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George Yin
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Markowitz's mean-variance portfolio selection with regime switching: A continuous-time model
XY Zhou, G Yin
SIAM Journal on Control and Optimization 42 (4), 1466-1482, 2003
5932003
Continuous-time Markov chains and applications: a singular perturbation approach
GG Yin, Q Zhang
Springer, 2012
5462012
Asymptotic properties of hybrid diffusion systems
C Zhu, G Yin
SIAM Journal on Control and Optimization 46 (4), 1155-1179, 2007
4072007
VCONF: a reinforcement learning approach to virtual machines auto-configuration
J Rao, X Bu, CZ Xu, L Wang, G Yin
Proceedings of the 6th international conference on Autonomic computing, 137-146, 2009
3702009
Competitive Lotka–Volterra population dynamics with jumps
J Bao, X Mao, G Yin, C Yuan
Nonlinear Analysis: Theory, Methods & Applications 74 (17), 6601-6616, 2011
3192011
Markowitz's mean-variance portfolio selection with regime switching: From discrete-time models to their continuous-time limits
G Yin, XY Zhou
IEEE Transactions on automatic control 49 (3), 349-360, 2004
2902004
System identification using binary sensors
JF Zhang, GG Yin
IEEE Transactions on automatic control 48 (11), 1892-1907, 2003
2842003
Stabilization and destabilization of hybrid systems of stochastic differential equations
X Mao, GG Yin, C Yuan
Automatica 43 (2), 264-273, 2007
2802007
Discrete-time Markov chains: two-time-scale methods and applications
G Yin, Q Zhang
Springer Science & Business Media, 2005
2712005
On competitive Lotka–Volterra model in random environments
C Zhu, G Yin
Journal of Mathematical Analysis and Applications 357 (1), 154-170, 2009
2662009
System identification with quantized observations
Le Yi Wang, GG Yin, JF Zhang, Y Zhao
Birkhäuser Boston, 2010
2542010
Continuous-time Markov chains and applications: a two-time-scale approach
GG Yin, Q Zhang
Springer Science & Business Media, 2012
2142012
Stability of regime-switching diffusions
RZ Khasminskii, C Zhu, G Yin
Stochastic processes and their applications 117 (8), 1037-1051, 2007
2102007
Communication information structures and contents for enhanced safety of highway vehicle platoons
L Xu, G Yin, H Zhang
IEEE Transactions on vehicular Technology 63 (9), 4206-4220, 2014
1872014
Robust and adaptive estimation of state of charge for lithium-ion batteries
C Zhang, X Li, W Chen, GG Yin, J Jiang
IEEE Transactions on Industrial Electronics 62 (8), 4948-4957, 2015
1752015
Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model
P Chen, H Yang, G Yin
Insurance: Mathematics and Economics 43 (3), 456-465, 2008
1662008
On hybrid competitive Lotka–Volterra ecosystems
C Zhu, G Yin
Nonlinear Analysis: Theory, Methods & Applications 71 (12), e1370-e1379, 2009
1652009
Enhanced identification of battery models for real-time battery management
M Sitterly, GG Yin, C Wang
IEEE Transactions on Sustainable Energy 2 (3), 300-308, 2011
1522011
Asymptotically efficient parameter estimation using quantized output observations
GG Yin
Automatica 43 (7), 1178-1191, 2007
1492007
Regime switching stochastic approximation algorithms with application to adaptive discrete stochastic optimization
G Yin, V Krishnamurthy, C Ion
SIAM Journal on Optimization 14 (4), 1187-1215, 2004
1442004
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