Gang George Yin

Le Yi Wang, Wei Feng, Gang George Yin: Joint state and event observers for linear switching systems under irregular sampling. Automatica 49(4): 894-905 (2013)

Maziyar Hamdi, Vikram Krishnamurthy, Gang George Yin: Tracking the Empirical Distribution of a Markov-modulated Duplication-Deletion Random Graph. CoRR abs/1303.0050 (2013)

Zhuo Jin, Gang George Yin, Chao Zhu: Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. Automatica 48(8): 1489-1501 (2012)

Qingshuo Song, Gang George Yin, Chao Zhu: Optimal Switching with Constraints and Utility Maximization of an Indivisible Market. SIAM J. Control and Optimization 50(2): 629-651 (2012)

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 T. Vehicular Technology 61(7): 2925-2935 (2012)

Le Yi Wang, Ali Syed, Gang George Yin, Abhilash Pandya, Hongwei Zhang: Coordinated vehicle platoon control: Weighted and constrained consensus and communication network topologies. CDC 2012: 4057-4062

Omid Namvar Gharehshiran, Vikram Krishnamurthy, Gang George Yin: Tracking equilibria with Markovian evolution. CDC 2012: 7139-7144

Lijian Xu, Le Yi Wang, Gang George Yin, Wei Xing Zheng: Robust consensus control by state-dependent dithers. EIT 2012: 1-6

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

Hoi Tin Kong, Qing Zhang, Gang George Yin: A trend-following strategy: Conditions for optimality. Automatica 47(4): 661-667 (2011)

Gang George Yin, Yu Sun, Le Yi Wang: Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies. Automatica 47(7): 1366-1378 (2011)

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)

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. Computational Applied Mathematics 235(8): 2842-2860 (2011)

Ben G. Fitzpatrick, Gang George Yin, Le Yi Wang: Robustness, Weak Stability, and Stability in Distribution of Adaptive Filtering Algorithms under Model Mismatch. Multiscale Modeling & Simulation 9(1): 183-207 (2011)

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 Modeling & Simulation 9(3): 1087-1112 (2011)

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 and Optimization 49(1): 106-124 (2011)

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 and Optimization 49(4): 1737-1765 (2011)

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. Automat. Contr. 56(11): 2639-2654 (2011)

Gang George Yin, C. Zhu: Hybrid switching diffusions: Continuity and differentiability. CDC-ECE 2011: 5017-5022

Hoi Tin Kong, Qing Zhang, Gang George Yin: Optimality conditions for a trend-following strategy. CDC-ECE 2011: 7081-7086

Gang George Yin, J. Yu, Q. Zhang: A stochastic approximation algorithm for option pricing model calibration with a switchable market. Int. J. Comput. Math. 87(15): 3525-3545 (2010)

Fubao Xi, Gang George Yin: Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching. J. Multivariate Analysis 101(6): 1378-1389 (2010)

Yanlong Zhao, Ji-Feng Zhang, Le Yi Wang, Gang George Yin: Identification of Hammerstein Systems with Quantized Observations. SIAM J. Control and Optimization 48(7): 4352-4376 (2010)

Gang George Yin, Fubao Xi: Stability of Regime-Switching Jump Diffusions. SIAM J. Control and Optimization 48(7): 4525-4549 (2010)

Le Yi Wang, Gang George Yin: Quantized Identification With Dependent Noise and Fisher Information Ratio of Communication Channels. IEEE Trans. Automat. Contr. 55(3): 674-690 (2010)

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 Distrib. Syst. 21(11): 1573-1585 (2010)

Qingshuo Song, Gang George Yin: Rates of convergence of Markov chain approximation for controlled regime-switching diffusions with stopping times. CDC 2010: 567-572

C. Zhu, Gang George Yin: Feller continuity, recurrence, and stabilization of regime-switching diffusions. CDC 2010: 667-672

Gang George Yin, J. Yu, Q. Zhang: Option pricing, model calibration, and prediction with a switchable market: A stochastic approximation algorithm. CDC 2010: 6997-7002

Gang George Yin, Le Yi Wang, Shaobai Kan: Tracking and identification of regime-switching systems using binary sensors. Automatica 45(4): 944-955 (2009)

Gang George Yin, Hanqing Jin, Zhuo Jin: Numerical methods for portfolio selection with bounded constraints. J. Computational Applied Mathematics 233(2): 564-581 (2009)

Vikram Krishnamurthy, Kevin Topley, Gang George Yin: Consensus Formation in a Two-Time-Scale Markovian System. Multiscale Modeling & Simulation 7(4): 1898-1927 (2009)

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)

Q. S. Song, Gang George Yin: Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs. SIAM J. Control and Optimization 48(3): 1831-1857 (2009)

C. Zhu, Gang George Yin: On Strong Feller, Recurrence, and Weak Stabilization of Regime-Switching Diffusions. SIAM J. Control and Optimization 48(3): 2003-2031 (2009)

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. Analysis 41(6): 2335-2352 (2009)

Gang George Yin, Shaobai Kan, Le Yi Wang, Cheng-Zhong Xu: Identification of Systems With Regime Switching and Unmodeled Dynamics. IEEE Trans. Automat. Contr. 54(1): 34-47 (2009)

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. Automat. Contr. 54(9): 2114-2125 (2009)

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

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

Kevin Topley, Vikram Krishnamurthy, Gang George Yin: Consensus-tracking in distributed networks by one-hop averaging. ICASSP 2009: 2065-2068

Yanlong Zhao, Le Yi Wang, Gang George Yin, Ji-Feng Zhang: Erratum to: Identification of Wiener systems with binary-valued output observations. Automatica 44(7): 1929 (2008)

Le Yi Wang, Gang George Yin, Ji-Feng Zhang, Yanlong Zhao: Space and time complexities and sensor threshold selection in quantized identification. Automatica 44(12): 3014-3024 (2008)

Le Yi Wang, Guohua Xu, Gang George Yin: State reconstruction for linear time-invariant systems with binary-valued output observations. Systems & Control Letters 57(11): 958-963 (2008)

P. Eloe, R. H. Liu, M. Yatsuki, Gang George Yin, Q. Zhang: Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model. SIAM Journal of Applied Mathematics 69(3): 810-829 (2008)

Qingshuo Song, Gang George Yin, Zhimin Zhang: Numerical Solutions for Stochastic Differential Games With Regime Switching. IEEE Trans. Automat. Contr. 53(2): 509-521 (2008)

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. Automat. Contr. 53(4): 867-880 (2008)

Vikram Krishnamurthy, Michael Maskery, Gang George Yin: Decentralized Adaptive Filtering Algorithms for Sensor Activation in an Unattended Ground Sensor Network. IEEE Transactions on Signal Processing 56(12): 6086-6101 (2008)

Chao Zhu, Gang George Yin: On hybrid diffusions. CDC 2008: 1507-1512

Kevin Topley, Vikram Krishnamurthy, Gang George Yin: Consensus formation in a switched Markovian dynamical system. CDC 2008: 3547-3552

Gang George Yin, Qing Zhang, Chao Zhuang: Stochastic approximation algorithms for trailing stop. CDC 2008: 5590-5595

Xuerong Mao, Gang George Yin, Chenggui Yuan: Stabilization and destabilization of hybrid systems of stochastic differential equations. Automatica 43(2): 264-273 (2007)

Le Yi Wang, Gang George Yin: Asymptotically efficient parameter estimation using quantized output observations. Automatica 43(7): 1178-1191 (2007)

Yanlong Zhao, Le Yi Wang, Gang George Yin, Ji-Feng Zhang: Identification of Wiener systems with binary-valued output observations. Automatica 43(10): 1752-1765 (2007)

Y. J. Liu, Gang George Yin, Q. Zhang, John B. Moore: Balanced realizations of regime-switching linear systems. MCSS 19(3): 207-234 (2007)

C. Zhu, Gang George Yin: Asymptotic Properties of Hybrid Diffusion Systems. SIAM J. Control and Optimization 46(4): 1155-1179 (2007)

Qing Zhang, Gang George Yin, John B. Moore: Two-Time-Scale Approximation for Wonham Filters. IEEE Transactions on Information Theory 53(5): 1706-1715 (2007)

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 Transactions on Signal Processing 55(6-2): 2897-2913 (2007)

Le Yi Wang, Gang George Yin, Ji-Feng Zhang: Joint identification of plant rational models and noise distribution functions using binary-valued observations. Automatica 42(4): 535-547 (2006)

Q. S. Song, Gang George Yin, Z. Zhang: Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. Automatica 42(7): 1147-1157 (2006)

J. W. Wang, Q. Zhang, Gang George Yin: Two-time-scale Hybrid Filters: Near Optimality. SIAM J. Control and Optimization 45(1): 298-319 (2006)

Yuanjin Liu, Gang George Yin, Xun Yu Zhou: Near-optimal controls of random-switching LQ problems with indefinite control weight costs. Automatica 41(6): 1063-1070 (2005)

Gang George Yin, Vikram Krishnamurthy: Least mean square algorithms with Markov regime-switching limit. IEEE Trans. Automat. Contr. 50(5): 577-593 (2005)

Gang George Yin, Xuerong Mao, K. Karen Yin: Numerical approximation of invariant measures for hybrid diffusion systems. IEEE Trans. Automat. Contr. 50(7): 934-946 (2005)

Gang George Yin, Vikram Krishnamurthy: LMS algorithms for tracking slow Markov chains with applications to hidden Markov estimation and adaptive multiuser detection. IEEE Transactions on Information Theory 51(7): 2475-2490 (2005)

Gang George Yin, Hanqin Zhang: Two-Time-Scale Markov Chains and Applications to Quasi-Birth-Death Queues. SIAM Journal of Applied Mathematics 65(2): 567-586 (2004)

Gang George Yin, Vikram Krishnamurthy, Cristina Ion: Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization. SIAM Journal on Optimization 14(4): 1187-1215 (2004)

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. Automat. Contr. 49(3): 349-360 (2004)

Vikram Krishnamurthy, X. Wang, Gang George Yin: Spreading Code Optimization and Adaptation in CDMA Via Discrete Stochastic Approximation. IEEE Transactions on Information Theory 50(9): 1927-1949 (2004)

Gang George Yin, Q. Zhang: Stability of Markov modulated discrete-time dynamic systems. Automatica 39(8): 1339-1351 (2003)

K. Karen Yin, Hongchuan Yang, Prodromos Daoutidis, Gang George Yin: Simulation of population dynamics using continuous-time finite-state Markov chains. Computers & Chemical Engineering 27(2): 235-249 (2003)

K. Karen Yin, Hu Liu, Gang George Yin: Stochastic models and numerical solutions for production planning with applications to the paper industry. Computers & Chemical Engineering 27(11): 1693-1706 (2003)

Gang George Yin, S. Dey: Weak Convergence of Hybrid Filtering Problems Involving Nearly Completely Decomposable Hidden Markov Chains. SIAM J. Control and Optimization 41(6): 1820-1842 (2003)

Xun Yu Zhou, Gang George Yin: Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model. SIAM J. Control and Optimization 42(4): 1466-1482 (2003)

Le Yi Wang, Ji-Feng Zhang, Gang George Yin: System identification using binary sensors. IEEE Trans. Automat. Contr. 48(11): 1892-1907 (2003)

Gang George Yin, Vikram Krishnamurthy, Cristina Ion: Iterate-averaging sign algorithms for adaptive filtering with applications to blind multiuser detection. IEEE Transactions on Information Theory 49(3): 657-671 (2003)

Gang George Yin, Cheng-Zhong Xu, Le Yi Wang: Optimal Remapping in Dynamic Bulk Synchronous Computations via a Stochastic Control Approach. IEEE Trans. Parallel Distrib. Syst. 14(1): 51-62 (2003)

Vikram Krishnamurthy, Xiaodong Wang, Gang George Yin: Adaptive spreading code optimization in multiantenna multipath fading channels in CDMA. ICC 2003: 2445-2449

R. H. Liu, Q. Zhang, Gang George Yin: Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time. Automatica 38(3): 409-419 (2002)

Le Yi Wang, Gang George Yin: Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances. Automatica 38(9): 1463-1474 (2002)

Gang George Yin, Q. Zhang, S. Miao: Markov chain approximation techniques for a class of nonlinear control problems. Neural Parallel & Scientific Comp. 10(4): 447-464 (2002)

Gang George Yin, R. H. Liu, Q. Zhang: Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach. SIAM Journal on Optimization 13(1): 240-263 (2002)

Grazyna Badowski, Gang George Yin: Stability of hybrid dynamic systems containing singularly perturbed random processes. IEEE Trans. Automat. Contr. 47(12): 2021-2032 (2002)

Vikram Krishnamurthy, Gang George Yin: Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime. IEEE Transactions on Information Theory 48(2): 458-476 (2002)

Gang George Yin, Cheng-Zhong Xu, Le Yi Wang: Optimal Remapping in Dynamic Bulk Synchronous Computations via a Stochastic Control Approach. IPDPS 2002

K. Karen Yin, Gang George Yin: A class of constrained recursive estimation algorithms and applications. Neural Parallel & Scientific Comp. 9(3-4): 389-406 (2001)

Vikram Krishnamurthy, Gang George Yin, Sumeetpal Singh: Adaptive step-size algorithms for blind interference suppression in DS/CDMA systems. IEEE Transactions on Signal Processing 49(1): 190-201 (2001)

Gang George Yin, Q. Zhang: Singularly Perturbed Discrete-Time Markov Chains. SIAM Journal of Applied Mathematics 61(3): 834-854 (2000)

Gang George Yin: Rates of Convergence for a Class of Global Stochastic Optimization Algorithms. SIAM Journal on Optimization 10(1): 99-120 (1999)

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

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

Gang George Yin: Asymptotic properties of an adaptive beam former algorithm. IEEE Transactions on Information Theory 35(4): 859-867 (1989)