time scales. Zbl 1304.34104Yin, G.; Talafha, Yousef; Xi, Fubao 1 2014 Continuous-time Markov chains and applications. A two-time-scale approach. 2nd ed. Zbl 1277.60127Yin, 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 1364.93863Jin, 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 1290.91090Jin, Zhuo; Yin, G.; Wu, Fuke 21 2013 Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching. Zbl 1260.93171Xi, 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 1276.49022Jin, Zhuo; Yin, G. 10 2013 Asynchronous stochastic approximation algorithms for networked systems: regime-switching topologies and multiscale structure. Zbl 1287.60108Yin, G.; Yuan, Quan; Wang, Le Yi 4 2013 System identification using regular and quantized observations. Applications of large deviations principles. Zbl 1285.93003He, Qi; Wang, Le Yi; Yin, G. George 3 2013 Asymptotic stability of switching diffusions having sub-exponential rates of decay. Zbl 1452.93034Li, Haibo; Yin, G.; Ye, Jun 2 2013 Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions. Zbl 1282.60073Nguyen, Dung Tien; Yin, G. 1 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 Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. Zbl 1267.93184Jin, Zhuo; Yin, G.; Zhu, Chao 20 2012 Regularization and stabilization of randomly switching dynamic systems. Zbl 1272.34076Yin, G.; Zhao, Guangliang; Wu, Fuke 15 2012 Stability of nonlinear regime-switching jump diffusion. Zbl 1300.60100Yang, Zhixin; Yin, G. 14 2012 Moment exponential stability of random delay systems with two-time-scale Markovian switching. Zbl 1263.60062Wu, Fuke; Yin, G.; Wang, Le Yi 13 2012 Threshold-type policies for real options using regime-switching models. Zbl 1255.91444Bensoussan, Alain; Yan, ZhongFeng; Yin, G. 12 2012 Stability of a pure random delay system with two-time-scale Markovian switching. Zbl 1257.34064Wu, Fuke; Yin, G. George; Wang, Le Yi 10 2012 Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations. Zbl 1239.65004Nguyen, Son Luu; Yin, Gang George 9 2012 Pathwise convergence rate for numerical solutions of stochastic differential equations. Zbl 1246.65018Nguyen, Son Luu; Yin, G. 5 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 18 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 15 2011 Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies. Zbl 1219.93117Yin, 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 1246.60046Le Van Thanh; Yin, G. 9 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 6 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. 4 2011 Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems. Zbl 1225.93116He, 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 1230.60063Yin, G.; Zhao, Guangliang; Xi, Fubao 2 2011 A stochastic approximation algorithm for American lookback put options. Zbl 1216.93113Zhang, Zhenhua; Yin, G.; Liang, Zhian 1 2011 A trend-following strategy: conditions for optimality. Zbl 1213.91141Kong, Hoi Tin; Zhang, Qing; Yin, G. George 1 2011 Hybrid switching diffusions. Properties and applications. Zbl 1279.60007Yin, G. George; Zhu, Chao 248 2010 System identification with quantized observations. Zbl 1354.93005Wang, 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 1202.60093Yin, 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 1208.65019Yin, G.; Mao, Xuerong; Yuan, Chenggui; Cao, Dingzhou 14 2010 Quantized identification with dependent noise and Fisher information ratio of communication channels. Zbl 1368.94078Wang, 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 1200.93136Yuan, Chenggui; Yin, G. 9 2010 Identification of Hammerstein systems with quantized observations. Zbl 1210.93077Zhao, Yanlong; Zhang, Ji-Feng; Wang, Le Yi; Yin, G. George 8 2010 Asymptotically optimal dividend policy for regime-switching compound Poisson models. Zbl 1204.91061Yin, G.; Jin, Zhuo; Yang, Hailiang 4 2010 Recursive algorithms for trailing stop: Stochastic approximation approach. Zbl 1205.90212Yin, G.; Zhang, Q.; Zhuang, C. 1 2010 Signal estimation with binary-valued sensors. Zbl 1198.94051Wang, Leyi; Yin, Gang George; Li, Chanying; Zheng, Weixing 1 2010 A stochastic approximation algorithm for option pricing model calibration with a switchable market. Zbl 1203.91300Yin, G.; Yu, J.; Zhang, Q. 1 2010 Asymptotic properties of Markov-modulated random sequences with fast and slow timescales. Zbl 1232.60023Nguyen, Son Luu; Yin, G. 1 2010 Weak convergence of Markov-modulated random sequences. Zbl 1219.60025Nguyen, Son Luu; Yin, G. 1 2010 On competitive Lotka-Volterra model in random environments. Zbl 1182.34078Zhu, C.; Yin, G. 132 2009 On hybrid competitive Lotka-Volterra ecosystems. Zbl 1238.34059Zhu, C.; Yin, G. 92 2009 On strong Feller, recurrence, and weak stabilization of regime-switching diffusions. Zbl 1282.93201Zhu, C.; Yin, G. 24 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. 10 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 9 2009 Asymptotic properties of a mean-field model with a continuous-state-dependent switching process. Zbl 1159.60341Xi, Fubao; Yin, G. 9 2009 Identification of systems with regime switching and unmodeled dynamics. Zbl 1367.93685Yin, G. George; Kan, Shaobai; Wang, Le Yi; Xu, Cheng-Zhong 7 2009 Numerical methods for portfolio selection with bounded constraints. Zbl 1180.91276Yin, 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 1282.93277Song, Q. S.; Yin, G. 5 2009 Tracking and identification of regime-switching systems using binary sensors. Zbl 1162.93043Yin, 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 1161.62047Yin, 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 Stochastic optimization algorithms for barrier dividend strategies. Zbl 1152.91559Yin, G.; Song, Q. S.; Yang, H. 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 Optimal selling rules in a regime-switching exponential Gaussian diffusion model. Zbl 1175.91079Eloe, P.; Liu, R. H.; Yatsuki, M.; Yin, G.; Zhang, Q. 18 2008 Numerical solutions for stochastic differential games with regime switching. Zbl 1367.91028Song, Qingshuo; Yin, G. George; Zhang, Zhimin 13 2008 Liquidation of a large block of stock with regime switching. Zbl 1214.91106Pemy, Moustapha; Zhang, Qing; Yin, G. George 13 2008 Identification input design for consistent parameter estimation of linear systems with binary-valued output observations. Zbl 1367.93154Wang, 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 1149.93306Wang, 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. 221 2007 Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082Mao, Xuerong; Yin, G. George; Yuan, Chenggui 96 2007 Stability of regime-switching diffusions. Zbl 1119.60065Khasminskii, R. Z.; Zhu, C.; Yin, G. 92 2007 Asymptotically efficient parameter estimation using quantized output observations. Zbl 1123.93083Wang, Le Yi; Yin, G. George 23 2007 Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. Zbl 1121.65011Mao, Xuerong; Yuan, Chenggui; Yin, G. 22 2007 Identification of Wiener systems with binary-valued output observations. Zbl 1119.93067Zhao, 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 1118.93357Yin, G.; Zhu, C. 5 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. 1 2007 ...and 117 more Documents all cited Publications top 5 cited Publications all top 5 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 ...and 2,333 more Authors all top 5 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. 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(English Edition) ...and 210 more Serials all top 5 Cited in 42 Fields 1,024 Probability theory and stochastic processes (60-XX) 572 Systems theory; control (93-XX) 413 Biology and other natural sciences (92-XX) 304 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 294 Ordinary differential equations (34-XX) 225 Operations research, mathematical programming (90-XX) 218 Statistics (62-XX) 205 Numerical analysis (65-XX) 110 Calculus of variations and optimal control; optimization (49-XX) 101 Dynamical systems and ergodic theory (37-XX) 100 Partial differential equations (35-XX) 85 Computer science (68-XX) 67 Statistical mechanics, structure of matter (82-XX) 23 Operator theory (47-XX) 22 Information and communication theory, circuits (94-XX) 14 Mechanics of particles and systems (70-XX) 11 Combinatorics (05-XX) 9 Integral equations (45-XX) 8 Difference and functional equations (39-XX) 7 Functional analysis (46-XX) 6 Approximations and expansions (41-XX) 5 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) 2 Real functions (26-XX) 2 Integral transforms, operational calculus (44-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Quantum theory (81-XX) 1 General and overarching topics; collections (00-XX) 1 Number theory (11-XX) 1 Field theory and polynomials (12-XX) 1 Commutative algebra (13-XX) 1 Algebraic geometry (14-XX) 1 Measure and integration (28-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Sequences, series, summability (40-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Convex and discrete geometry (52-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Optics, electromagnetic theory (78-XX) 1 Geophysics (86-XX) Citations by Year