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ORCIDGang George Yin
George Yin 0001
Person information
- affiliation: University of Connecticut, Storrs, CT, USA
- affiliation (1987 - 2020): Wayne State University, Detroit, USA
- affiliation (PhD 1987): Brown University, Providence, RI, USA
Other persons with the same name
- George Yin 0002 — VCycene Inc., ON, Canada
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2020 – today
- 2024
[j210]Nguyen T. Hieu, Dang H. Nguyen, Nhu N. Nguyen, George Yin
:
Analyzing a class of stochastic SIRS models under imperfect vaccination. J. Frankl. Inst. 361(3): 1284-1302 (2024)- [j209]Nhu N. Nguyen, Gang George Yin:
Second-Order Fast-Slow Stochastic Systems. SIAM J. Math. Anal. 56(4): 5175-5208 (2024) - [j208]Dang Hai Nguyen, Nhu N. Nguyen, Trang T. Ta, Gang George Yin:
Stability of Stochastic Functional Differential Equations With Past-Dependent Random Switching Involving Countably Infinite States. IEEE Trans. Autom. Control. 69(3): 1612-1626 (2024) - [j207]Le Yi Wang, Gang George Yin, Feng Lin, Michael P. Polis, Wen Chen:
Almost-Sure Robust Stabilization of Randomly Switched Linear Systems With Uncontrollable Subsystems. IEEE Trans. Autom. Control. 69(6): 3662-3672 (2024) - [j206]Yuhang Liu, Wenxiao Zhao, George Yin:
Forgetting-Factor Regrets for Online Convex Optimization. IEEE Trans. Autom. Control. 69(8): 5034-5048 (2024) - [c74]Shuo Yuan, Le Yi Wang, George Yin, Qing Zhang:
Almost Sure Stabilization of Markovian Switched Linear Systems with Uncontrollable Subsystems. CoDIT 2024: 652-657 - [c73]Ky Quan Tran, George Yin:
Exponential Stability of Stochastic Functional Differential Equations with Delayed Impulses. CoDIT 2024: 768-773 - [i9]Shuo Yuan, Le Yi Wang, George Yin, Masoud H. Nazari:
Stochastic Hybrid System Modeling and State Estimation of Modern Power Systems under Contingency. CoRR abs/2401.16568 (2024) - [i8]Shuo Yuan, Le Yi Wang, George Yin, Masoud H. Nazari:
Contingency Detection in Modern Power Systems: A Stochastic Hybrid System Method. CoRR abs/2402.01547 (2024) - [i7]George Yin, Vikram Krishnamurthy:
Finite Sample and Large Deviations Analysis of Stochastic Gradient Algorithm with Correlated Noise. CoRR abs/2410.08449 (2024) - 2023
- [j205]Siyu Xie, Masoud H. Nazari, Le Yi Wang, George Yin, Xinyu Zhang:
Distributed Optimal Frequency Control under communication packet loss in multi-agent electric energy systems. Autom. 154: 111088 (2023) - [j204]Le Yi Wang, George Yin, Feng Lin, Michael P. Polis, Wen Chen:
Mean-square convergent continuous state estimation of randomly switched linear systems with unobservable subsystems and stochastic output noises. Autom. 156: 111181 (2023) - [j203]Ky Quan Tran, Gang George Yin:
Exponential stability of stochastic functional differential equations with impulsive perturbations and Markovian switching. Syst. Control. Lett. 173: 105457 (2023) - [j202]Le Yi Wang, George Yin, Feng Lin, Michael P. Polis, Wen Chen:
Stochastic Observability and Convergent Analog State Estimation of Randomly Switched Linear Systems With Unobservable Subsystems. IEEE Trans. Autom. Control. 68(2): 898-911 (2023) - [j201]Wenxiao Zhao, Erik Weyer, Gang George Yin, Daoyi Dong, Yahui Zhang, Tielong Shen:
Adaptive Regulation of Block-Oriented Nonlinear Systems Using Binary Sensors With Applications to Automotive Engine Control. IEEE Trans. Autom. Control. 68(3): 1369-1382 (2023) - [j200]Hongjiang Qian, Gang George Yin, Qing Zhang:
Deep Filtering With Adaptive Learning Rates. IEEE Trans. Autom. Control. 68(6): 3285-3299 (2023) - [j199]Feng Lin, Le Yi Wang, Gang George Yin, Michael P. Polis, Wen Chen:
On Detectability of a Class of Hybrid Systems. IEEE Trans. Autom. Control. 68(9): 5509-5521 (2023) - [j198]Le Yi Wang, Gang George Yin, Feng Lin, Michael P. Polis, Wen Chen:
Joint Estimation of Continuous and Discrete States in Randomly Switched Linear Systems With Unobservable Subsystems. IEEE Trans. Autom. Control. 68(10): 6007-6019 (2023) - 2022
- [j197]Siyu Xie, Masoud H. Nazari, Le Yi Wang, George Yin:
Adaptive step size selection in distributed optimization with observation noise and unknown stochastic target variation. Autom. 135: 109940 (2022) - [j196]Hongjiang Qian, Qing Zhang, George Yin:
Filtering with degenerate observation noise: A stochastic approximation approach. Autom. 142: 110376 (2022) - [j195]Yu Zhang, Zhuo Jin, Jiaqin Wei, George Yin:
Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model. Autom. 146: 110629 (2022) - [j194]Siyu Xie, Le Yi Wang, Masoud H. Nazari, Gang George Yin, Gun Li:
Distributed optimization with Markovian switching targets and stochastic observation noises with applications to DC microgrids. Sci. China Inf. Sci. 65(12) (2022) - [j193]Ky Quan Tran, Bich T. N. Le, George Yin:
Harvesting of a Stochastic Population Under a Mixed Regular-Singular Control Formulation. J. Optim. Theory Appl. 195(3): 1106-1132 (2022) - [j192]George Yin:
Celebrating 60 Years of SICON: 1962 to 2022. SIAM J. Control. Optim. 60(6): i-ii (2022) - [j191]Siyu Xie, Shu Liang, Le Yi Wang, Gang George Yin, Wen Chen:
Stochastic Adaptive Optimization With Dithers. IEEE Trans. Autom. Control. 67(1): 189-202 (2022) - [j190]Yun Li, Qingshuo Song, Fuke Wu, George Yin:
Solving a Class of Mean-Field LQG Problems. IEEE Trans. Autom. Control. 67(3): 1597-1602 (2022) - [j189]Vikram Krishnamurthy, George Yin:
Multikernel Passive Stochastic Gradient Algorithms and Transfer Learning. IEEE Trans. Autom. Control. 67(4): 1792-1805 (2022) - [j188]Siyu Xie, Masoud H. Nazari, Le Yi Wang, George Yin, Wen Chen:
Impact of Stochastic Generation/Load Variations on Distributed Optimal Energy Management in DC Microgrids for Transportation Electrification. IEEE Trans. Intell. Transp. Syst. 23(7): 7196-7205 (2022) - 2021
- [j187]Nguyen Huu Du, Nguyen Hai Dang, Nguyen Ngoc Nhu, George Yin:
Stability of stochastic functional differential equations with random switching and applications. Autom. 125: 109410 (2021) - [j186]Le Yi Wang, George Yin, Qing Zhang:
Deep filtering. Commun. Inf. Syst. 21(4): 651-667 (2021) - [j185]Wenhao Qiu, Qingshuo Song, George Yin:
Solving Elliptic Hamilton-Jacobi-Bellman Equations in a Value Space. IEEE Control. Syst. Lett. 5(1): 55-60 (2021) - [j184]Qing Zhang, George Yin, Le Yi Wang:
A Deep Filtering Approach for Control of Partially Observed Systems. IEEE Control. Syst. Lett. 5(4): 1189-1194 (2021) - [j183]Vikram Krishnamurthy, George Yin:
Langevin Dynamics for Adaptive Inverse Reinforcement Learning of Stochastic Gradient Algorithms. J. Mach. Learn. Res. 22: 121:1-121:49 (2021) - [j182]George Yin, Zhexin Wen, Hongjiang Qian, Huy Nguyen:
Numerical Solutions for Optimal Control of Stochastic Kolmogorov Systems. J. Syst. Sci. Complex. 34(5): 1703-1722 (2021) - [j181]Wenxiao Zhao, Erik Weyer, George Yin:
A General Framework for Nonparametric Identification of Nonlinear Stochastic Systems. IEEE Trans. Autom. Control. 66(6): 2449-2464 (2021) - [j180]Xiaofeng Zong, Tao Li, George Yin, Ji-Feng Zhang:
Delay Tolerance for Stable Stochastic Systems and Extensions. IEEE Trans. Autom. Control. 66(6): 2604-2619 (2021) - [j179]Shu Liang, Le Yi Wang, George Yin:
Distributed Dual Subgradient Algorithms With Iterate-Averaging Feedback for Convex Optimization With Coupled Constraints. IEEE Trans. Cybern. 51(5): 2529-2539 (2021) - [j178]Masoud H. Nazari, Siyu Xie, Le Yi Wang, George Yin, Wen Chen:
Impact of Communication Packet Delivery Ratio on Reliability of Optimal Load Tracking and Allocation in DC Microgrids. IEEE Trans. Smart Grid 12(4): 2812-2821 (2021) - 2020
- [j177]Wen-Xiao Zhao, George Yin, Er-Wei Bai:
Sparse system identification for stochastic systems with general observation sequences. Autom. 121: 109162 (2020) - [j176]Dang Hai Nguyen, Nhu Ngoc Nguyen, George Yin:
Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model. J. Appl. Probab. 57(2): 613-636 (2020) - [j175]Xiaoyue Li, George Yin:
Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: Convergence and its rate. J. Comput. Appl. Math. 374: 112771 (2020) - [j174]Shu Liang, Le Yi Wang, George Yin:
Distributed continuous-time algorithm for nonsmooth optimal consensus without sharing local decision variables. J. Frankl. Inst. 357(6): 3585-3600 (2020) - [j173]Rui Wang, Xiaoyue Li, George Yin:
Asymptotic Properties of Multi-species Lotka-Volterra Models with Regime Switching Involving Weak and Strong Interactions. J. Nonlinear Sci. 30(2): 565-601 (2020) - [j172]Shu Liang, Le Yi Wang, George Yin:
Fractional differential equation approach for convex optimization with convergence rate analysis. Optim. Lett. 14(1): 145-155 (2020) - [j171]Tran D. Tuong, Nhu N. Nguyen, George Yin:
Longtime behavior of a class of stochastic tumor-immune systems. Syst. Control. Lett. 146: 104806 (2020) - [j170]Nguyen Hai Dang, George Yin, Chao Zhu:
Long-Term Analysis of a Stochastic SIRS Model with General Incidence Rates. SIAM J. Appl. Math. 80(2): 814-838 (2020) - [j169]Shu Liang, Le Yi Wang, George Yin:
Distributed Smooth Convex Optimization With Coupled Constraints. IEEE Trans. Autom. Control. 65(1): 347-353 (2020) - [j168]Shu Liang, Le Yi Wang, George Yin:
Dual Averaging Push for Distributed Convex Optimization Over Time-Varying Directed Graph. IEEE Trans. Autom. Control. 65(4): 1785-1791 (2020) - [j167]Chuan Li, Hongwei Zhang, Tianyi Zhang, Jayanthi Rao, Le Yi Wang, George Yin:
Cyber-Physical Scheduling for Predictable Reliability of Inter-Vehicle Communications. IEEE Trans. Veh. Technol. 69(4): 4192-4206 (2020) - [i6]Vikram Krishnamurthy, George Yin:
Langevin Dynamics for Inverse Reinforcement Learning of Stochastic Gradient Algorithms. CoRR abs/2006.11674 (2020) - [i5]Vikram Krishnamurthy, George Yin:
Multi-kernel Passive Stochastic Gradient Algorithms. CoRR abs/2008.10020 (2020) - [i4]Vikram Krishnamurthy, George Yin:
Adaptive Non-reversible Stochastic Gradient Langevin Dynamics. CoRR abs/2009.12690 (2020)
2010 – 2019
- 2019
- [j166]Shu Liang, Le Yi Wang, George Yin:
Distributed quasi-monotone subgradient algorithm for nonsmooth convex optimization over directed graphs. Autom. 101: 175-181 (2019) - [j165]Shu Liang, Le Yi Wang, George Yin:
Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity. Autom. 105: 298-306 (2019) - [j164]Xiaoyue Li, Rui Wang, George Yin:
Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains. Syst. Control. Lett. 132 (2019) - [j163]George Yin, Le Yi Wang, Thu Nguyen:
Switching Stochastic Approximation and Applications to Networked Systems. IEEE Trans. Autom. Control. 64(9): 3587-3601 (2019) - [j162]Lei Ding, Le Yi Wang, Gang George Yin, Wei Xing Zheng, Qing-Long Han:
Distributed Energy Management for Smart Grids With an Event-Triggered Communication Scheme. IEEE Trans. Control. Syst. Technol. 27(5): 1950-1961 (2019) - [c72]Son Luu Nguyen, Dung T. Nguyen, George Yin, Le Yi Wang:
Modeling and Controls of Large-Scale Switching Diffusion Networks with Mean-Field Interactions. ICSC 2019: 321-326 - [c71]Eyad Sindi, Le Yi Wang, Michael P. Polis, George Yin, Lei Ding:
Distributed Optimization in DC Microgrids with Subsystem Dynamics. ICSC 2019: 327-332 - [i3]Wen-Xiao Zhao, George Yin, Er-Wei Bai:
Sparse System Identification for Stochastic Feedback Control Systems. CoRR abs/1909.00972 (2019) - 2018
- [j161]Xiaofeng Zong, George Yin, Le Yi Wang, Tao Li, Ji-Feng Zhang:
Stability of stochastic functional differential systems using degenerate Lyapunov functionals and applications. Autom. 91: 197-207 (2018) - [j160]Dang Hai Nguyen, George Yin:
Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set. SIAM J. Control. Optim. 56(5): 3893-3917 (2018) - [j159]Xiaofeng Zong, Tao Li, George Yin, Le Yi Wang, Ji-Feng Zhang:
Stochastic Consentability of Linear Systems With Time Delays and Multiplicative Noises. IEEE Trans. Autom. Control. 63(4): 1059-1074 (2018) - [j158]Yu Chen, Hongwei Zhang, Nathan Fisher, Le Yi Wang, George Yin:
Probabilistic Per-Packet Real-Time Guarantees for Wireless Networked Sensing and Control. IEEE Trans. Ind. Informatics 14(5): 2133-2145 (2018) - [j157]Qianling Wang, Hairong Dong, Bin Ning, Le Yi Wang, George Yin:
Two-Time-Scale Hybrid Traffic Models for Pedestrian Crowds. IEEE Trans. Intell. Transp. Syst. 19(11): 3449-3460 (2018) - [j156]Thu Nguyen, Le Yi Wang, George Yin, Hongwei Zhang, Shengbo Eben Li, Keqiang Li:
Impact of Communication Erasure Channels on Control Performance of Connected and Automated Vehicles. IEEE Trans. Veh. Technol. 67(1): 29-43 (2018) - [c70]Chuan Li, Hongwei Zhang, Jayanthi Rao, Le Yi Wang, George Yin:
Cyber-Physical Scheduling for Predictable Reliability of Inter-Vehicle Communications. IoTDI 2018: 267-272 - 2017
- [j155]Jin Guo, Le Yi Wang, George Yin, Yanlong Zhao, Ji-Feng Zhang:
Identification of Wiener systems with quantized inputs and binary-valued output observations. Autom. 78: 280-286 (2017) - [j154]George Yin:
Stochastic systems: Estimation, identification, and adaptive control, Reprint of 1986 edition, Vol. 75, P.R. Kumar, Pravin Varaiya, in: Classics in applied mathematics. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA (2016), xvii+358, ISBN: 978-1-611974-25-6. Autom. 82: 336-337 (2017) - [j153]Xianggang Lu, George Yin, Xianping Guo:
Infinite Horizon Controlled Diffusions with Randomly Varying and State-Dependent Discount Cost Rates. J. Optim. Theory Appl. 172(2): 535-553 (2017) - [j152]Son Luu Nguyen, Tuan Anh Hoang, Dung T. Nguyen, George Yin:
Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching. SIAM J. Numer. Anal. 55(2): 953-979 (2017) - [j151]Omid Namvar Gharehshiran, Vikram Krishnamurthy, Gang George Yin:
Adaptive Search Algorithms for Discrete Stochastic Optimization: A Smooth Best-Response Approach. IEEE Trans. Autom. Control. 62(1): 161-176 (2017) - [j150]Jin Guo, Bi-Qiang Mu, Le Yi Wang, George Yin, Lijian Xu:
Decision-Based System Identification and Adaptive Resource Allocation. IEEE Trans. Autom. Control. 62(5): 2166-2179 (2017) - [j149]Bi-Qiang Mu, Han-Fu Chen, Le Yi Wang, George Yin, Wei Xing Zheng:
Recursive Identification of Hammerstein Systems: Convergence Rate and Asymptotic Normality. IEEE Trans. Autom. Control. 62(7): 3277-3292 (2017) - [j148]Ge Chen, Le Yi Wang, Chen Chen, George Yin:
Critical Connectivity and Fastest Convergence Rates of Distributed Consensus With Switching Topologies and Additive Noises. IEEE Trans. Autom. Control. 62(12): 6152-6167 (2017) - [j147]Hongwei Zhang, Xiaohui Liu, Chuan Li, Yu Chen, Xin Che, Le Yi Wang, Feng Lin, George Yin:
Scheduling With Predictable Link Reliability for Wireless Networked Control. IEEE Trans. Wirel. Commun. 16(9): 6135-6150 (2017) - [c69]Qing Zhang, Caojin Zhang, George Yin:
Near-optimal stopping rules for two-time-scale Markovian systems. CDC 2017: 618-623 - [c68]Dang Hai Nguyen, George Yin:
Switching diffusion with past dependent switching and countable switching space: Existence and uniqueness of solutions, recurrence, and weak stabilization. CDC 2017: 1858-1863 - [c67]Gang George Yin, Caojin Zhang, Le Yi Wang:
Numerical Methods for Controlled Switching Diffusions. LSSC 2017: 33-44 - [i2]Chuan Li, Hongwei Zhang, Jayanthi Rao, Le Yi Wang, George Yin:
Cyber-Physical Interference Modeling for Predictable Reliability of Inter-Vehicle Communications. CoRR abs/1708.04318 (2017) - 2016
- [j146]Ping Zhao, Le Yi Wang, Gang George Yin:
Controllability and adaptation of linear time-invariant systems under irregular and Markovian sampling. Autom. 63: 92-100 (2016) - [j145]Ky Quan Tran, George Yin:
Numerical methods for optimal harvesting strategies in random environments under partial observations. Autom. 70: 74-85 (2016) - [j144]Nguyen Huu Du, Nguyen Hai Dang, George Yin:
Conditions for permanence and ergodicity of certain stochastic predator-prey models. J. Appl. Probab. 53(1): 187-202 (2016) - [j143]Le Yi Wang, Feng Lin, George Yin:
Network robustness depth and topology management of networked dynamic systems. J. Syst. Sci. Complex. 29(1): 1-21 (2016) - [j142]Enwen Zhu, Gang George Yin, Quan Yuan:
Stability in distribution of stochastic delay recurrent neural networks with Markovian switching. Neural Comput. Appl. 27(7): 2141-2151 (2016) - [j141]Thanh Dieu Nguyen, Dang Hai Nguyen, Nguyen Huu Du, Gang George Yin:
Classification of Asymptotic Behavior in a Stochastic SIR Model. SIAM J. Appl. Dyn. Syst. 15(2): 1062-1084 (2016) - [j140]Nguyen Thanh Dieu, Nguyen Huu Du, Dang Hai Nguyen, George Yin:
Protection Zones for Survival of Species in Random Environment. SIAM J. Appl. Math. 76(4): 1382-1402 (2016) - [j139]Nguyen Hai Dang, George Yin:
Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space. SIAM J. Control. Optim. 54(5): 2450-2477 (2016) - 2015
- [j138]Hongwei Mei, Gang George Yin:
Strong invariance for switching diffusions. Asymptot. Anal. 92(1-2): 45-64 (2015) - [j137]Ky Quan Tran, George Yin:
Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems. Autom. 55: 236-246 (2015) - [j136]Jin Guo, Le Yi Wang, Gang George Yin, Yanlong Zhao, Ji-Feng Zhang:
Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs. Autom. 57: 113-122 (2015) - [j135]Bi-Qiang Mu, Jin Guo, Le Yi Wang, Gang George Yin, Lijian Xu, Wei Xing Zheng:
Identification of linear continuous-time systems under irregular and random output sampling. Autom. 60: 100-114 (2015) - [j134]Zhuo Jin, Rebecca Stockbridge, Gang George Yin:
Some Recent Progress on Numerical Methods for Controlled Regime-Switching Models with Applications to Insurance and Risk Management. Comput. Methods Appl. Math. 15(3): 331-351 (2015) - [j133]Zhixin Yang, George Yin, Le Yi Wang, Hongwei Zhang:
A mean-variance control framework for platoon control problems: Weak convergence results and applications on reduction of complexity. Commun. Inf. Syst. 15(1): 57-86 (2015) - [j132]Tuan Anh Hoang, George Yin:
Properties for a class of multi-type mean-field models. Commun. Inf. Syst. 15(4): 489-519 (2015) - [j131]Zhixin Yang, Gang George Yin, Qing Zhang:
Mean-variance type controls involving a hidden Markov chain: models and numerical approximation. IMA J. Math. Control. Inf. 32(4): 867-888 (2015) - [j130]Zhixin Yang, Gang George Yin, Haibo Li:
Stability of numerical methods for jump diffusions and Markovian switching jump diffusions. J. Comput. Appl. Math. 275: 197-212 (2015) - [j129]Qi He, Gang George Yin, Le Yi Wang:
System Identification Under Regular, Binary, and Quantized Observations: Moderate Deviations Error Bounds. IEEE Trans. Autom. Control. 60(6): 1635-1640 (2015) - [j128]Quan Yuan, Gang George Yin:
Analyzing Convergence and Rates of Convergence of Particle Swarm Optimization Algorithms Using Stochastic Approximation Methods. IEEE Trans. Autom. Control. 60(7): 1760-1773 (2015) - [j127]Caiping Zhang, Le Yi Wang, Xue Li, Wen Chen, Gang George Yin, Jiuchun Jiang:
Robust and Adaptive Estimation of State of Charge for Lithium-Ion Batteries. IEEE Trans. Ind. Electron. 62(8): 4948-4957 (2015) - [j126]Lijian Xu, Le Yi Wang, Gang George Yin, Hongwei Zhang:
Impact of Communication Erasure Channels on the Safety of Highway Vehicle Platoons. IEEE Trans. Intell. Transp. Syst. 16(3): 1456-1468 (2015) - [c66]Xiaofeng Zong, Fuke Wu, Gang George Yin:
Stochastic regularization and stabilization of hybrid functional differential equations. CDC 2015: 1211-1216 - [c65]Bi-Qiang Mu, Han-Fu Chen, Le Yi Wang, George Yin:
Structure analysis of matrix fraction descriptions for LTI Systems. CDC 2015: 2083-2089 - [c64]Omid Namvar Gharehshiran, Vikram Krishnamurthy, Gang George Yin:
A regret-based approach to non-stationary discrete stochastic optimization. CDC 2015: 3959-3964 - [c63]Hongwei Zhang, Xiaohui Liu, Chuan Li, Yu Chen, Xin Che, Feng Lin, Le Yi Wang, George Yin:
Scheduling with predictable link reliability for wireless networked control. IWQoS 2015: 339-348 - [c62]Nguyen Huu Du, Nguyen Hai Dang, George Yin:
Study of Certain Stochastic Predator-Prey Models. SIAM Conf. on Control and its Applications 2015: 408-415 - [r1]George Yin:
Numerical Methods for Continuous-Time Stochastic Control Problems. Encyclopedia of Systems and Control 2015 - 2014
- [j125]Tuan Anh Hoang, Gang George Yin, Fubao Xi:
Numerical solutions of regime-switching jump diffusions. Appl. Math. Comput. 244: 822-835 (2014) - [j124]Qi He, Gang George Yin:
Large deviations for multi-scale Markovian switching systems with a small diffusion. Asymptot. Anal. 87(3-4): 123-145 (2014) - [j123]Hongwei Mei, Le Yi Wang, Gang George Yin:
Almost sure convergence rates for system identification using binary, quantized, and regular sensors. Autom. 50(8): 2120-2127 (2014) - [j122]Shaobai Kan, George Yin, Le Yi Wang:
Parameter estimation in systems with binary-valued observations and structural uncertainties. Int. J. Control 87(5): 1061-1075 (2014) - [j121]Dusan Progovac, Le Yi Wang, Gang George Yin:
Bias reduction for reliable fault detection of electric motors under measurement noise of non-zero means. Int. J. Model. Identif. Control. 22(1): 1-12 (2014) - [j120]Araz Hashemi, Ben G. Fitzpatrick, Le Yi Wang, Gang George Yin:
Robust noise attenuation under stochastic noises and worst-case unmodelled dynamics. Int. J. Syst. Sci. 45(7): 1563-1578 (2014) - [j119]Ky Quan Tran, George Yin:
Hybrid competitive Lotka-Volterra ecosystems with a hidden Markov chain. J. Control. Decis. 1(1): 51-74 (2014) - [j118]Ky Quan Tran, George Yin:
Stochastic competitive Lotka-Volterra ecosystems under partial observation: Feedback controls for permanence and extinction. J. Frankl. Inst. 351(8): 4039-4064 (2014) - [j117]Le Yi Wang, Ali Syed, Gang George Yin, Abhilash K. Pandya, Hongwei Zhang:
Control of vehicle platoons for highway safety and efficient utility: Consensus with communications and vehicle dynamics. J. Syst. Sci. Complex. 27(4): 605-631 (2014) - [j116]Lijian Xu, Le Yi Wang, Gang George Yin, Wei Xing Zheng:
Enhanced feedback robustness against communication channel multiplicative uncertainties via scaled dithers. Syst. Control. Lett. 68: 25-32 (2014) - [j115]Xiaofeng Zong, Fuke Wu, Gang George Yin, Zhuo Jin:
Almost Sure and pth-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems. SIAM J. Control. Optim. 52(4): 2595-2622 (2014) - [j114]Bi-Qiang Mu, Han-Fu Chen, Le Yi Wang, Gang George Yin:
Characterization and Identification of Matrix Fraction Descriptions for LTI Systems. SIAM J. Control. Optim. 52(6): 3694-3721 (2014) - [j113]Maziyar Hamdi, Vikram Krishnamurthy, Gang George Yin:
Tracking a Markov-Modulated Stationary Degree Distribution of a Dynamic Random Graph. IEEE Trans. Inf. Theory 60(10): 6609-6625 (2014) - [j112]Lijian Xu, Le Yi Wang, Gang George Yin, Hongwei Zhang:
Communication Information Structures and Contents for Enhanced Safety of Highway Vehicle Platoons. IEEE Trans. Veh. Technol. 63(9): 4206-4220 (2014) - [c61]Araz Hashemi, Yongcan Cao, David W. Casbeer, Gang George Yin:
UAV circumnavigation of an unknown target without location information using noisy range-based measurements. ACC 2014: 4587-4592 - [c60]Jin Guo, Bi-Qiang Mu, Le Yi Wang, Gang George Yin, Lijian Xu:
Decision-based system identification and adaptive resource allocation. CDC 2014: 340-345 - [c59]Omid Namvar Gharehshiran, Vikram Krishnamurthy, Gang George Yin:
Best-response search algorithms for non-stationary discrete stochastic optimization. CDC 2014: 4191-4196 - [c58]Zhixin Yang, Le Yi Wang, Gang George Yin, Qing Zhang, Hongwei Zhang:
Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation. FDM 2014: 117-128 - [c57]Lijian Xu, Le Yi Wang, Gang George Yin, Hongwei Zhang, Jin Guo:
Impact of package delivery rate on the safety of highway vehicle platoons. Intelligent Vehicles Symposium 2014: 974-979 - 2013
- [j111]Le Yi Wang, Wei Feng, Gang George Yin:
Joint state and event observers for linear switching systems under irregular sampling. Autom. 49(4): 894-905 (2013) - [j110]Xiaoshan Chen, Qingshuo Song, Fahuai Yi, Gang George Yin:
Characterization of stochastic control with optimal stopping in a Sobolev space. Autom. 49(6): 1654-1662 (2013) - [j109]Zhuo Jin, Hailiang Yang, Gang George Yin:
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. Autom. 49(8): 2317-2329 (2013) - [j108]Zhuo Jin, Gang George Yin:
Numerical Methods for Optimal Dividend Payment and Investment Strategies of Markov-Modulated Jump Diffusion Models with Regular and Singular Controls. J. Optim. Theory Appl. 159(1): 246-271 (2013) - [j107]Omid Namvar Gharehshiran, Vikram Krishnamurthy, Gang George Yin:
Distributed Energy-Aware Diffusion Least Mean Squares: Game-Theoretic Learning. IEEE J. Sel. Top. Signal Process. 7(5): 821-836 (2013) - [j106]Desmond J. Higham, Xuerong Mao, Mikolaj Roj, Qingshuo Song, George Yin:
Mean Exit Times and the Multilevel Monte Carlo Method. SIAM/ASA J. Uncertain. Quantification 1(1): 2-18 (2013) - [j105]Gang George Yin, Quan Yuan, Le Yi Wang:
Asynchronous Stochastic Approximation Algorithms for Networked Systems: Regime-Switching Topologies and Multiscale Structure. Multiscale Model. Simul. 11(3): 813-839 (2013) - [j104]Qingshuo Song, Gang George Yin, Qing Zhang:
Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals. SIAM J. Control. Optim. 51(5): 4189-4210 (2013) - [j103]Omid Namvar Gharehshiran, Vikram Krishnamurthy, Gang George Yin:
Distributed Tracking of Correlated Equilibria in Regime Switching Noncooperative Games. IEEE Trans. Autom. Control. 58(10): 2435-2450 (2013) - [c56]Le Yi Wang, Michael P. Polis, Caisheng Wang, Feng Lin, Gang George Yin:
Voltage robust stability in microgrid power management. CDC 2013: 6928-6933 - [c55]Duy Nguyen, Gang George Yin, Qing Zhang:
Trend-following trading using recursive stochastic optimization algorithms. CDC 2013: 7827-7832 - [c54]Omid Namvar Gharehshiran, Vikram Krishnamurthy, Gang George Yin:
Game-theoretic learning for activation of diffusion least mean squares. EUSIPCO 2013: 1-5 - [c53]Hongwei Zhang, Xiaohui Liu, Chuan Li, Yu Chen, Xin Che, Feng Lin, Le Yi Wang, Gang George Yin:
PRK-based scheduling for predictable link reliability in wireless networked sensing and control. ICCPS 2013: 255 - [c52]Lijian Xu, Le Yi Wang, George Yin, Hongwei Zhang:
Coordinated control and communication for enhanced safety of highway vehicle platoons. ICCVE 2013: 43-47 - [c51]Qi He, Gang George Yin, Le Yi Wang:
Moderate Deviations Analysis for System Identification under Regular and Binary Observations. SIAM Conf. on Control and its Applications 2013: 51-58 - [i1]Maziyar Hamdi, Vikram Krishnamurthy, Gang George Yin:
Tracking the Empirical Distribution of a Markov-modulated Duplication-Deletion Random Graph. CoRR abs/1303.0050 (2013) - 2012
- [j102]Zhuo Jin, Gang George Yin, Chao Zhu:
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. Autom. 48(8): 1489-1501 (2012) - [j101]Xianping Guo, Liuer Ye, George Yin:
A mean-variance optimization problem for discounted Markov decision processes. Eur. J. Oper. Res. 220(2): 423-429 (2012) - [j100]Gang George Yin, Guangliang Zhao, Fuke Wu:
Regularization and Stabilization of Randomly Switching Dynamic Systems. SIAM J. Appl. Math. 72(5): 1361-1382 (2012) - [j99]Qingshuo Song, Gang George Yin, Chao Zhu:
Optimal Switching with Constraints and Utility Maximization of an Indivisible Market. SIAM J. Control. Optim. 50(2): 629-651 (2012) - [j98]Alain Bensoussan, Zhongfeng Yan, George Yin:
Threshold-Type Policies for Real Options Using Regime-Switching Models. SIAM J. Financial Math. 3(1): 667-689 (2012) - [j97]Le Yi Wang, Michael P. Polis, Gang George Yin, Wen Chen, Yuhong Fu, Chunting Chris Mi:
Battery Cell Identification and SOC Estimation Using String Terminal Voltage Measurements. IEEE Trans. Veh. Technol. 61(7): 2925-2935 (2012) - [c50]Le Yi Wang, Ali Syed, Gang George Yin, Abhilash K. Pandya, Hongwei Zhang:
Coordinated vehicle platoon control: Weighted and constrained consensus and communication network topologies. CDC 2012: 4057-4062 - [c49]Gang George Yin, Fubao Xi:
Stability of jump diffusions with random switching. CDC 2012: 5979-5984 - [c48]Qi He, Gang George Yin, Qing Zhang:
Large deviations for systems driven by two-time-scale nonhomogeneous Markovian chains and applications to optimal control problems. CDC 2012: 5985-5990 - [c47]Omid Namvar Gharehshiran, Vikram Krishnamurthy, Gang George Yin:
Tracking equilibria with Markovian evolution. CDC 2012: 7139-7144 - [c46]Lijian Xu, Le Yi Wang, Gang George Yin, Wei Xing Zheng:
Robust consensus control by state-dependent dithers. EIT 2012: 1-6 - [c45]Lijian Xu, Le Yi Wang, Gang George Yin, Wei Xing Zheng:
Enhanced feedback robustness against communication channel uncertainties VIS scaled dithers in networked systems. ISSPA 2012: 640-644 - 2011
- [j96]Hoi Tin Kong, Qing Zhang, Gang George Yin:
A trend-following strategy: Conditions for optimality. Autom. 47(4): 661-667 (2011) - [j95]Gang George Yin, Yu Sun, Le Yi Wang:
Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies. Autom. 47(7): 1366-1378 (2011) - [j94]Zhuo Jin, Gang George Yin:
A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models. Int. J. Comput. Math. 88(6): 1256-1282 (2011) - [j93]Zhuo Jin, Yumin Wang, Gang George Yin:
Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation. J. Comput. Appl. Math. 235(8): 2842-2860 (2011) - [j92]Qi He, Gang George Yin:
Invariant density, Lapunov exponent, and almost sure stability of Markovian-regime-switching linear systems. J. Syst. Sci. Complex. 24(1): 79-92 (2011) - [j91]Ben G. Fitzpatrick, Gang George Yin, Le Yi Wang:
Robustness, Weak Stability, and Stability in Distribution of Adaptive Filtering Algorithms under Model Mismatch. Multiscale Model. Simul. 9(1): 183-207 (2011) - [j90]Gang George Yin, Le Yi Wang, Yu Sun:
Stochastic Recursive Algorithms for Networked Systems with Delay and Random Switching: Multiscale Formulations and Asymptotic Properties. Multiscale Model. Simul. 9(3): 1087-1112 (2011) - [j89]Le Van Thanh, Gang George Yin, Le Yi Wang:
State Observers with Random Sampling Times and Convergence Analysis of Double-Indexed and Randomly Weighted Sums of Mixing Processes. SIAM J. Control. Optim. 49(1): 106-124 (2011) - [j88]Qi He, Gang George Yin, Qing Zhang:
Large Deviations for Two-Time-Scale Systems Driven by Nonhomogeneous Markov Chains and Associated Optimal Control Problems. SIAM J. Control. Optim. 49(4): 1737-1765 (2011) - [j87]Le Yi Wang, Chanying Li, Gang George Yin, Lei Guo, Cheng-Zhong Xu:
State Observability and Observers of Linear-Time-Invariant Systems Under Irregular Sampling and Sensor Limitations. IEEE Trans. Autom. Control. 56(11): 2639-2654 (2011) - [c44]Gang George Yin, Chao Zhu:
Hybrid switching diffusions: Continuity and differentiability. CDC/ECC 2011: 5017-5022 - [c43]Hoi Tin Kong, Qing Zhang, Gang George Yin:
Optimality conditions for a trend-following strategy. CDC/ECC 2011: 7081-7086 - 2010
- [j86]Gang George Yin, Jie Yu, Qing Zhang:
A stochastic approximation algorithm for option pricing model calibration with a switchable market. Int. J. Comput. Math. 87(15): 3525-3545 (2010) - [j85]Qingshuo Song, Gang George Yin:
Convergence rates of Markov chain approximation methods for controlled diffusions with stopping. J. Syst. Sci. Complex. 23(3): 600-621 (2010) - [j84]Le Yi Wang, Gang George Yin, Chanying Li, Wei Xing Zheng:
Signal estimation with binary-valued sensors. J. Syst. Sci. Complex. 23(3): 622-639 (2010) - [j83]Fubao Xi, Gang George Yin:
Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching. J. Multivar. Anal. 101(6): 1378-1389 (2010) - [j82]Yanlong Zhao, Ji-Feng Zhang, Le Yi Wang, Gang George Yin:
Identification of Hammerstein Systems with Quantized Observations. SIAM J. Control. Optim. 48(7): 4352-4376 (2010) - [j81]Gang George Yin, Fubao Xi:
Stability of Regime-Switching Jump Diffusions. SIAM J. Control. Optim. 48(7): 4525-4549 (2010) - [j80]Le Yi Wang, Gang George Yin:
Quantized Identification With Dependent Noise and Fisher Information Ratio of Communication Channels. IEEE Trans. Autom. Control. 55(3): 674-690 (2010) - [j79]Cheng-Zhong Xu, Minghua Xu, Le Yi Wang, Gang George Yin:
Filter Design and Analysis in Frequency Domain for Server Scheduling and Optimization. IEEE Trans. Parallel Distributed Syst. 21(11): 1573-1585 (2010) - [c42]Qingshuo Song, Gang George Yin:
Rates of convergence of Markov chain approximation for controlled regime-switching diffusions with stopping times. CDC 2010: 567-572 - [c41]Chao Zhu, Gang George Yin:
Feller continuity, recurrence, and stabilization of regime-switching diffusions. CDC 2010: 667-672 - [c40]Gang George Yin, Jie Yu, Qing Zhang:
Option pricing, model calibration, and prediction with a switchable market: A stochastic approximation algorithm. CDC 2010: 6997-7002
2000 – 2009
- 2009
- [j78]Gang George Yin:
Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process. Asymptot. Anal. 65(3-4): 203-222 (2009) - [j77]Gang George Yin, Le Yi Wang, Shaobai Kan:
Tracking and identification of regime-switching systems using binary sensors. Autom. 45(4): 944-955 (2009) - [j76]Gang George Yin, Hanqing Jin, Zhuo Jin:
Numerical methods for portfolio selection with bounded constraints. J. Comput. Appl. Math. 233(2): 564-581 (2009) - [j75]Vikram Krishnamurthy, Kevin Topley, Gang George Yin:
Consensus Formation in a Two-Time-Scale Markovian System. Multiscale Model. Simul. 7(4): 1898-1927 (2009) - [j74]Gang George Yin, Cristina Ion, Vikram Krishnamurthy:
How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths. Math. Program. 120(1): 67-99 (2009) - [j73]Qingshuo Song, Gang George Yin:
Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs. SIAM J. Control. Optim. 48(3): 1831-1857 (2009) - [j72]Chao Zhu, Gang George Yin:
On Strong Feller, Recurrence, and Weak Stabilization of Regime-Switching Diffusions. SIAM J. Control. Optim. 48(3): 2003-2031 (2009) - [j71]Gang George Yin, Xuerong Mao, Chenggui Yuan, Dingzhou Cao:
Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions. SIAM J. Math. Anal. 41(6): 2335-2352 (2009) - [j70]Gang George Yin, Shaobai Kan, Le Yi Wang, Cheng-Zhong Xu:
Identification of Systems With Regime Switching and Unmodeled Dynamics. IEEE Trans. Autom. Control. 54(1): 34-47 (2009) - [j69]Bernard Bercu, François Dufour, Gang George Yin:
Almost Sure Stabilization for Feedback Controls of Regime-Switching Linear Systems With a Hidden Markov Chain. IEEE Trans. Autom. Control. 54(9): 2114-2125 (2009) - [c39]Chanying Li, Le Yi Wang, Gang George Yin, Lei Guo, Cheng-Zhong Xu:
Irregular sampling, active observability, and convergence rates of state observers for systems with binary-valued observations. CDC 2009: 8506-8511 - [c38]Kevin Topley, Vikram Krishnamurthy, Gang George Yin:
Average-consensus with switched Markovian network links. FUSION 2009: 388-395 - [c37]Jia Rao, Xiangping Bu, Cheng-Zhong Xu, Le Yi Wang, Gang George Yin:
VCONF: a reinforcement learning approach to virtual machines auto-configuration. ICAC 2009: 137-146 - [c36]Kevin Topley, Vikram Krishnamurthy, Gang George Yin:
Consensus-tracking in distributed networks by one-hop averaging. ICASSP 2009: 2065-2068 - 2008
- [j68]Yanlong Zhao, Le Yi Wang, Gang George Yin, Ji-Feng Zhang:
Erratum to: Identification of Wiener systems with binary-valued output observations. Autom. 44(7): 1929 (2008) - [j67]Le Yi Wang, Gang George Yin, Ji-Feng Zhang, Yanlong Zhao:
Space and time complexities and sensor threshold selection in quantized identification. Autom. 44(12): 3014-3024 (2008) - [j66]Le Yi Wang, Guohua Xu, Gang George Yin:
State reconstruction for linear time-invariant systems with binary-valued output observations. Syst. Control. Lett. 57(11): 958-963 (2008) - [j65]Paul W. Eloe, R. H. Liu, M. Yatsuki, Gang George Yin, Qing Zhang:
Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model. SIAM J. Appl. Math. 69(3): 810-829 (2008) - [j64]Qingshuo Song, Gang George Yin, Zhimin Zhang:
Numerical Solutions for Stochastic Differential Games With Regime Switching. IEEE Trans. Autom. Control. 53(2): 509-521 (2008) - [j63]Le Yi Wang, Gang George Yin, Yanlong Zhao, Ji-Feng Zhang:
Identification Input Design for Consistent Parameter Estimation of Linear Systems With Binary-Valued Output Observations. IEEE Trans. Autom. Control. 53(4): 867-880 (2008) - [j62]Vikram Krishnamurthy, Michael Maskery, Gang George Yin:
Decentralized Adaptive Filtering Algorithms for Sensor Activation in an Unattended Ground Sensor Network. IEEE Trans. Signal Process. 56(12): 6086-6101 (2008) - [c35]Qingshuo Song, George Yin, Qing Zhang:
Numerical methods for buying-low-and-selling-high stock policy. ACC 2008: 1029-1034 - [c34]Chao Zhu, Gang George Yin:
On hybrid diffusions. CDC 2008: 1507-1512 - [c33]Kevin Topley, Vikram Krishnamurthy, Gang George Yin:
Consensus formation in a switched Markovian dynamical system. CDC 2008: 3547-3552 - [c32]Gang George Yin, Qing Zhang, Chao Zhuang:
Stochastic approximation algorithms for trailing stop. CDC 2008: 5590-5595 - 2007
- [j61]Xuerong Mao, Gang George Yin, Chenggui Yuan:
Stabilization and destabilization of hybrid systems of stochastic differential equations. Autom. 43(2): 264-273 (2007) - [j60]Le Yi Wang, Gang George Yin:
Asymptotically efficient parameter estimation using quantized output observations. Autom. 43(7): 1178-1191 (2007) - [j59]Yanlong Zhao, Le Yi Wang, Gang George Yin, Ji-Feng Zhang:
Identification of Wiener systems with binary-valued output observations. Autom. 43(10): 1752-1765 (2007) - [j58]M. Pemy, George Yin, Qing Zhang:
Selling a large stock position: a stochastic control approach with state constraints. Commun. Inf. Syst. 7(1): 93-110 (2007) - [j57]J. Bao, A. Belu, Y. Gershon, Y. J. Liu, George Yin, Qing Zhang:
Using stochastic optimization methods for stock selling decision making and option pricing: numerics and bias and variance dependent convergence rates. Commun. Inf. Syst. 7(2): 111-132 (2007) - [j56]Le Yi Wang, Gang George Yin:
Information Characterization of Communication Channels for System Identification. J. Syst. Sci. Complex. 20(2): 251-261 (2007) - [j55]Gang George Yin, Chao Zhu:
Regularity and Recurrence of Switching Diffusions. J. Syst. Sci. Complex. 20(2): 273-283 (2007) - [j54]Y. J. Liu, Gang George Yin, Qing Zhang, John B. Moore:
Balanced realizations of regime-switching linear systems. Math. Control. Signals Syst. 19(3): 207-234 (2007) - [j53]Chao Zhu, Gang George Yin:
Asymptotic Properties of Hybrid Diffusion Systems. SIAM J. Control. Optim. 46(4): 1155-1179 (2007) - [j52]Qing Zhang, Gang George Yin, John B. Moore:
Two-Time-Scale Approximation for Wonham Filters. IEEE Trans. Inf. Theory 53(5): 1706-1715 (2007) - [j51]Han Zheng, Hong Wang, Le Yi Wang, Gang George Yin:
Cyclic System Reconfiguration and Time-Split Signal Separation With Applications to Lung Sound Pattern Analysis. IEEE Trans. Signal Process. 55(6-2): 2897-2913 (2007) - [c31]George Yin, Qing Zhang, Chao Zhuang:
Using Stochastic Approximation for Parameter Estimation in Option Pricing. ACC 2007: 396-401 - [c30]Qing Zhang, Gang George Yin, John B. Moore:
Two-time-scale Wonham filters. CDC 2007: 957-962 - [c29]Qingshuo Song, Gang George Yin:
Study of convergence rates of numerical methods for stochastic control problems. CDC 2007: 3108-3113 - [c28]Le Yi Wang, Gang George Yin, Cheng-Zhong Xu:
Identification of cascaded systems with linear and quantized observations. CDC 2007: 3616-3621 - [c27]Guohua Xu, Le Yi Wang, Gang George Yin:
State reconstruction for linear time-invariant systems with binary-valued output observations. CDC 2007: 4305-4310 - [c26]Le Yi Wang, Gang George Yin, Guohua Xu:
State estimation of systems with binary-valued observations. CDC 2007: 5545-5549 - 2006
- [j50]Le Yi Wang, Gang George Yin, Ji-Feng Zhang:
Joint identification of plant rational models and noise distribution functions using binary-valued observations. Autom. 42(4): 535-547 (2006) - [j49]Qingshuo Song, Gang George Yin, Z. Zhang:
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. Autom. 42(7): 1147-1157 (2006) - [j48]Gang George Yin, Shaobai Kan, Le Yi Wang:
Identification Error Bounds and Asymptotic Distributions for Systems with Structural Uncertainties. J. Syst. Sci. Complex. 19(1): 22-35 (2006) - [j47]J. W. Wang, Qing Zhang, Gang George Yin:
Two-time-scale Hybrid Filters: Near Optimality. SIAM J. Control. Optim. 45(1): 298-319 (2006) - [j46]Xin Guo, George Yin:
The wonham filter with random parameters: rate of convergence and error bounds. IEEE Trans. Autom. Control. 51(3): 460-464 (2006) - [c25]Vikram Krishnamurthy, George Yin, Michael Maskery:
Stochastic Approximation Based Tracking of Correlated Equilibria for Game-Theoretic Reconfigurable Sensor Network Deployment. CDC 2006: 2051-2056 - [c24]Jianwu Wang, Qing Zhang, George Yin:
Near-optimal Hybrid Filtering in a Two-time-scale Model. CDC 2006: 4933-4938 - [c23]Q. S. Song, George Yin:
Existence of Saddle Points in Discrete Markov Games and Its Application in Numerical Methods for Stochastic Differential Games. CDC 2006: 6325-6330 - 2005
- [j45]Yuanjin Liu, Gang George Yin, Xun Yu Zhou:
Near-optimal controls of random-switching LQ problems with indefinite control weight costs. Autom. 41(6): 1063-1070 (2005) - [j44]Qing Zhang, Gang George Yin, R. H. Liu:
A Near-Optimal Selling Rule for a Two-Time-Scale Market Model. Multiscale Model. Simul. 4(1): 172-193 (2005) - [j43]Gang George Yin, Vikram Krishnamurthy:
Least mean square algorithms with Markov regime-switching limit. IEEE Trans. Autom. Control. 50(5): 577-593 (2005) - [j42]Gang George Yin, Xuerong Mao, K. Karen Yin:
Numerical approximation of invariant measures for hybrid diffusion systems. IEEE Trans. Autom. Control. 50(7): 934-946 (2005) - [j41]Gang George Yin, Vikram Krishnamurthy:
LMS algorithms for tracking slow Markov chains with applications to hidden Markov estimation and adaptive multiuser detection. IEEE Trans. Inf. Theory 51(7): 2475-2490 (2005) - [j40]George Yin, Qing Zhang, John B. Moore, Yuan Jin Liu:
Continuous-time tracking algorithms involving two-time-scale Markov chains. IEEE Trans. Signal Process. 53(12): 4442-4452 (2005) - [c22]Han Zheng, Hong Wang, Le Yi Wang, George Yin:
Lung sound pattern analysis for anesthesia monitoring. ACC 2005: 1563-1568 - 2004
- [j39]Gang George Yin, Hanqin Zhang:
Two-Time-Scale Markov Chains and Applications to Quasi-Birth-Death Queues. SIAM J. Appl. Math. 65(2): 567-586 (2004) - [j38]Gang George Yin, Vikram Krishnamurthy, Cristina Ion:
Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization. SIAM J. Optim. 14(4): 1187-1215 (2004) - [j37]Rafail Z. Khasminskii, Gang George Yin:
On Averaging Principles: An Asymptotic Expansion Approach. SIAM J. Math. Anal. 35(6): 1534-1560 (2004) - [j36]Gang George Yin, Xun Yu Zhou:
Markowitz's mean-variance portfolio selection with regime switching: from discrete-time models to their continuous-time limits. IEEE Trans. Autom. Control. 49(3): 349-360 (2004) - [j35]Vikram Krishnamurthy, X. Wang, Gang George Yin:
Spreading Code Optimization and Adaptation in CDMA Via Discrete Stochastic Approximation. IEEE Trans. Inf. Theory 50(9): 1927-1949 (2004) - [c21]Le Yi Wang, Hong Wang, Han Zheng, George Yin:
Multi-sensor lung sound extraction via time-shared channel identification and adaptive noise cancellation. CDC 2004: 3599-3604 - [c20]George Yin, Jianwu Wang, Qing Zhang:
A new approach for pricing American put options. CDC 2004: 3925-3929 - [c19]Vikram Krishnamurthy, George Yin:
Least mean square algorithms with switched Markov ODE limit. CDC 2004: 4134-4139 - 2003
- [j34]Gang George Yin, Qing Zhang:
Stability of Markov modulated discrete-time dynamic systems. Autom. 39(8): 1339-1351 (2003) - [j33]K. Karen Yin, Hongchuan Yang, Prodromos Daoutidis, Gang George Yin:
Simulation of population dynamics using continuous-time finite-state Markov chains. Comput. Chem. Eng. 27(2): 235-249 (2003) - [j32]K. Karen Yin, Hu Liu, Gang George Yin:
Stochastic models and numerical solutions for production planning with applications to the paper industry. Comput. Chem. Eng. 27(11): 1693-1706 (2003) - [j31]Gang George Yin, Subhrakanti Dey:
Weak Convergence of Hybrid Filtering Problems Involving Nearly Completely Decomposable Hidden Markov Chains. SIAM J. Control. Optim. 41(6): 1820-1842 (2003) - [j30]Xun Yu Zhou, Gang George Yin:
Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model. SIAM J. Control. Optim. 42(4): 1466-1482 (2003) - [j29]Han-Fu Chen, Gang George Yin:
Asymptotic properties of sign algorithms for adaptive filtering. IEEE Trans. Autom. Control. 48(9): 1545-1556 (2003) - [j28]Le Yi Wang, Ji-Feng Zhang, Gang George Yin:
System identification using binary sensors. IEEE Trans. Autom. Control. 48(11): 1892-1907 (2003) - [j27]Gang George Yin, Vikram Krishnamurthy, Cristina Ion:
Iterate-averaging sign algorithms for adaptive filtering with applications to blind multiuser detection. IEEE Trans. Inf. Theory 49(3): 657-671 (2003) - [j26]Gang George Yin, Cheng-Zhong Xu, Le Yi Wang:
Optimal Remapping in Dynamic Bulk Synchronous Computations via a Stochastic Control Approach. IEEE Trans. Parallel Distributed Syst. 14(1): 51-62 (2003) - [c18]Vikram Krishnamurthy, Xiaodong Wang, George Yin:
Adaptive discrete stochastic approximation algorithms for spreading code optimization in DS/CDMA. CDC 2003: 86-91 - [c17]George Yin, Vikrain Krishnamurthy, Cristina Ion:
Regime switching stochastic approximation algorithms with switched ODE limit. CDC 2003: 900-905 - [c16]Vikram Krishnamurthy, Xiaodong Wang, Gang George Yin:
Adaptive spreading code optimization in multiantenna multipath fading channels in CDMA. ICC 2003: 2445-2449 - 2002
- [j25]R. H. Liu, Qing Zhang, Gang George Yin:
Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time. Autom. 38(3): 409-419 (2002) - [j24]Le Yi Wang, Gang George Yin:
Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances. Autom. 38(9): 1463-1474 (2002) - [j23]Gang George Yin, Patrick A. Kelly:
Convergence Rates of Digital Diffusion Network Algorithms for Global Optimization with Applications to Image Estimation. J. Glob. Optim. 23(3-4): 329-358 (2002) - [j22]Gang George Yin, Qing Zhang, S. Miao:
Markov chain approximation techniques for a class of nonlinear control problems. Neural Parallel Sci. Comput. 10(4): 447-464 (2002) - [j21]Gang George Yin, Han-Fu Chen:
Blind channel identification via stochastic approximation: constant step-size algorithms. Syst. Control. Lett. 45(5): 347-356 (2002) - [j20]Gang George Yin, R. H. Liu, Qing Zhang:
Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach. SIAM J. Optim. 13(1): 240-263 (2002) - [j19]Grazyna Badowski, Gang George Yin:
Stability of hybrid dynamic systems containing singularly perturbed random processes. IEEE Trans. Autom. Control. 47(12): 2021-2032 (2002) - [j18]Vikram Krishnamurthy, Gang George Yin:
Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime. IEEE Trans. Inf. Theory 48(2): 458-476 (2002) - [c15]George Yin, Qing Zhang, Hongchuan Yang, Kewen Yin:
A class of hybrid market models: simulation, identification, and estimation. ACC 2002: 2571-2576 - [c14]Xun Yu Zhou, George Yin:
Continuous-time mean-variance portfolio selection with regime switching. CDC 2002: 383-388 - [c13]Qing Zhang, George Yin:
Hybrid stock-investment models and asset allocation. CDC 2002: 389-394 - [c12]Le Yi Wang, Hong Wang, Gang George Yin:
Anesthesia infusion models: knowledge-based real-time identification via stochastic approximation. CDC 2002: 2512-2517 - [c11]George Yin, Subhrakanti Dey:
Hybrid filters modulated by Markov chains with two-time scales. CDC 2002: 3573-3578 - [c10]Gang George Yin, Cheng-Zhong Xu, Le Yi Wang:
Optimal Remapping in Dynamic Bulk Synchronous Computations via a Stochastic Control Approach. IPDPS 2002 - 2001
- [j17]K. Karen Yin, Gang George Yin:
A class of constrained recursive estimation algorithms and applications. Neural Parallel Sci. Comput. 9(3-4): 389-406 (2001) - [j16]Qing Zhang, Gang George Yin, El-Kébir Boukas:
Optimal control of a marketing-production system. IEEE Trans. Autom. Control. 46(3): 416-427 (2001) - [j15]Vikram Krishnamurthy, Gang George Yin, Sumeetpal S. Singh:
Adaptive step-size algorithms for blind interference suppression in DS/CDMA systems. IEEE Trans. Signal Process. 49(1): 190-201 (2001) - [c9]George Yin, Qian Zhang, Grazyna Badowski:
Decomposition and aggregation of large-dimensional Markov chains in discrete time. CDC 2001: 1687-1692 - [c8]Le Yi Wang, George Yin:
Time complexity of closed-loop identification. CDC 2001: 2007-2012 - [c7]R. H. Liu, Qian Zhang, George Yin:
Singularly perturbed Markov decision processes in discrete time. CDC 2001: 2119-2124 - [c6]George Yin, Vikram Krishnamurthy:
Signed adaptive filtering algorithms with iterate averaging. CDC 2001: 2508-2513 - [c5]Gang George Yin, Vikram Krishnamurthy:
Averaging blind sign algorithms for adaptive multiuser detection. ICASSP 2001: 2301-2304 - 2000
- [j14]Gang George Yin, Qing Zhang:
Singularly Perturbed Discrete-Time Markov Chains. SIAM J. Appl. Math. 61(3): 834-854 (2000) - [j13]Le Yi Wang, Gang George Yin:
Persistent identification of systems with unmodeled dynamics and exogenous disturbances. IEEE Trans. Autom. Control. 45(7): 1246-1256 (2000) - [c4]Vikram Krishnamurthy, George Yin:
Analysis of recursive MAP algorithm for state estimation of bilinear systems. CDC 2000: 3799-3800
1990 – 1999
- 1999
- [j12]Houmin Yan, Xun Yu Zhou, Gang George Yin:
Approximating an Optimal Production Policy in a Continuous Flow Line: Recurrence and Asymptotic Properties. Oper. Res. 47(4): 535-549 (1999) - [j11]Gang George Yin:
Rates of Convergence for a Class of Global Stochastic Optimization Algorithms. SIAM J. Optim. 10(1): 99-120 (1999) - [j10]Qing Zhang, Gang George Yin:
On nearly optimal controls of hybrid LQG problems. IEEE Trans. Autom. Control. 44(12): 2271-2282 (1999) - 1998
- [j9]Pierre L'Ecuyer, Gang George Yin:
Budget-Dependent Convergence Rate of Stochastic Approximation. SIAM J. Optim. 8(1): 217-247 (1998) - [j8]Harold J. Kushner, George Yin:
Review of Stochastic Approximation Algorithms and Applications [Book Reviews]. IEEE Trans. Autom. Control. 43(5): 753-755 (1998) - [c3]Gang George Yin, M. Kniazeva:
Time-scale Separation and State Aggregation in Singularly Perturbed Switching Diffusions. Control of Distributed Parameter and Stochastic Systems 1998: 299-306 - [c2]Qing Zhang, Gang George Yin:
Asymptotically Optimal Controls of Hybrid LQG. Problems: Summary of Results. Control of Distributed Parameter and Stochastic Systems 1998: 315-322 - [c1]Yi Le Wang, George Yin:
Towards a harmonic blending of deterministic and stochastic frameworks in information processing. Robustness in Identification and Control 1998: 102-116 - 1997
- [b1]Harold J. Kushner, Gang George Yin:
Stochastic Approximation Algorithms and Applications. Applications of Mathematics 35, Springer 1997, ISBN 978-1-4899-2698-2, pp. 1-417 - 1996
- [j7]R. Z. Khashinskii, Gang George Yin, Qing Zhang:
Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains. SIAM J. Appl. Math. 56(1): 277-293 (1996) - [j6]Rafail Z. Khasminskii, Gang George Yin:
Asymptotic Series for Singularly Perturbed Kolmogorov-Fokker-Planck Equations. SIAM J. Appl. Math. 56(6): 1766-1793 (1996) - [j5]Rafail Z. Khasminskii, Gang George Yin:
On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components. SIAM J. Appl. Math. 56(6): 1794-1819 (1996) - [j4]Gang George Yin, Kewen Yin:
Passive stochastic approximation with constant step size and window width. IEEE Trans. Autom. Control. 41(1): 90-106 (1996) - 1995
- [j3]George Yin, Günter Rudolph, Hans-Paul Schwefel:
Analyzing the (1, λ) Evolution Strategy via Stochastic Approximation Methods. Evol. Comput. 3(4): 473-489 (1995) - [j2]El-Kébir Boukas, Qing Zhang, Gang George Yin:
Robust production and maintenance planning in stochastic manufacturing systems. IEEE Trans. Autom. Control. 40(6): 1098-1102 (1995)
1980 – 1989
- 1989
- [j1]Gang George Yin:
Asymptotic properties of an adaptive beam former algorithm. IEEE Trans. Inf. Theory 35(4): 859-867 (1989)
Coauthor Index
[j207] [c74] [i9] [i8] [j205] [j204] [j202] [j199] [j198] [j197] [j194] [j191] [j188] [j186] [j184] [j179] [j178] [j174] [j172] [j169] [j168] [j167] [j166] [j165] [j163] [j162] [c72] [c71] [j161] [j159] [j158] [j157] [j156] [c70] [j155] [j150] [j149] [j148] [j147] [c67] [i2] [j146] [j143] [j136] [j135] [j133] [j129] [j127] [j126] [c65] [c63] [j123] [j122] [j121] [j120] [j117] [j116] [j114] [j112] [c60] [c58] [c57] [j111] [j105] [c56] [c53] [c52] [c51] [j97] [c50] [c46] [c45] [j95] [j91] [j90] [j89] [j87] [j84] [j82] [j80] [j79] [j77] [j70] [c39] [c37] [j68] [j67] [j66] [j63] [j60] [j59] [j56] [j51] [c28] [c27] [c26] [j50] [j48] [c22] [c21] [j28] [j26] [j24] [c12] [c10] [c8] [j13]
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