Yin, G.; Zhang, C.; Wang, L. Y. Numerical methods for controlled switching diffusions. (English) Zbl 1476.60006 Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 11th international conference, LSSC 2017, Sozopol, Bulgaria, June 5–9, 2017. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 10665, 33-44 (2018). MSC: 60-08 60J60 93C30 PDFBibTeX XMLCite \textit{G. Yin} et al., Lect. Notes Comput. Sci. 10665, 33--44 (2018; Zbl 1476.60006) Full Text: DOI
Tan, Senren; Jin, Zhuo; Yin, G. Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model. (English) Zbl 1378.91102 Nonlinear Anal., Hybrid Syst. 27, 141-156 (2018). MSC: 91B30 60J75 93E20 PDFBibTeX XMLCite \textit{S. Tan} et al., Nonlinear Anal., Hybrid Syst. 27, 141--156 (2018; Zbl 1378.91102) Full Text: DOI
Jin, Zhuo; Yang, Hai-liang; Yin, G. A numerical approach to optimal dividend policies with capital injections and transaction costs. (English) Zbl 1360.91153 Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 221-238 (2017). MSC: 91G60 65C30 60H35 65C05 91B30 93E20 PDFBibTeX XMLCite \textit{Z. Jin} et al., Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 221--238 (2017; Zbl 1360.91153) Full Text: DOI Link
Tran, Ky; Yin, G. Numerical methods for optimal harvesting strategies in random environments under partial observations. (English) Zbl 1339.93102 Automatica 70, 74-85 (2016). MSC: 93E03 60J10 93C55 93E25 60H40 PDFBibTeX XMLCite \textit{K. Tran} and \textit{G. Yin}, Automatica 70, 74--85 (2016; Zbl 1339.93102) Full Text: DOI
Xi, Fu-bao; Yin, G. Stochastic Liénard equations with state-dependent switching. (English) Zbl 1338.60200 Acta Math. Appl. Sin., Engl. Ser. 31, No. 4, 893-908 (2015). MSC: 60J60 60J27 34D23 PDFBibTeX XMLCite \textit{F.-b. Xi} and \textit{G. Yin}, Acta Math. Appl. Sin., Engl. Ser. 31, No. 4, 893--908 (2015; Zbl 1338.60200) Full Text: DOI
Thanh, Le Van; Yin, G. Weighted sums of strongly mixing random variables with an application to nonparametric regression. (English) Zbl 1328.60087 Stat. Probab. Lett. 105, 195-202 (2015). MSC: 60F15 62G08 PDFBibTeX XMLCite \textit{L. Van Thanh} and \textit{G. Yin}, Stat. Probab. Lett. 105, 195--202 (2015; Zbl 1328.60087) Full Text: DOI
Jin, Zhuo; Yang, Hailiang; Yin, G. Optimal debt ratio and dividend payment strategies with reinsurance. (English) Zbl 1348.91156 Insur. Math. Econ. 64, 351-363 (2015). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{Z. Jin} et al., Insur. Math. Econ. 64, 351--363 (2015; Zbl 1348.91156) Full Text: DOI
Yang, Zhixin; Yin, G.; Li, Haibo Stability of numerical methods for jump diffusions and Markovian switching jump diffusions. (English) Zbl 1341.60076 J. Comput. Appl. Math. 275, 197-212 (2015). MSC: 60H35 60H10 60J60 60J75 65C30 60G55 PDFBibTeX XMLCite \textit{Z. Yang} et al., J. Comput. Appl. Math. 275, 197--212 (2015; Zbl 1341.60076) Full Text: DOI arXiv
Wang, Le Yi; Syed, Ali; Yin, Gang George; Pandya, Abhilash; Zhang, Hongwei Control of vehicle platoons for highway safety and efficient utility: consensus with communications and vehicle dynamics. (English) Zbl 1310.93009 J. Syst. Sci. Complex. 27, No. 4, 605-631 (2014). MSC: 93A14 93C95 90B20 93C85 PDFBibTeX XMLCite \textit{L. Y. Wang} et al., J. Syst. Sci. Complex. 27, No. 4, 605--631 (2014; Zbl 1310.93009) Full Text: DOI
He, Qi; Yin, G. Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with two-time scales. (English) Zbl 1317.60033 Stochastics 86, No. 3, 527-550 (2014). MSC: 60F99 60F10 60J27 60K25 93E20 34E05 PDFBibTeX XMLCite \textit{Q. He} and \textit{G. Yin}, Stochastics 86, No. 3, 527--550 (2014; Zbl 1317.60033) Full Text: DOI
Jin, Zhuo; Yang, Hailiang; Yin, Gang George Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. (English) Zbl 1364.93863 Automatica 49, No. 8, 2317-2329 (2013). MSC: 93E20 91G10 60J10 60J75 93C10 49J40 PDFBibTeX XMLCite \textit{Z. Jin} et al., Automatica 49, No. 8, 2317--2329 (2013; Zbl 1364.93863) Full Text: DOI Link
Jin, Zhuo; Yin, G.; Wu, Fuke Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods. (English) Zbl 1290.91090 Insur. Math. Econ. 53, No. 3, 733-746 (2013). MSC: 91B30 91A23 91A15 60J60 PDFBibTeX XMLCite \textit{Z. Jin} et al., Insur. Math. Econ. 53, No. 3, 733--746 (2013; Zbl 1290.91090) Full Text: DOI
Jin, Zhuo; Yin, G. Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls. (English) Zbl 1276.49022 J. Optim. Theory Appl. 159, No. 1, 246-271 (2013). MSC: 49M30 49L20 49J40 93E20 60J60 60J75 91G60 91G80 PDFBibTeX XMLCite \textit{Z. Jin} and \textit{G. Yin}, J. Optim. Theory Appl. 159, No. 1, 246--271 (2013; Zbl 1276.49022) Full Text: DOI Link
Jin, Zhuo; Yin, G.; Zhu, Chao Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. (English) Zbl 1267.93184 Automatica 48, No. 8, 1489-1501 (2012). MSC: 93E20 91B30 91G10 60J10 PDFBibTeX XMLCite \textit{Z. Jin} et al., Automatica 48, No. 8, 1489--1501 (2012; Zbl 1267.93184) Full Text: DOI arXiv Link
Wang, Yumin; Yin, G. Quantile hedging for guaranteed minimum death benefits with regime switching. (English) Zbl 1251.91041 Stochastic Anal. Appl. 30, No. 5, 799-826 (2012). MSC: 91B30 91B70 91G80 93E20 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{G. Yin}, Stochastic Anal. Appl. 30, No. 5, 799--826 (2012; Zbl 1251.91041) Full Text: DOI
Yang, Zhixin; Yin, G. Stability of nonlinear regime-switching jump diffusion. (English) Zbl 1300.60100 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 75, No. 9, 3854-3873 (2012). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60J75 60J60 PDFBibTeX XMLCite \textit{Z. Yang} and \textit{G. Yin}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 75, No. 9, 3854--3873 (2012; Zbl 1300.60100) Full Text: DOI arXiv
Yin, G.; Sun, Yu; Wang, Le Yi Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies. (English) Zbl 1219.93117 Automatica 47, No. 7, 1366-1378 (2011). MSC: 93E03 93E10 93E15 60J10 93A14 PDFBibTeX XMLCite \textit{G. Yin} et al., Automatica 47, No. 7, 1366--1378 (2011; Zbl 1219.93117) Full Text: DOI
Kong, Hoi Tin; Zhang, Qing; Yin, G. George A trend-following strategy: conditions for optimality. (English) Zbl 1213.91141 Automatica 47, No. 4, 661-667 (2011). MSC: 91G10 90C33 49L20 PDFBibTeX XMLCite \textit{H. T. Kong} et al., Automatica 47, No. 4, 661--667 (2011; Zbl 1213.91141) Full Text: DOI
Jin, Zhuo; Yin, G. A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models. (English) Zbl 1232.91710 Int. J. Comput. Math. 88, No. 6, 1256-1282 (2011). MSC: 91G60 65C30 60H35 65C05 91B30 91G40 PDFBibTeX XMLCite \textit{Z. Jin} and \textit{G. Yin}, Int. J. Comput. Math. 88, No. 6, 1256--1282 (2011; Zbl 1232.91710) Full Text: DOI
Zhang, Zhenhua; Yin, G.; Liang, Zhian A stochastic approximation algorithm for American lookback put options. (English) Zbl 1216.93113 Stochastic Anal. Appl. 29, No. 2, 332-351 (2011). MSC: 93E25 60J25 60J60 34E05 91G10 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Stochastic Anal. Appl. 29, No. 2, 332--351 (2011; Zbl 1216.93113) Full Text: DOI
Jin, Zhuo; Wang, Yumin; Yin, G. Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation. (English) Zbl 1229.91358 J. Comput. Appl. Math. 235, No. 8, 2842-2860 (2011). Reviewer: Pedro A. Morettin (São Paulo) MSC: 91G70 65C20 65C05 PDFBibTeX XMLCite \textit{Z. Jin} et al., J. Comput. Appl. Math. 235, No. 8, 2842--2860 (2011; Zbl 1229.91358) Full Text: DOI
Yin, G.; Yu, J.; Zhang, Q. A stochastic approximation algorithm for option pricing model calibration with a switchable market. (English) Zbl 1203.91300 Int. J. Comput. Math. 87, No. 15, 3525-3545 (2010). MSC: 91G20 60J28 62L20 PDFBibTeX XMLCite \textit{G. Yin} et al., Int. J. Comput. Math. 87, No. 15, 3525--3545 (2010; Zbl 1203.91300) Full Text: DOI
Song, Qingshuo; Yin, Gang George Convergence rates of Markov chain approximation methods for controlled diffusions with stopping. (English) Zbl 1210.60081 J. Syst. Sci. Complex. 23, No. 3, 600-621 (2010). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60J22 65C40 60G40 60J60 93E20 PDFBibTeX XMLCite \textit{Q. Song} and \textit{G. G. Yin}, J. Syst. Sci. Complex. 23, No. 3, 600--621 (2010; Zbl 1210.60081) Full Text: DOI
Yin, G.; Jin, Zhuo; Yang, Hailiang Asymptotically optimal dividend policy for regime-switching compound Poisson models. (English) Zbl 1204.91061 Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 529-542 (2010). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 91G50 91B70 PDFBibTeX XMLCite \textit{G. Yin} et al., Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 529--542 (2010; Zbl 1204.91061) Full Text: DOI
Yin, G.; Zhu, C. Properties of solutions of stochastic differential equations with continuous-state-dependent switching. (English) Zbl 1202.60093 J. Differ. Equations 249, No. 10, 2409-2439 (2010). MSC: 60H10 60J05 60J60 PDFBibTeX XMLCite \textit{G. Yin} and \textit{C. Zhu}, J. Differ. Equations 249, No. 10, 2409--2439 (2010; Zbl 1202.60093) Full Text: DOI
Xi, Fubao; Yin, G. Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching. (English) Zbl 1200.60059 J. Multivariate Anal. 101, No. 6, 1378-1389 (2010). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J05 60K37 PDFBibTeX XMLCite \textit{F. Xi} and \textit{G. Yin}, J. Multivariate Anal. 101, No. 6, 1378--1389 (2010; Zbl 1200.60059) Full Text: DOI
Zhu, C.; Yin, G. On hybrid competitive Lotka-Volterra ecosystems. (English) Zbl 1238.34059 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 71, No. 12, e-Suppl., e1370-e1379 (2009). MSC: 34C11 60J60 60J05 92D40 34D05 34F05 PDFBibTeX XMLCite \textit{C. Zhu} and \textit{G. Yin}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 71, No. 12, e1370--e1379 (2009; Zbl 1238.34059) Full Text: DOI
Yin, G.; Nguyen, Dung Tien Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time. (English) Zbl 1186.60072 Acta Math. Appl. Sin., Engl. Ser. 25, No. 3, 457-476 (2009). Reviewer: Alexander I. Zejfman (Vologda) MSC: 60J27 34E05 PDFBibTeX XMLCite \textit{G. Yin} and \textit{D. T. Nguyen}, Acta Math. Appl. Sin., Engl. Ser. 25, No. 3, 457--476 (2009; Zbl 1186.60072) Full Text: DOI
Yin, G.; Jin, Hanqing; Jin, Zhuo Numerical methods for portfolio selection with bounded constraints. (English) Zbl 1180.91276 J. Comput. Appl. Math. 233, No. 2, 564-581 (2009). MSC: 91G10 65C30 60H35 65C05 PDFBibTeX XMLCite \textit{G. Yin} et al., J. Comput. Appl. Math. 233, No. 2, 564--581 (2009; Zbl 1180.91276) Full Text: DOI
Zhu, C.; Yin, G. On competitive Lotka-Volterra model in random environments. (English) Zbl 1182.34078 J. Math. Anal. Appl. 357, No. 1, 154-170 (2009). Reviewer: Andrew Dale (Durban) MSC: 34F05 60H10 92D25 PDFBibTeX XMLCite \textit{C. Zhu} and \textit{G. Yin}, J. Math. Anal. Appl. 357, No. 1, 154--170 (2009; Zbl 1182.34078) Full Text: DOI
Song, Q. S.; Yin, G.; Zhang, Q. Stochastic optimization methods for buying-low-and-selling-high strategies. (English) Zbl 1163.62341 Stochastic Anal. Appl. 27, No. 3, 523-542 (2009). MSC: 62L20 91B26 62P20 91B28 93E20 65C60 PDFBibTeX XMLCite \textit{Q. S. Song} et al., Stochastic Anal. Appl. 27, No. 3, 523--542 (2009; Zbl 1163.62341) Full Text: DOI
Yin, G.; Wang, Le Yi; Kan, Shaobai Tracking and identification of regime-switching systems using binary sensors. (English) Zbl 1162.93043 Automatica 45, No. 4, 944-955 (2009). MSC: 93E12 60J10 60J75 PDFBibTeX XMLCite \textit{G. Yin} et al., Automatica 45, No. 4, 944--955 (2009; Zbl 1162.93043) Full Text: DOI
Zhu, C.; Yin, G.; Song, Q. S. Stability of random-switching systems of differential equations. (English) Zbl 1163.93036 Q. Appl. Math. 67, No. 2, 201-220 (2009). MSC: 93E15 60J27 60J75 93D05 93D20 PDFBibTeX XMLCite \textit{C. Zhu} et al., Q. Appl. Math. 67, No. 2, 201--220 (2009; Zbl 1163.93036) Full Text: DOI Link
Yin, G.; Ion, C.; Krishnamurthy, V. How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths. (English) Zbl 1161.62047 Math. Program. 120, No. 1 (B), 67-99 (2009). MSC: 62L20 34A60 93E20 60J10 90C15 65C60 PDFBibTeX XMLCite \textit{G. Yin} et al., Math. Program. 120, No. 1 (B), 67--99 (2009; Zbl 1161.62047) Full Text: DOI
Xi, Fubao; Yin, G. Asymptotic properties of a mean-field model with a continuous-state-dependent switching process. (English) Zbl 1159.60341 J. Appl. Probab. 46, No. 1, 221-243 (2009). MSC: 60J60 60J27 PDFBibTeX XMLCite \textit{F. Xi} and \textit{G. Yin}, J. Appl. Probab. 46, No. 1, 221--243 (2009; Zbl 1159.60341) Full Text: DOI
Pemy, Moustapha; Zhang, Qing; Yin, G. George Liquidation of a large block of stock with regime switching. (English) Zbl 1214.91106 Math. Finance 18, No. 4, 629-648 (2008). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{M. Pemy} et al., Math. Finance 18, No. 4, 629--648 (2008; Zbl 1214.91106) Full Text: DOI
Yin, G.; Xu, C. Z.; Wang, L. Y. Q-learning algorithms with random truncation bounds and applications to effective parallel computing. (English) Zbl 1328.68178 J. Optim. Theory Appl. 137, No. 2, 435-451 (2008). MSC: 68T05 68W05 68W10 PDFBibTeX XMLCite \textit{G. Yin} et al., J. Optim. Theory Appl. 137, No. 2, 435--451 (2008; Zbl 1328.68178) Full Text: DOI
Khasminskii, R. Z.; Zhu, C.; Yin, G. Asymptotic properties of parabolic systems for null-recurrent switching diffusions. (English) Zbl 1179.60052 Acta Math. Appl. Sin., Engl. Ser. 23, No. 2, 177-194 (2007). Reviewer: V. S. Borkar (Mumbai) MSC: 60J60 35B40 35K40 60J35 60F99 93E15 PDFBibTeX XMLCite \textit{R. Z. Khasminskii} et al., Acta Math. Appl. Sin., Engl. Ser. 23, No. 2, 177--194 (2007; Zbl 1179.60052) Full Text: DOI
Liu, Y. J.; Yin, G.; Zhang, Q.; Moore, J. B. Balanced realizations of regime-switching linear systems. (English) Zbl 1158.93031 Math. Control Signals Syst. 19, No. 3, 207-234 (2007). MSC: 93E15 93E25 93B15 60J27 PDFBibTeX XMLCite \textit{Y. J. Liu} et al., Math. Control Signals Syst. 19, No. 3, 207--234 (2007; Zbl 1158.93031) Full Text: DOI
Yin, G.; Zhang, Q.; Zhuang, C. Stochastic approximation algorithms for parameter estimation in option pricing with regime switching. (English) Zbl 1124.62058 Stochastic Anal. Appl. 25, No. 6, 1243-1261 (2007). MSC: 62L20 91G20 62P05 PDFBibTeX XMLCite \textit{G. Yin} et al., Stochastic Anal. Appl. 25, No. 6, 1243--1261 (2007; Zbl 1124.62058) Full Text: DOI
Yin, G.; Zhu, C. On the notion of weak stability and related issues of hybrid diffusion systems. (English) Zbl 1118.93357 Nonlinear Anal., Hybrid Syst. 1, No. 2, 173-187 (2007). MSC: 93E15 93E03 PDFBibTeX XMLCite \textit{G. Yin} and \textit{C. Zhu}, Nonlinear Anal., Hybrid Syst. 1, No. 2, 173--187 (2007; Zbl 1118.93357) Full Text: DOI
Khasminskii, R. Z.; Zhu, C.; Yin, G. Stability of regime-switching diffusions. (English) Zbl 1119.60065 Stochastic Processes Appl. 117, No. 8, 1037-1051 (2007). MSC: 60J60 60J27 93E15 PDFBibTeX XMLCite \textit{R. Z. Khasminskii} et al., Stochastic Processes Appl. 117, No. 8, 1037--1051 (2007; Zbl 1119.60065) Full Text: DOI
Mao, Xuerong; Yin, G. George; Yuan, Chenggui Stabilization and destabilization of hybrid systems of stochastic differential equations. (English) Zbl 1111.93082 Automatica 43, No. 2, 264-273 (2007). MSC: 93E15 93D15 93E03 93C10 PDFBibTeX XMLCite \textit{X. Mao} et al., Automatica 43, No. 2, 264--273 (2007; Zbl 1111.93082) Full Text: DOI
Liu, R. H.; Zhang, Q.; Yin, G. Option pricing in a regime-switching model using the fast Fourier transform. (English) Zbl 1140.91402 J. Appl. Math. Stochastic Anal. 2006, Article ID 18109, 22 p. (2006). MSC: 91G60 65C05 65T50 91G20 PDFBibTeX XMLCite \textit{R. H. Liu} et al., J. Appl. Math. Stochastic Anal. 2006, Article ID 18109, 22 p. (2006; Zbl 1140.91402) Full Text: DOI EuDML
Yin, G.; Yin, K. Global optimization using diffusion perturbations with large noise intensity. (English) Zbl 1116.60043 Acta Math. Appl. Sin., Engl. Ser. 22, No. 4, 529-542 (2006). Reviewer: Ion C. Vladimirescu (Craiova) MSC: 60J60 62L20 65K05 PDFBibTeX XMLCite \textit{G. Yin} and \textit{K. Yin}, Acta Math. Appl. Sin., Engl. Ser. 22, No. 4, 529--542 (2006; Zbl 1116.60043) Full Text: DOI
Song, Q. S.; Yin, G.; Zhang, Z. Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. (English) Zbl 1117.93370 Automatica 42, No. 7, 1147-1157 (2006). MSC: 93E03 93E25 60J10 PDFBibTeX XMLCite \textit{Q. S. Song} et al., Automatica 42, No. 7, 1147--1157 (2006; Zbl 1117.93370) Full Text: DOI
Yin, G.; Zhang, Q.; Liu, F.; Liu, R. H.; Cheng, Y. Stock liquidation via stochastic approximation using Nasdaq daily and intra-day data. (English) Zbl 1128.91031 Math. Finance 16, No. 1, 217-236 (2006). MSC: 91G60 90C15 90C31 PDFBibTeX XMLCite \textit{G. Yin} et al., Math. Finance 16, No. 1, 217--236 (2006; Zbl 1128.91031) Full Text: DOI
Liu, Y. J.; Yin, G.; Zhang, Q. Computational methods for pricing American put options. (English) Zbl 1116.91046 J. Optim. Theory Appl. 127, No. 2, 389-410 (2005). MSC: 91B28 90C15 PDFBibTeX XMLCite \textit{Y. J. Liu} et al., J. Optim. Theory Appl. 127, No. 2, 389--410 (2005; Zbl 1116.91046) Full Text: DOI
Liu, Yuanjin; Yin, G.; Zhou, Xun Yu Near-optimal controls of random-switching LQ problems with indefinite control weight costs. (English) Zbl 1091.93019 Automatica 41, No. 6, 1063-1070 (2005). MSC: 93C57 49N10 93E20 PDFBibTeX XMLCite \textit{Y. Liu} et al., Automatica 41, No. 6, 1063--1070 (2005; Zbl 1091.93019) Full Text: DOI
Yin, G.; Song, Q. S.; Zhang, Z. Numerical solutions for jump-diffusions with regime switching. (English) Zbl 1071.60050 Stochastics 77, No. 1, 61-79 (2005). Reviewer: Henri Schurz (Carbondale) MSC: 60H10 65C30 34F05 37H10 45J05 60J27 60J60 60J75 65C05 65C20 65C99 65L20 91G60 PDFBibTeX XMLCite \textit{G. Yin} et al., Stochastics 77, No. 1, 61--79 (2005; Zbl 1071.60050) Full Text: DOI
Mao, Xuerong; Yuan, Chenggui; Yin, G. Numerical method for stationary distribution of stochastic differential equations with Markovian switching. (English) Zbl 1066.65016 J. Comput. Appl. Math. 174, No. 1, 1-27 (2005). Reviewer: Eckhard Platen (Broadway) MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{X. Mao} et al., J. Comput. Appl. Math. 174, No. 1, 1--27 (2005; Zbl 1066.65016) Full Text: DOI
Zhang, Q.; Yin, G. Nearly-optimal asset allocation in hybrid stock investment models. (English) Zbl 1090.91049 J. Optimization Theory Appl. 121, No. 2, 419-444 (2004). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B28 60H10 60H30 60J27 PDFBibTeX XMLCite \textit{Q. Zhang} and \textit{G. Yin}, J. Optim. Theory Appl. 121, No. 2, 419--444 (2004; Zbl 1090.91049) Full Text: DOI
Zhang, Q.; Yin, G. Exponential bounds for discrete-time singularly perturbed Markov chains. (English) Zbl 1049.60065 J. Math. Anal. Appl. 293, No. 2, 645-662 (2004). Reviewer: Rudolf Grübel (Hannover) MSC: 60J10 PDFBibTeX XMLCite \textit{Q. Zhang} and \textit{G. Yin}, J. Math. Anal. Appl. 293, No. 2, 645--662 (2004; Zbl 1049.60065) Full Text: DOI
Yin, G.; Zhang, Q.; Badowski, G. Discrete-time singularly perturbed Markov chains: Aggregation, occupation measures, and switching diffusion limit. (English) Zbl 1048.60058 Adv. Appl. Probab. 35, No. 2, 449-476 (2003). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60J10 60F17 PDFBibTeX XMLCite \textit{G. Yin} et al., Adv. Appl. Probab. 35, No. 2, 449--476 (2003; Zbl 1048.60058) Full Text: DOI
Badowski, G.; Yin, G.; Zhang, Q. Near-optimal controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains. (English) Zbl 1046.93047 J. Optimization Theory Appl. 116, No. 1, 131-166 (2003). MSC: 93E20 PDFBibTeX XMLCite \textit{G. Badowski} et al., J. Optim. Theory Appl. 116, No. 1, 131--166 (2003; Zbl 1046.93047) Full Text: DOI
Yin, G.; Zhang, Q.; Yin, K. Constrained stochastic estimation algorithms for a class of hybrid stock market models. (English) Zbl 1050.91053 J. Optimization Theory Appl. 118, No. 1, 157-182 (2003). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B28 90C15 PDFBibTeX XMLCite \textit{G. Yin} et al., J. Optim. Theory Appl. 118, No. 1, 157--182 (2003; Zbl 1050.91053) Full Text: DOI
Yin, G.; Kelly, P. A.; Dowell, M. H. Approximation of an analog diffusion network with applications to image estimation. (English) Zbl 0966.68168 J. Optimization Theory Appl. 107, No. 2, 391-414 (2000). Reviewer: Matthias Ehrgott (Kaiserslautern) MSC: 68T05 60H10 68U10 PDFBibTeX XMLCite \textit{G. Yin} et al., J. Optim. Theory Appl. 107, No. 2, 391--414 (2000; Zbl 0966.68168) Full Text: DOI
Yin, G.; Fitzpatrick, B. G.; Yin, K. Empirical distribution for linear system identification. (English) Zbl 0926.93067 Stochastic Anal. Appl. 17, No. 2, 295-313 (1999). Reviewer: T.Semerdjiev (Sofia) MSC: 93E12 60F17 PDFBibTeX XMLCite \textit{G. Yin} et al., Stochastic Anal. Appl. 17, No. 2, 295--313 (1999; Zbl 0926.93067) Full Text: DOI
Yin, G.; Zhang, Q. Control of dynamic systems under the influence of singularly perturbed Markov chains. (English) Zbl 0891.93083 J. Math. Anal. Appl. 216, No. 1, 343-367 (1997). Reviewer: M.Kohlmann (Bonn) MSC: 93E20 PDFBibTeX XMLCite \textit{G. Yin} and \textit{Q. Zhang}, J. Math. Anal. Appl. 216, No. 1, 343--367 (1997; Zbl 0891.93083) Full Text: DOI
Boukas, E. K.; Yang, J.; Yin, G.; Zhang, Q. Manufacturing systems: Wear modeling and numerical procedures. (English) Zbl 0886.90078 Stochastic Anal. Appl. 15, No. 3, 269-293 (1997). MSC: 90B25 90B30 90C40 PDFBibTeX XMLCite \textit{E. K. Boukas} et al., Stochastic Anal. Appl. 15, No. 3, 269--293 (1997; Zbl 0886.90078) Full Text: DOI
Zhang, Q.; Yin, G. A central limit theorem for singularly perturbed nonstationary finite state Markov chains. (English) Zbl 0855.60018 Ann. Appl. Probab. 6, No. 2, 650-670 (1996). MSC: 60F05 60J27 34E05 93E20 PDFBibTeX XMLCite \textit{Q. Zhang} and \textit{G. Yin}, Ann. Appl. Probab. 6, No. 2, 650--670 (1996; Zbl 0855.60018) Full Text: DOI
Zhang, Q.; Yin, G. Turnpike sets in stochastic manufacturing systems with finite time horizon. (English) Zbl 0847.90029 Stochastics Stochastics Rep. 51, No. 1-2, 11-40 (1994). MSC: 91B38 91B62 93E03 PDFBibTeX XMLCite \textit{Q. Zhang} and \textit{G. Yin}, Stochastics Stochastics Rep. 51, No. 1--2, 11--40 (1994; Zbl 0847.90029) Full Text: DOI Link
Yan, H.; Yin, G.; Lou, S. X. C. Using stochastic optimization to determine threshold values for the control of unreliable manufacturing systems. (English) Zbl 0813.90056 J. Optimization Theory Appl. 83, No. 3, 511-539 (1994). MSC: 90B30 90C15 93C95 90C90 PDFBibTeX XMLCite \textit{H. Yan} et al., J. Optim. Theory Appl. 83, No. 3, 511--539 (1994; Zbl 0813.90056) Full Text: DOI
Yin, G.; Zhang, Q. Near optimality of stochastic control in systems with unknown parameter processes. (English) Zbl 0825.93959 Appl. Math. Optimization 29, No. 3, 263-284 (1994). MSC: 93E20 60F05 60G57 PDFBibTeX XMLCite \textit{G. Yin} and \textit{Q. Zhang}, Appl. Math. Optim. 29, No. 3, 263--284 (1994; Zbl 0825.93959) Full Text: DOI
Yin, G.; Gupta, Ishita On a continuous time stochastic approximation problem. (English) Zbl 0791.60016 Acta Appl. Math. 33, No. 1, 3-20 (1993). MSC: 60F05 60F17 62L20 PDFBibTeX XMLCite \textit{G. Yin} and \textit{I. Gupta}, Acta Appl. Math. 33, No. 1, 3--20 (1993; Zbl 0791.60016) Full Text: DOI
Yin, G.; Zhu, Y. M. On H-valued Robbins-Monro processes. (English) Zbl 0702.62076 J. Multivariate Anal. 34, No. 1, 116-140 (1990). Reviewer: G.Kersting MSC: 62L20 60B12 60F15 PDFBibTeX XMLCite \textit{G. Yin} and \textit{Y. M. Zhu}, J. Multivariate Anal. 34, No. 1, 116--140 (1990; Zbl 0702.62076) Full Text: DOI
Yin, G. A stopping rule for the Robbins-Monro method. (English) Zbl 0687.62068 J. Optimization Theory Appl. 67, No. 1, 151-173 (1990). Reviewer: G.Yin MSC: 62L20 62L15 60F05 PDFBibTeX XMLCite \textit{G. Yin}, J. Optim. Theory Appl. 67, No. 1, 151--173 (1990; Zbl 0687.62068) Full Text: DOI
Yin, G.; Zhu, Y. M. On W.P.1 convergence of a parallel stochastic approximation algorithm. (English) Zbl 1134.68593 Probab. Eng. Inf. Sci. 3, No. 1, 55-75 (1989). MSC: 68W10 90C15 PDFBibTeX XMLCite \textit{G. Yin} and \textit{Y. M. Zhu}, Probab. Eng. Inf. Sci. 3, No. 1, 55--75 (1989; Zbl 1134.68593) Full Text: DOI
Yin, G.; Zhu, Y. M. On robustness of the Robbins-Monro method for parallel processing. (English) Zbl 0677.62079 Syst. Control Lett. 12, No. 1, 77-86 (1989). MSC: 62L20 65C99 65Y05 PDFBibTeX XMLCite \textit{G. Yin} and \textit{Y. M. Zhu}, Syst. Control Lett. 12, No. 1, 77--86 (1989; Zbl 0677.62079) Full Text: DOI
Kushner, H. J.; Yin, G. Stochastic approximation algorithms for parallel and distributed processing. (English) Zbl 0643.62055 Stochastics 22, 219-250 (1987). Reviewer: G.Kersting MSC: 62L20 65Y05 60F05 68Q99 PDFBibTeX XMLCite \textit{H. J. Kushner} and \textit{G. Yin}, Stochastics 22, 219--250 (1987; Zbl 0643.62055) Full Text: DOI