# zbMATH — the first resource for mathematics

## Yin, George Gang

Compute Distance To:
 Author ID: yin.george-gang Published as: Yin, George; Yin, George Gang
 Documents Indexed: 145 Publications since 1989, including 8 Books
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#### Co-Authors

 2 single-authored 31 Wang, Leyi 16 Zhang, Qing 15 Nguyen, Dang Hai 10 Wu, Fuke 8 Krishnamurthy, Vikram 8 Nguyen, Nhu N. 7 Li, Xiaoyue 7 Nguyen, Son Luu 7 Zhu, Chao 6 Bao, Jianhai 6 Hoang, Tuan Anh 6 Jin, Zhuo 6 Liang, Shu 6 Mei, Hongwei 6 Yuan, Chenggui 5 Zhang, Jifeng 4 Guo, Jin 4 Mu, Biqiang 4 Nguyen, Dung Tien 4 Song, Qingshuo 4 Tran, Ky Quan 4 Xi, Fubao 4 Zong, Xiaofeng 3 Chen, Xiaoshan 3 Hening, Alexandru 3 Li, Tao 3 Pei, Bin 3 Xu, Lijian 3 Xu, Yong 3 Yang, Zhixin 3 Zhang, Caojin 3 Zheng, Wei Xing 2 Baran, Nicholas A. 2 Bui, Trang 2 Chen, Hanfu 2 Chen, Zhen-Qing 2 Fitzpatrick, Ben G. 2 Gharehshiran, Omid Namvar 2 Guo, Xianping 2 Hashemi, Araz 2 Liu, Yuanjin 2 Mao, Xuerong 2 Nguyen Huu Du 2 Yang, Hailiang 2 Zhang, Hongwei 2 Zhao, Wen-Xiao 2 Zhao, Yanlong 1 Agrawal, Prathima 1 Andrews, Daniel Matthew 1 Bai, Erwei 1 Bensoussan, Alain 1 Chen, Chen 1 Chen, Ge 1 Chen, Ping 1 Cheng, Xiang 1 Chow, Pao-Liu 1 Fleming, Philip J. 1 Hamdi, Maziyar 1 He, Qi 1 Higham, Desmond J. 1 Hoe, SingRu 1 Jasso-Fuentes, Héctor 1 Kan, Shaobai 1 L’Ecuyer, Pierre 1 Li, Manman 1 Li, Yun 1 Lin, Feng 1 Lu, Xianggang 1 Maskery, Michael 1 Moore, John Barratt 1 Mordukhovich, Boris S. 1 Nualart, David 1 Phan, Tien Trong 1 Roj, Mikolaj 1 Rudolph, Günter 1 Schwefel, Hans-Paul 1 Stockbridge, Rebecca 1 Tian, Tianhai 1 Topley, Kevin 1 Tsoi, Allanus H. 1 Wang, Caisheng 1 Wang, Xiaodong 1 Wen, Zhexin 1 Weyer, Erik 1 Yan, Houmin 1 Yan, ZhongFeng 1 Yang, Hongfu 1 Ye, Liuer 1 Yi, Fahuai 1 Yin, Baojian 1 Yin, Kewen 1 Yuan, Quan 1 Zhang, Hanqin 1 Zhang, Lisa 1 Zhang, Xiaoyu 1 Zhao, Guangliang 1 Zhao, Ping
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#### Serials

 13 Automatica 12 IEEE Transactions on Automatic Control 7 SIAM Journal on Control and Optimization 6 Journal of Differential Equations 5 Stochastic Processes and their Applications 5 Discrete and Continuous Dynamical Systems. Series B 5 Mathematical Control and Related Fields 4 Applied Mathematics and Optimization 4 Stochastic Analysis and Applications 4 Nonlinear Analysis. Hybrid Systems 3 IEEE Transactions on Information Theory 3 Stochastics 3 The IMA Volumes in Mathematics and its Applications 2 Journal of Mathematical Analysis and Applications 2 Journal of Mathematical Biology 2 Journal of Mathematical Physics 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Systems & Control Letters 2 IEEE Transactions on Signal Processing 2 Potential Analysis 2 Bernoulli 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Informatica (Vilnius) 2 Journal of Systems Science and Complexity 2 Communications in Information and Systems 1 Applicable Analysis 1 IMA Journal of Numerical Analysis 1 Journal of the Franklin Institute 1 Applied Mathematics and Computation 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 SIAM Journal on Numerical Analysis 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 IMA Journal of Mathematical Control and Information 1 Asymptotic Analysis 1 International Journal of Adaptive Control and Signal Processing 1 The Annals of Applied Probability 1 European Journal of Operational Research 1 SIAM Journal on Applied Mathematics 1 SIAM Journal on Optimization 1 Journal of Nonlinear Science 1 Mathematical Finance 1 The ANZIAM Journal 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis 1 Computational Methods in Applied Mathematics 1 Journal of Machine Learning Research (JMLR) 1 Stochastics and Dynamics 1 Multiscale Modeling & Simulation 1 Advances in Difference Equations 1 Journal of Control Theory and Applications 1 Journal of Industrial and Management Optimization 1 Contemporary Mathematics 1 Lecture Notes in Control and Information Sciences 1 International Series in Operations Research & Management Science 1 Frontiers of Mathematics in China 1 Optimization Letters 1 Annals of the Academy of Romanian Scientists. Mathematics and its Applications 1 Asian Journal of Control 1 SIAM/ASA Journal on Uncertainty Quantification 1 International Journal of Systems Science. Principles and Applications of Systems and Integration 1 SpringerBriefs in Mathematics
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#### Fields

 95 Probability theory and stochastic processes (60-XX) 75 Systems theory; control (93-XX) 22 Ordinary differential equations (34-XX) 22 Biology and other natural sciences (92-XX) 20 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Operations research, mathematical programming (90-XX) 13 Numerical analysis (65-XX) 11 Statistics (62-XX) 8 General and overarching topics; collections (00-XX) 6 Partial differential equations (35-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Computer science (68-XX) 5 Information and communication theory, circuits (94-XX) 2 Combinatorics (05-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Operator theory (47-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 History and biography (01-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX)

#### Citations contained in zbMATH Open

95 Publications have been cited 593 times in 451 Documents Cited by Year
Markowitz’s mean-variance asset-liability management with regime switching: a continuous-time model. Zbl 1152.91496
Chen, Ping; Yang, Hailiang; Yin, George
2008
Stability of regime-switching jump diffusions. Zbl 1210.60089
Yin, George; Xi, Fubao
2010
Coexistence and exclusion of stochastic competitive Lotka-Volterra models. Zbl 1367.34065
Nguyen, Dang H.; Yin, George
2017
Two-time-scale stochastic partial differential equations driven by $$\alpha$$-stable noises: averaging principles. Zbl 1360.60118
Bao, Jianhai; Yin, George; Yuan, Chenggui
2017
Stochastic population growth in spatially heterogeneous environments: the density-dependent case. Zbl 1392.92076
Hening, Alexandru; Nguyen, Dang H.; Yin, George
2018
Spreading code optimization and adaptation in CDMA via discrete stochastic approximation. Zbl 1297.94011
Krishnamurthy, Vikram; Wang, Xiaodong; Yin, George
2004
Almost sure and $$p$$th-moment stability and stabilization of regime-switching jump diffusion systems. Zbl 1390.34230
Zong, Xiaofeng; Wu, Fuke; Yin, George; Jin, Zhuo
2014
Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058
Bao, Jianhai; Yin, George; Yuan, Chenggui
2014
Certain properties related to well posedness of switching diffusions. Zbl 1372.60117
Nguyen, Dang Hai; Yin, George; Zhu, Chao
2017
Budget-dependent convergence rate of stochastic approximation. Zbl 0911.60003
L’Ecuyer, Pierre; Yin, George
1998
Mean exit times and the multilevel Monte Carlo method. Zbl 1282.65020
Higham, Desmond J.; Mao, Xuerong; Roj, Mikolaj; Song, Qingshuo; Yin, George
2013
Modeling and analysis of switching diffusion systems: past-dependent switching with a countable state space. Zbl 1391.93199
Nguyen, Dang Hai; Yin, George
2016
Milstein-type procedures for numerical solutions of stochastic differential equations with Markovian switching. Zbl 1362.65017
Nguyen, Son L.; Hoang, Tuan A.; Nguyen, Dung T.; Yin, George
2017
Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity. Zbl 1418.34151
Wu, Fuke; Yin, George; Mei, Hongwei
2017
Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime. Zbl 1071.62502
Krishnamurthy, Vikram; Yin, George Gang
2002
Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110
Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi
2014
Feynman-Kac formulas for regime-switching jump diffusions and their applications. Zbl 1337.60200
Zhu, Chao; Yin, George; Baran, Nicholas A.
2015
Logistic models with regime switching: permanence and ergodicity. Zbl 1357.92064
Li, Xiaoyue; Yin, George
2016
Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems. Zbl 1377.93182
Tran, Ky; Yin, George
2015
Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations. Zbl 1370.60108
Pei, Bin; Xu, Yong; Yin, George
2017
A mean-variance optimization problem for discounted Markov decision processes. Zbl 1253.90214
Guo, Xianping; Ye, Liuer; Yin, George
2012
Stability of stochastic functional differential systems using degenerate Lyapunov functionals and applications. Zbl 1387.93177
Zong, Xiaofeng; Yin, George; Wang, Le Yi; Li, Tao; Zhang, Ji-Feng
2018
Singularly perturbed Markov chains: limit results and applications. Zbl 1138.60331
Yin, George; Zhang, Hanqin
2007
Large deviations for two-time-scale systems driven by nonhomogeneous Markov chains and associated optimal control problems. Zbl 1228.60083
He, Qi; Yin, George; Zhang, Qing
2011
Stability of regime-switching diffusion systems with discrete states belonging to a countable set. Zbl 1401.93158
Nguyen, Dang Hai; Yin, George
2018
Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes. Zbl 1380.60060
Pei, Bin; Xu, Yong; Yin, George; Zhang, Xiaoyu
2018
Numerical solutions of regime-switching jump diffusions. Zbl 1335.60130
Hoang, Tuan Anh; Yin, George; Xi, Fubao
2014
Switching diffusion logistic models involving singularly perturbed Markov chains: weak convergence and stochastic permanence. Zbl 1361.60044
Li, Xiaoyue; Yin, George
2017
Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059
Bao, Jianhai; Yin, George; Yuan, Chenggui
2017
Almost sure convergence rates for system identification using binary, quantized, and regular sensors. Zbl 1297.93169
Mei, Hongwei; Wang, Le Yi; Yin, George
2014
Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs. Zbl 1330.93065
Guo, Jin; Wang, Le Yi; Yin, George; Zhao, Yanlong; Zhang, Ji-Feng
2015
General nonlinear stochastic systems motivated by chemostat models: complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment. Zbl 1444.92065
Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George
2020
Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations. Zbl 1391.60151
Baran, Nicholas A.; Yin, George; Zhu, Chao
2013
Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes. Zbl 1394.60036
Pei, Bin; Xu, Yong; Yin, George
2018
Long-term analysis of a stochastic SIRS model with general incidence rates. Zbl 1437.34061
Nguyen, Dang Hai; Yin, George; Zhu, Chao
2020
Tracking a Markov-modulated stationary degree distribution of a dynamic random graph. Zbl 1360.60135
Hamdi, Maziyar; Krishnamurthy, Vikram; Yin, George
2014
Analyzing convergence and rates of convergence of particle swarm optimization algorithms using stochastic approximation methods. Zbl 1360.90312
Yuan, Quan; Yin, George
2015
Weak convergence methods for approximation of the evaluation of path-dependent functionals. Zbl 1279.93098
Song, Qingshuo; Yin, George; Zhang, Qing
2013
Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space. Zbl 1426.60079
Nguyen, Dang H.; Yin, George
2018
Properties of switching jump diffusions: maximum principles and Harnack inequalities. Zbl 1440.60075
Chen, Xiaoshan; Chen, Zhen-Qing; Tran, Ky; Yin, George
2019
Numerical methods for dividend optimization using regime-switching jump-diffusion models. Zbl 1222.93237
Jin, Zhuo; Yin, George; Yang, Hailiang
2011
Identification of linear continuous-time systems under irregular and random output sampling. Zbl 1331.93145
Mu, Biqiang; Guo, Jin; Wang, Le Yi; Yin, George; Xu, Lijian; Zheng, Wei Xing
2015
Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching. Zbl 1321.65014
Mei, Hongwei; Yin, George
2015
The strong Feller property of switching jump-diffusion processes. Zbl 1267.60096
Xi, Fubao; Yin, George
2013
Real options with competition and regime switching. Zbl 1414.91403
Bensoussan, Alain; Hoe, Singru; Yan, Zhongfeng; Yin, George
2017
Identification of Wiener systems with quantized inputs and binary-valued output observations. Zbl 1357.93101
Guo, Jin; Wang, Le Yi; Yin, George; Zhao, Yanlong; Zhang, Ji-Feng
2017
Asymptotic analysis for functional stochastic differential equations. Zbl 06630614
Bao, Jianhai; Yin, George; Yuan, Chenggui
2016
Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations. Zbl 1351.34098
Mei, Hongwei; Yin, George; Wu, Fuke
2016
Recursive identification of Hammerstein systems: convergence rate and asymptotic normality. Zbl 1370.93296
Mu, Biqiang; Chen, Han-Fu; Wang, Le Yi; Yin, George; Zheng, Wei Xing
2017
Decentralized adaptive filtering algorithms for sensor activation in an unattended ground sensor network. Zbl 1390.94253
Krishnamurthy, Vikram; Maskery, Michael; Yin, George
2008
Harvesting of interacting stochastic populations. Zbl 1418.92217
Hening, Alexandru; Tran, Ky Quan; Phan, Tien Trong; Yin, George
2019
On laws of large numbers for systems with mean-field interactions and Markovian switching. Zbl 07157635
Nguyen, Son L.; Yin, George; Hoang, Tuan A.
2020
Consensus formation in a two-time-scale Markovian system. Zbl 1182.62161
Krishnamurthy, Vikram; Topley, Kevin; Yin, George
2009
Recurrence and ergodicity for A class of regime-switching jump diffusions. Zbl 1439.60072
Chen, Xiaoshan; Chen, Zhen-Qing; Tran, Ky; Yin, George
2019
Decision-based system identification and adaptive resource allocation. Zbl 1366.93675
Guo, Jin; Mu, Biqiang; Wang, Le Yi; Yin, George; Xu, Lijian
2017
Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching. Zbl 1323.34091
Wu, Fuke; Yin, George; Wang, Le Yi
2015
Tamed-Euler method for hybrid stochastic differential equations with Markovian switching. Zbl 1416.65032
Nguyen, Dung T.; Nguyen, Son L.; Hoang, Tuan A.; Yin, George
2018
Distributed quasi-monotone subgradient algorithm for nonsmooth convex optimization over directed graphs. Zbl 1415.93040
Liang, Shu; Wang, Leyi; Yin, George
2019
An averaging principle for two-time-scale stochastic functional differential equations. Zbl 1442.34127
Wu, Fuke; Yin, George
2020
Stability of stochastic functional differential equations with regime-switching: analysis using Dupire’s functional Itô formula. Zbl 1448.60127
Nguyen, Dang Hai; Yin, George
2020
Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model. Zbl 1443.60068
Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George
2020
Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in $$p$$th moment and stability. Zbl 1461.65007
Li, Xiaoyue; Mao, Xuerong; Yin, George
2019
Establishing connections between evolutionary algorithms and stochastic approximation. Zbl 0906.68130
Yin, George; Rudolph, Günter; Schwefel, Hans-Paul
1995
Towards a harmonic blending of deterministic and stochastic frameworks in information processing. Zbl 0959.93014
Wang, Le Yi; Yin, George
1999
An optimal dividend policy with delayed capital injections. Zbl 1302.91189
Jin, Zhuo; Yin, George
2013
Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods. Zbl 1410.91495
Lu, Xianggang; Yin, George; Zhang, Qing; Zhang, Caojin; Guo, Xianping
2017
Distributed tracking of correlated equilibria in regime switching noncooperative games. Zbl 1369.93289
Namvar Gharehshiran, Omid; Krishnamurthy, Vikram; Yin, George
2013
Stochastic consentability of linear systems with time delays and multiplicative noises. Zbl 1390.93102
Zong, Xiaofeng; Li, Tao; Yin, George; Wang, Le Yi; Zhang, Ji-Feng
2018
Stochastic partial differential equation models for spatially dependent predator-prey equations. Zbl 1433.60060
Nguyen, Nhu N.; Yin, George
2020
Dual averaging push for distributed convex optimization over time-varying directed graph. Zbl 07256302
Liang, Shu; Wang, Le Yi; Yin, George
2020
A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems. Zbl 1460.60082
Nguyen, Son L.; Nguyen, Dung T.; Yin, George
2020
Stochastic processes, optimization, and control theory: applications in financial engineering, queueing networks, and manufacturing systems. A volume in honor of Suresh Sethi on the occasion of his 60th birthday. Zbl 1096.90001
Yan, Houmin (ed.); Yin, George (ed.); Zhang, Qing (ed.)
2006
Regularity and recurrence of switching diffusions. Zbl 1124.93067
Yin, George; Zhu, Chao
2007
Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties. Zbl 1442.60075
Xi, Fubao; Yin, George; Zhu, Chao
2019
Recurrence for switching diffusion with past dependent switching and countable state space. Zbl 1419.60056
Nguyen, Dang H.; Yin, George
2018
Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications. Zbl 1373.93390
Zhang, Qing; Zhang, Caojin; Yin, George
2017
Persistent tracking and identification of regime-switching systems with structural uncertainties: unmodeled dynamics, observation bias, and nonlinear model mismatch. Zbl 1273.93166
Kan, Shaobai; Yin, George; Wang, Le Yi
2013
Strong invariance for switching diffusions. Zbl 1319.60159
Mei, Hongwei; Yin, George
2015
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations. Zbl 1388.60076
Bao, Jianhai; Song, Qingshuo; Yin, George; Yuan, Chenggui
2017
Mean-variance type controls involving a hidden Markov chain: models and numerical approximation. Zbl 1328.93247
Yang, Zhixin; Yin, George; Zhang, Qing
2015
Permanence and ergodicity of stochastic Gilpin-Ayala population model with regime switching. Zbl 1354.60076
Yang, Hongfu; Li, Xiaoyue; Yin, George
2016
Near optimality and near equilibrium for controlled systems with wideband noise for hybrid systems. Zbl 1338.93402
Hoang, Tuan Anh; Nguyen, Son Luu; Yin, George
2016
Properties for a class of multi-type mean-field models. Zbl 1347.60068
Hoang, Tuan Anh; Yin, George
2015
Kolmogorov-type systems with regime-switching jump diffusion perturbations. Zbl 1347.60073
Wu, Fuke; Yin, George; Jin, Zhuo
2016
Continuous-time tracking algorithms involving two-time-scale Markov chains. Zbl 1370.94289
Yin, George; Zhang, Qing; Moore, John B.; Liu, Yuan Jin
2005
Discrete-time approximation of Wonham filters. Zbl 1260.60148
Yin, George Gang; Zhang, Qing; Liu, Yuanjin
2004
Hybrid competitive Lotka-Volterra ecosystems: countable switching states and two-time-scale models. Zbl 07054772
Bui, Trang; Yin, George
2019
Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains. Zbl 1425.93260
Li, Xiaoyue; Wang, Rui; Yin, George
2019
Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models. Zbl 1426.91205
Bui, Trang; Cheng, Xiang; Jin, Zhuo; Yin, George
2019
Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity. Zbl 1429.93009
Liang, Shu; Wang, Le Yi; Yin, George
2019
Distributed smooth convex optimization with coupled constraints. Zbl 07158638
Liang, Shu; Wang, Le Yi; Yin, George
2020
Fractional differential equation approach for convex optimization with convergence rate analysis. Zbl 1433.90114
Liang, Shu; Wang, Leyi; Yin, George
2020
Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate. Zbl 1435.60050
Li, Xiaoyue; Yin, George
2020
Distributed continuous-time algorithm for nonsmooth optimal consensus without sharing local decision variables. Zbl 1437.93120
Liang, Shu; Wang, Le Yi; Yin, George
2020
A class of Langevin equations with Markov switching involving strong damping and fast switching. Zbl 1452.82020
Nguyen, Nhu N.; Yin, George
2020
General nonlinear stochastic systems motivated by chemostat models: complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment. Zbl 1444.92065
Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George
2020
Long-term analysis of a stochastic SIRS model with general incidence rates. Zbl 1437.34061
Nguyen, Dang Hai; Yin, George; Zhu, Chao
2020
On laws of large numbers for systems with mean-field interactions and Markovian switching. Zbl 07157635
Nguyen, Son L.; Yin, George; Hoang, Tuan A.
2020
An averaging principle for two-time-scale stochastic functional differential equations. Zbl 1442.34127
Wu, Fuke; Yin, George
2020
Stability of stochastic functional differential equations with regime-switching: analysis using Dupire’s functional Itô formula. Zbl 1448.60127
Nguyen, Dang Hai; Yin, George
2020
Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model. Zbl 1443.60068
Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George
2020
Stochastic partial differential equation models for spatially dependent predator-prey equations. Zbl 1433.60060
Nguyen, Nhu N.; Yin, George
2020
Dual averaging push for distributed convex optimization over time-varying directed graph. Zbl 07256302
Liang, Shu; Wang, Le Yi; Yin, George
2020
A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems. Zbl 1460.60082
Nguyen, Son L.; Nguyen, Dung T.; Yin, George
2020
Distributed smooth convex optimization with coupled constraints. Zbl 07158638
Liang, Shu; Wang, Le Yi; Yin, George
2020
Fractional differential equation approach for convex optimization with convergence rate analysis. Zbl 1433.90114
Liang, Shu; Wang, Leyi; Yin, George
2020
Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate. Zbl 1435.60050
Li, Xiaoyue; Yin, George
2020
Distributed continuous-time algorithm for nonsmooth optimal consensus without sharing local decision variables. Zbl 1437.93120
Liang, Shu; Wang, Le Yi; Yin, George
2020
A class of Langevin equations with Markov switching involving strong damping and fast switching. Zbl 1452.82020
Nguyen, Nhu N.; Yin, George
2020
Properties of switching jump diffusions: maximum principles and Harnack inequalities. Zbl 1440.60075
Chen, Xiaoshan; Chen, Zhen-Qing; Tran, Ky; Yin, George
2019
Harvesting of interacting stochastic populations. Zbl 1418.92217
Hening, Alexandru; Tran, Ky Quan; Phan, Tien Trong; Yin, George
2019
Recurrence and ergodicity for A class of regime-switching jump diffusions. Zbl 1439.60072
Chen, Xiaoshan; Chen, Zhen-Qing; Tran, Ky; Yin, George
2019
Distributed quasi-monotone subgradient algorithm for nonsmooth convex optimization over directed graphs. Zbl 1415.93040
Liang, Shu; Wang, Leyi; Yin, George
2019
Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in $$p$$th moment and stability. Zbl 1461.65007
Li, Xiaoyue; Mao, Xuerong; Yin, George
2019
Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties. Zbl 1442.60075
Xi, Fubao; Yin, George; Zhu, Chao
2019
Hybrid competitive Lotka-Volterra ecosystems: countable switching states and two-time-scale models. Zbl 07054772
Bui, Trang; Yin, George
2019
Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains. Zbl 1425.93260
Li, Xiaoyue; Wang, Rui; Yin, George
2019
Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models. Zbl 1426.91205
Bui, Trang; Cheng, Xiang; Jin, Zhuo; Yin, George
2019
Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity. Zbl 1429.93009
Liang, Shu; Wang, Le Yi; Yin, George
2019
Stochastic population growth in spatially heterogeneous environments: the density-dependent case. Zbl 1392.92076
Hening, Alexandru; Nguyen, Dang H.; Yin, George
2018
Stability of stochastic functional differential systems using degenerate Lyapunov functionals and applications. Zbl 1387.93177
Zong, Xiaofeng; Yin, George; Wang, Le Yi; Li, Tao; Zhang, Ji-Feng
2018
Stability of regime-switching diffusion systems with discrete states belonging to a countable set. Zbl 1401.93158
Nguyen, Dang Hai; Yin, George
2018
Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes. Zbl 1380.60060
Pei, Bin; Xu, Yong; Yin, George; Zhang, Xiaoyu
2018
Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes. Zbl 1394.60036
Pei, Bin; Xu, Yong; Yin, George
2018
Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space. Zbl 1426.60079
Nguyen, Dang H.; Yin, George
2018
Tamed-Euler method for hybrid stochastic differential equations with Markovian switching. Zbl 1416.65032
Nguyen, Dung T.; Nguyen, Son L.; Hoang, Tuan A.; Yin, George
2018
Stochastic consentability of linear systems with time delays and multiplicative noises. Zbl 1390.93102
Zong, Xiaofeng; Li, Tao; Yin, George; Wang, Le Yi; Zhang, Ji-Feng
2018
Recurrence for switching diffusion with past dependent switching and countable state space. Zbl 1419.60056
Nguyen, Dang H.; Yin, George
2018
Coexistence and exclusion of stochastic competitive Lotka-Volterra models. Zbl 1367.34065
Nguyen, Dang H.; Yin, George
2017
Two-time-scale stochastic partial differential equations driven by $$\alpha$$-stable noises: averaging principles. Zbl 1360.60118
Bao, Jianhai; Yin, George; Yuan, Chenggui
2017
Certain properties related to well posedness of switching diffusions. Zbl 1372.60117
Nguyen, Dang Hai; Yin, George; Zhu, Chao
2017
Milstein-type procedures for numerical solutions of stochastic differential equations with Markovian switching. Zbl 1362.65017
Nguyen, Son L.; Hoang, Tuan A.; Nguyen, Dung T.; Yin, George
2017
Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity. Zbl 1418.34151
Wu, Fuke; Yin, George; Mei, Hongwei
2017
Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations. Zbl 1370.60108
Pei, Bin; Xu, Yong; Yin, George
2017
Switching diffusion logistic models involving singularly perturbed Markov chains: weak convergence and stochastic permanence. Zbl 1361.60044
Li, Xiaoyue; Yin, George
2017
Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059
Bao, Jianhai; Yin, George; Yuan, Chenggui
2017
Real options with competition and regime switching. Zbl 1414.91403
Bensoussan, Alain; Hoe, Singru; Yan, Zhongfeng; Yin, George
2017
Identification of Wiener systems with quantized inputs and binary-valued output observations. Zbl 1357.93101
Guo, Jin; Wang, Le Yi; Yin, George; Zhao, Yanlong; Zhang, Ji-Feng
2017
Recursive identification of Hammerstein systems: convergence rate and asymptotic normality. Zbl 1370.93296
Mu, Biqiang; Chen, Han-Fu; Wang, Le Yi; Yin, George; Zheng, Wei Xing
2017
Decision-based system identification and adaptive resource allocation. Zbl 1366.93675
Guo, Jin; Mu, Biqiang; Wang, Le Yi; Yin, George; Xu, Lijian
2017
Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods. Zbl 1410.91495
Lu, Xianggang; Yin, George; Zhang, Qing; Zhang, Caojin; Guo, Xianping
2017
Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications. Zbl 1373.93390
Zhang, Qing; Zhang, Caojin; Yin, George
2017
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations. Zbl 1388.60076
Bao, Jianhai; Song, Qingshuo; Yin, George; Yuan, Chenggui
2017
Modeling and analysis of switching diffusion systems: past-dependent switching with a countable state space. Zbl 1391.93199
Nguyen, Dang Hai; Yin, George
2016
Logistic models with regime switching: permanence and ergodicity. Zbl 1357.92064
Li, Xiaoyue; Yin, George
2016
Asymptotic analysis for functional stochastic differential equations. Zbl 06630614
Bao, Jianhai; Yin, George; Yuan, Chenggui
2016
Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations. Zbl 1351.34098
Mei, Hongwei; Yin, George; Wu, Fuke
2016
Permanence and ergodicity of stochastic Gilpin-Ayala population model with regime switching. Zbl 1354.60076
Yang, Hongfu; Li, Xiaoyue; Yin, George
2016
Near optimality and near equilibrium for controlled systems with wideband noise for hybrid systems. Zbl 1338.93402
Hoang, Tuan Anh; Nguyen, Son Luu; Yin, George
2016
Kolmogorov-type systems with regime-switching jump diffusion perturbations. Zbl 1347.60073
Wu, Fuke; Yin, George; Jin, Zhuo
2016
Feynman-Kac formulas for regime-switching jump diffusions and their applications. Zbl 1337.60200
Zhu, Chao; Yin, George; Baran, Nicholas A.
2015
Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems. Zbl 1377.93182
Tran, Ky; Yin, George
2015
Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs. Zbl 1330.93065
Guo, Jin; Wang, Le Yi; Yin, George; Zhao, Yanlong; Zhang, Ji-Feng
2015
Analyzing convergence and rates of convergence of particle swarm optimization algorithms using stochastic approximation methods. Zbl 1360.90312
Yuan, Quan; Yin, George
2015
Identification of linear continuous-time systems under irregular and random output sampling. Zbl 1331.93145
Mu, Biqiang; Guo, Jin; Wang, Le Yi; Yin, George; Xu, Lijian; Zheng, Wei Xing
2015
Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching. Zbl 1321.65014
Mei, Hongwei; Yin, George
2015
Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching. Zbl 1323.34091
Wu, Fuke; Yin, George; Wang, Le Yi
2015
Strong invariance for switching diffusions. Zbl 1319.60159
Mei, Hongwei; Yin, George
2015
Mean-variance type controls involving a hidden Markov chain: models and numerical approximation. Zbl 1328.93247
Yang, Zhixin; Yin, George; Zhang, Qing
2015
Properties for a class of multi-type mean-field models. Zbl 1347.60068
Hoang, Tuan Anh; Yin, George
2015
Almost sure and $$p$$th-moment stability and stabilization of regime-switching jump diffusion systems. Zbl 1390.34230
Zong, Xiaofeng; Wu, Fuke; Yin, George; Jin, Zhuo
2014
Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058
Bao, Jianhai; Yin, George; Yuan, Chenggui
2014
Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110
Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi
2014
Numerical solutions of regime-switching jump diffusions. Zbl 1335.60130
Hoang, Tuan Anh; Yin, George; Xi, Fubao
2014
Almost sure convergence rates for system identification using binary, quantized, and regular sensors. Zbl 1297.93169
Mei, Hongwei; Wang, Le Yi; Yin, George
2014
Tracking a Markov-modulated stationary degree distribution of a dynamic random graph. Zbl 1360.60135
Hamdi, Maziyar; Krishnamurthy, Vikram; Yin, George
2014
Mean exit times and the multilevel Monte Carlo method. Zbl 1282.65020
Higham, Desmond J.; Mao, Xuerong; Roj, Mikolaj; Song, Qingshuo; Yin, George
2013
Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations. Zbl 1391.60151
Baran, Nicholas A.; Yin, George; Zhu, Chao
2013
Weak convergence methods for approximation of the evaluation of path-dependent functionals. Zbl 1279.93098
Song, Qingshuo; Yin, George; Zhang, Qing
2013
The strong Feller property of switching jump-diffusion processes. Zbl 1267.60096
Xi, Fubao; Yin, George
2013
An optimal dividend policy with delayed capital injections. Zbl 1302.91189
Jin, Zhuo; Yin, George
2013
Distributed tracking of correlated equilibria in regime switching noncooperative games. Zbl 1369.93289
Namvar Gharehshiran, Omid; Krishnamurthy, Vikram; Yin, George
2013
Persistent tracking and identification of regime-switching systems with structural uncertainties: unmodeled dynamics, observation bias, and nonlinear model mismatch. Zbl 1273.93166
Kan, Shaobai; Yin, George; Wang, Le Yi
2013
A mean-variance optimization problem for discounted Markov decision processes. Zbl 1253.90214
Guo, Xianping; Ye, Liuer; Yin, George
2012
Large deviations for two-time-scale systems driven by nonhomogeneous Markov chains and associated optimal control problems. Zbl 1228.60083
He, Qi; Yin, George; Zhang, Qing
2011
Numerical methods for dividend optimization using regime-switching jump-diffusion models. Zbl 1222.93237
Jin, Zhuo; Yin, George; Yang, Hailiang
2011
Stability of regime-switching jump diffusions. Zbl 1210.60089
Yin, George; Xi, Fubao
2010
Consensus formation in a two-time-scale Markovian system. Zbl 1182.62161
Krishnamurthy, Vikram; Topley, Kevin; Yin, George
2009
Markowitz’s mean-variance asset-liability management with regime switching: a continuous-time model. Zbl 1152.91496
Chen, Ping; Yang, Hailiang; Yin, George
2008
Decentralized adaptive filtering algorithms for sensor activation in an unattended ground sensor network. Zbl 1390.94253
Krishnamurthy, Vikram; Maskery, Michael; Yin, George
2008
Singularly perturbed Markov chains: limit results and applications. Zbl 1138.60331
Yin, George; Zhang, Hanqin
2007
Regularity and recurrence of switching diffusions. Zbl 1124.93067
Yin, George; Zhu, Chao
2007
Stochastic processes, optimization, and control theory: applications in financial engineering, queueing networks, and manufacturing systems. A volume in honor of Suresh Sethi on the occasion of his 60th birthday. Zbl 1096.90001
Yan, Houmin; Yin, George; Zhang, Qing
2006
Continuous-time tracking algorithms involving two-time-scale Markov chains. Zbl 1370.94289
Yin, George; Zhang, Qing; Moore, John B.; Liu, Yuan Jin
2005
Spreading code optimization and adaptation in CDMA via discrete stochastic approximation. Zbl 1297.94011
Krishnamurthy, Vikram; Wang, Xiaodong; Yin, George
2004
Discrete-time approximation of Wonham filters. Zbl 1260.60148
Yin, George Gang; Zhang, Qing; Liu, Yuanjin
2004
Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime. Zbl 1071.62502
Krishnamurthy, Vikram; Yin, George Gang
2002
Towards a harmonic blending of deterministic and stochastic frameworks in information processing. Zbl 0959.93014
Wang, Le Yi; Yin, George
1999
Budget-dependent convergence rate of stochastic approximation. Zbl 0911.60003
L&rsquo;Ecuyer, Pierre; Yin, George
1998
Establishing connections between evolutionary algorithms and stochastic approximation. Zbl 0906.68130
Yin, George; Rudolph, Günter; Schwefel, Hans-Paul
1995
all top 5

#### Cited by 628 Authors

 45 Yin, George Gang 26 Yin, Gang George 19 Nguyen, Dang Hai 16 Xi, Fubao 12 Hening, Alexandru 12 Wang, Leyi 11 Chen, Ping 11 Wu, Fuke 10 Jin, Zhuo 10 Mao, Xuerong 10 Shao, Jinghai 10 Yao, Haixiang 9 Li, Xiaoyue 9 Li, Zhongfei 9 Nguyen Huu Du 9 Nguyen, Nhu N. 9 Nguyen, Son Luu 9 Zhu, Chao 8 Liu, Meng 8 Yuan, Chenggui 6 Guo, Jin 6 Pei, Bin 6 Tran, Ky Quan 6 Wu, Huiling 6 Zhang, Jifeng 5 Guo, Xianping 5 Kan, Shaobai 5 Mao, Wei 5 Wei, Jiaqin 5 Xu, Yong 5 Zeng, Yan 5 Zhang, Qing 4 Hu, Liangjian 4 Krishnamurthy, Vikram 4 Lu, Chun 4 Mei, Hongwei 4 Nguyen, Dung Tien 4 Pan, Jian 4 Wang, Tianxiao 4 Yam, Sheung Chi Phillip 4 Zhang, Yuanyuan 4 Zhu, Quanxin 3 Bao, Jianhai 3 Bernal, Francisco 3 Bui, Trang 3 Cao, Jinde 3 Cui, Zhenyu 3 Dieu, Nguyen Thanh 3 Duan, Jinqiao 3 Feng, Tao 3 Han, Zhengzhi 3 Hoang, Tuan Anh 3 Huang, Yonghui 3 Huo, Xiaoming 3 Li, Junping 3 Li, Renfu 3 Li, Tao 3 Li, Xun 3 Mirzaee, Farshid 3 Ocejo, Adriana 3 Qiu, Zhipeng 3 Shen, Yang 3 Strickler, Edouard 3 Tuong, Tran D. 3 Wang, Bixiang 3 Wong, Kwok Chuen 3 Xu, Gang 3 Yang, Hailiang 3 Yu, Xingwang 3 Yuan, Sanling 3 Zhang, Junfeng 3 Zhang, Tonghua 3 Zhao, Yanlong 3 Zhu, Fubo 3 Zhu, Min 3 Zong, Xiaofeng 2 Alasty, Aria 2 Alipour, Sahar 2 Backhausz, Ágnes M. 2 Bai, Chuanzhi 2 Baran, Nicholas A. 2 Benaïm, Michel 2 Bi, Junna 2 Boukas, El-Kébir 2 Chen, Zhang 2 Cheng, Pei 2 Chiu, Mei Choi 2 Deng, Feiqi 2 Feng, Lichao 2 Fu, Hongbo 2 Ganguly, Arnab 2 Gao, Peng 2 Giles, Michael B. 2 Gu, Juping 2 Guo, Shangjiang 2 Hong, Yiguang 2 Hua, Liang 2 Jakubowski, Jacek 2 Jiang, Rui 2 Kim, Michael Jong ...and 528 more Authors
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#### Cited in 135 Serials

 29 Automatica 18 Journal of the Franklin Institute 18 SIAM Journal on Control and Optimization 17 Applied Mathematics and Computation 17 Nonlinear Analysis. Hybrid Systems 15 Journal of Computational and Applied Mathematics 15 Insurance Mathematics & Economics 15 Discrete and Continuous Dynamical Systems. Series B 14 Journal of Differential Equations 12 Stochastic Processes and their Applications 10 Journal of Mathematical Biology 10 Systems & Control Letters 9 Journal of Mathematical Analysis and Applications 9 Applied Mathematics Letters 8 Journal of Optimization Theory and Applications 8 Stochastic Analysis and Applications 8 European Journal of Operational Research 8 Journal of Systems Science and Complexity 6 Applied Mathematics and Optimization 6 Mathematical Problems in Engineering 6 Journal of Industrial and Management Optimization 6 Stochastics 5 International Journal of Control 5 Advances in Difference Equations 4 Journal of Applied Probability 4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 4 Statistics & Probability Letters 4 Complexity 4 Discrete Dynamics in Nature and Society 4 SIAM Journal on Financial Mathematics 3 Applicable Analysis 3 Circuits, Systems, and Signal Processing 3 The Annals of Applied Probability 3 SIAM Journal on Applied Mathematics 3 Journal of Nonlinear Science 3 Potential Analysis 3 Discrete and Continuous Dynamical Systems 3 Nonlinear Dynamics 3 Quantitative Finance 3 Stochastics and Dynamics 3 Mathematical Control and Related Fields 2 Journal of Mathematical Physics 2 Journal of Statistical Physics 2 Nonlinearity 2 Acta Mathematica Vietnamica 2 Mathematics and Computers in Simulation 2 SIAM Journal on Numerical Analysis 2 Optimal Control Applications & Methods 2 Acta Mathematicae Applicatae Sinica. English Series 2 Optimization 2 International Journal of Adaptive Control and Signal Processing 2 Discrete Event Dynamic Systems 2 Applied Mathematics. Series B (English Edition) 2 Mathematical Methods of Operations Research 2 International Journal of Theoretical and Applied Finance 2 Applied Stochastic Models in Business and Industry 2 Differentsial’nye Uravneniya i Protsessy Upravleniya 2 Stochastic Models 2 Communications on Pure and Applied Analysis 2 Frontiers of Mathematics in China 2 International Journal of Biomathematics 2 Science China. Mathematics 2 SIAM/ASA Journal on Uncertainty Quantification 1 Advances in Applied Probability 1 Computers & Mathematics with Applications 1 Journal of Fluid Mechanics 1 Lithuanian Mathematical Journal 1 ZAMP. Zeitschrift für angewandte Mathematik und Physik 1 Mathematics of Computation 1 Bulletin of Mathematical Biology 1 Chaos, Solitons and Fractals 1 Journal of Multivariate Analysis 1 Naval Research Logistics 1 Theoretical Computer Science 1 Operations Research Letters 1 Chinese Annals of Mathematics. Series B 1 Acta Applicandae Mathematicae 1 Physica D 1 Sequential Analysis 1 Statistical Science 1 Computers & Operations Research 1 Journal of Economic Dynamics & Control 1 MCSS. Mathematics of Control, Signals, and Systems 1 Journal of Scientific Computing 1 European Journal of Applied Mathematics 1 Annals of Operations Research 1 Journal of Global Optimization 1 Automation and Remote Control 1 Communications in Statistics. Simulation and Computation 1 International Journal of Computer Mathematics 1 SIAM Journal on Mathematical Analysis 1 Mathematical Programming. Series A. Series B 1 Journal of Dynamics and Differential Equations 1 SIAM Journal on Optimization 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Computational and Applied Mathematics 1 Random Operators and Stochastic Equations 1 Russian Journal of Numerical Analysis and Mathematical Modelling 1 Monte Carlo Methods and Applications 1 Applied Mathematical Finance ...and 35 more Serials
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#### Cited in 23 Fields

 281 Probability theory and stochastic processes (60-XX) 158 Systems theory; control (93-XX) 108 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 79 Ordinary differential equations (34-XX) 79 Biology and other natural sciences (92-XX) 52 Numerical analysis (65-XX) 44 Operations research, mathematical programming (90-XX) 27 Dynamical systems and ergodic theory (37-XX) 26 Partial differential equations (35-XX) 20 Calculus of variations and optimal control; optimization (49-XX) 11 Statistics (62-XX) 10 Computer science (68-XX) 9 Mechanics of particles and systems (70-XX) 7 Combinatorics (05-XX) 7 Operator theory (47-XX) 6 Difference and functional equations (39-XX) 6 Integral equations (45-XX) 3 Real functions (26-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Information and communication theory, circuits (94-XX) 2 Integral transforms, operational calculus (44-XX) 2 Fluid mechanics (76-XX) 1 Mathematics education (97-XX)