Selected Publications

Books

• H. J. Kushner and G. Yin, Stochastic Approximation and Recursive Algorithms and Applications, 2^nd Edition, Springer-Verlag, New York, 2003, [Applications of Mathematics, Volume 35], xxii+474 pp., Stochastic Approximation Algorithms and Applications, 1^st Edition, 1997. xxi+417 pp.
• G. Yin and Q. Zhang, Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach, 2^nd, Springer, New York, 2013, [Stochastic Modeling and Applied Probability, Volume 37], xxi+427 pp., 1^st Edition, 1998, [Applications of Mathematics, Volume 37], xv+349 pp.
• G. Yin and Q. Zhang, Discrete-time Markov Chains: Two-time-scale Methods and Applications, Springer, New York, 2005, [Applications of Mathematics, Volume 55], xx+347 pp.
• G. Yin and C. Zhu, Hybrid Switching Diffusions: Properties and Applications, Springer, New York, 2010, [Stochastic Modeling and Applied Probability, Volume 63], xviii+395 pp.
• L.Y. Wang, G. Yin, J.-F. Zhang, and Y. Zhao, System Identification with Quantized Observations, Birkhauser, Boston, 2010, [Systems & Control Foundations and Applications], xviii+317 pp.
• Q. He, L.Y. Wang, and G. Yin, System Identification Using Regular and Quantized Observations Applications of Large Deviations Principles, Springer, New York, 2013, [SpringerBriefs in Mathematics], xii+95 pp.
• H. Jasso-Fuentes and G. Yin, Advanced Criteria for controlled Markov-Modulated Diffusions in an Infinite Horizon: Overtaking, Bias, and Blackwell Optimality, Science Press, Beijing, China, 2013, [Systems and Control], ix+139 pp.
• G. Yin, H.Q. Zhang, and Q. Zhang, Applications of Two-time-scale Markovian Systems, Science Press, Beijing, China, 2013, [Systems and Control], vii+209 pp.
• J. Bao, G. Yin, and C. Yuan, Asymptotic Analysis for Functional Stochastic Differential Equations, Springer, New York, 2016, [SpringerBriefs in Mathematics], xi+151 pp.

Selected Refereed Journal Papers (selected papers of 1999--date)

• pdf files of the papers are available upon request
• N. Nguyen and G. Yin, Second-order fast-slow stochastic systems, SIAM Journal on Mathematical Analysis, 56 (2024), 5175-5208.
• D.H. Nguyen, D. Nguyen, N.N. Nguyen, and G. Yin, Stability of coupled jump diffusions and applications, Journal of Differential Equations, 379 (2024), 175-206.
• Y. Wang, F. Wu, and G. Yin, Limit theorems of additive functionals for regime-switching diffusions with infinite delay, Stochastic Process. Appl., 167 (2024), Paper No. 104215, 28 pp.
• D. Nguyen, N. Nguyen, T.T. Ta, G. Yin, Stability of Stochastic Functional Differential Equations with Past-Dependent Random Switching Involving Countably Infinite States, IEEE Transactions on Automatic Control, 69 (2024), 1612-1626.
• E.R. Gutierrez, S.L. Nguyen, and G. Yin, Markovian-Switching systems: Backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games, Applied Mathematics & Optimization, 89 (2024), Paper No. 33, 47 pp.
• N. Du, A. Haning, N. Nguyen, and G. Yin, Hybrid stochastic epidemic SIR models with hidden states, Nonlinear Analysis Hybrid Systems, 49 (2023), 101368.
• N. Nguyen and G. Yin, Stochastic approximation with discontinuous dynamics, differential inclusions, and applications, Annals of Applied Probability, 33, (2023), 780-823.
• H. Qian, G. Yin, and Q. Zhang, Deep filtering with adaptive learning rates, IEEE Transactions on Automatic Control, 68, (2023), 3285-3299.
• H. Qian and G. Yin, Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching, Journal of Mathematical Physics, 63, 123304 (2022), 28 pp.
• F. Wu and G. Yin, Fast-Slow-Coupled stochastic functional differential equations, Journal of Differential Equations, 323, (2022), 1-37.
• Y. Wang, F. Wu, G. Yin, and C. Zhu, Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality, Stochastic Process Appl., 149, (2022) 1-38.
• Y. Wang, F. Wu, and G. Yin, Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay, Proceedings of the American Mathematical Society, 150 (2022), 4037-4051.
• K. Tran, B.T.N. Le, and G. Yin, Harvesting of a stochastic population under a mixed regular-singular control formulation, Journal of Optimization Theory and Applications, 195 (2022), 1106-1132.
• K. Kunwai, F. Xi, G. Yin, C. Zhu, On an ergodic two-sided singular control problem, Applied Mathematics & Optimization, 86 (2022) 26, 34 pp.
• V. Krishnamurthy and G. Yin, Multi-kernel passive stochastic gradient algorithms and transfer learning, IEEE Transactions on Automatic Control, 67 (2022), 1792-1805.
• D. Nguyen, N. Nguyen, and G. Yin, Stochastic functional Kolmogorov equations I: Persistence, Stochastic Processes and Their Applications, 142 (2021), 319-364.
• D. Nguyen, N. Nguyen, and G. Yin, Stochastic functional Kolmogorov equations II: Extinction, Journal of Differential Equations, 294 (2021), 1-39.
• S.L. Nguyen, G. Yin, and D.T. Nguyen, General stochastic maximum principle for mean-field controls with regime switching, Applied Mathematics and Optimization, 84 (2021), 3255-3294.
• V. Krishnamurthy and G. Yin, Dynamics for adaptive inverse reinforcement learning of stochastic gradient algorithms, Journal of Machine Learning Research, 22 (121) (2021), 1-49.
• N. Du, A. Hening, D. Nguyen, and G. Yin, Dynamical systems under random perturbations with fast switching and slow diffusion: Hyperbolic equilibria and stable limit cycles, Journal of Differential Equations, 293 (2021), 313-358.
• N. Nguyen and G. Yin, Stochastic Lotka-Volterra competitive reaction-diffusion systems perturbed by space-time white noise: Modeling and analysis, Journal of Differential Equations, 282 (2021), 184-232.
• H. Mei and G. Yin, Controlled Markov chains with non-exponential discounting and distribution dependent costs, ESAIM: Control, Optimisation and Calculus of Variations, 27 (2021), Paper No. 5, 18 pp.
• K. Tran and G. Yin, Optimal control and numerical methods for hybrid stochastic SIS models, Nonlinear Analysis: Hybrid Systems, 41 (2021), 101051, 16 pp.
• F. Wu and G. Yin, An averaging principle for two-time-scale stochastic functional differential equations, Joural of Differential Equations, 269 (2020), 1037-1077.
• S.L. Nguyen, D.T. Nguyen, and G. Yin, A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems, ESAIM: Control, Optimisation and Calculus of Variations COCV 26 (2020) 69, 26 pp.
• D. Nguyen, N. Nguyen, and G. Yin, Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model, Journal of Applied Probability 57 (2020), 613-636.
• D. Nguyen, G. Yin, and C. Zhu, Long-term analysis of a stochastic SIRS model with general incidence rates, SIAM Journal on Applied Mathematics, 80 (2020), 814-838.
• D. Nguyen, N. Nguyen, and G. Yin, General nonlinear stochastic systems motivated by chemostat models: Complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment, Stochastic Processes and Their Applications, 130 (2020) 4608-4642.
• S. Nguyen, G. Yin, T. Hoang, On laws of large numbers for systems with mean-field interactions and Markovian switching, Stochastic Processes and Their Applications,130 (2020), 262-296.
• D. Nguyen and G. Yin, Stability of stochastic functional differential equations with regime-switching: Analysis using Dupire's functional Ito formula, Potential Analysis, 53 (2020), 247-265.
• N. Nguyen and G. Yin, A class of Langevin equations with Markov switching involving strong damping and fast switching, Journal of Mathematical Physics, 61 (2020), 063301, 18 pp.
• X. Li and G. Yin, Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: Convergence and its rate, Journal of Computational and Applied Mathematics, 374 (2020), 112771.
• G. Yin, L.Y. Wang, and T. Nguyen, Switching stochastic approximation and applications to networked systems, IEEE Transactions on Automatic Control, 64 (2019), 3587-3601.
• A. Hening, K. Tran, T.T. Phan, and G. Yin, Harvesting of interacting stochastic populations, Journal of Mathematical Biology 79 (2019), 533-570.
• D.H. Nguen and G. Yin, Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space, Potential Analysis 48 (2018), 405-435.
• S.L. Nguyen, T. Hoang, D. Nguyen, and G. Yin, Milstein-type procedures for numerical solutions of stochastic differential equations with Markovian switching, SIAM Journal on Numerical Analysis 55 (2017), 953-979.
• D.H. Nguen and G. Yin, Stability of regime-switching diffusion systems with discrete states belonging to a countable set, SIAM Journal on Control and Optimization, 56(2018), 3893-3917.
• X. Chen, Z.-Q. Chen, K. Tran, and G. Yin, Properties of switching jump diffusions: Maximum principles and Harnack inequalities, Bernoulli 25 (2019), 1045-1075.
• X. Chen, Z.-Q. Chen, K. Tran, and G. Yin, Recurrence and ergodicity for a class of regime-switching jump diffusions, Applied Mathematics & Optimization 80 (2019) 415-445.
• A. Hening, D. Nguyen, and G. Yin, Stochastic population growth in spatially heterogeneous environments: The density-dependent case, Journal of Mathematical Biology. 76 (2018), 697-754.
• X. Lu, G. Yin, Q. Zhang, C. Zhang, X. Guo, Building up an illiquid stock position subject to expected fund availability: Optimal controls and numerical methods, Applied Mathematics & Optimization 76 (2017) 501-533.
• D.H. Nguyen and G. Yin, Coexistence and exclusion of stochastic competitive Lotka-Volterra models, Journal of Differential Equations 262 (2017), 1192-1225.
• F. Wu, G. Yin, and H. Mei, Stochastic functional differential equations with infinite delay: Existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity, Journal of Differential Equations, 262 (2017), 1226-1252.
• O.N. Gharehshiran, V. Krishnamurthy, and G. Yin, Adaptive search algorithms for discrete stochastic optimization: A smooth best-response approach, IEEE Transactions on Automatic Control, 62 (2017), 161-176.
• A. Bensoussan, S. Hoe, Z. Yan, and G. Yin, Real options with competition and regime switching, Mathematical Finance, 27 (2017), 224-250.
• J. Bao, G. Yin, and C. Yuan, Two-time-scale stochastic partial differential equations driven by alpha-stable noises: Averaging principles, Bernoulli, 23 (2017), 645-669.
• D.H. Nguyen and G. Yin, Modeling and analysis of switching diffusion systems: Past-dependent switching with a countable state space, SIAM Journal on Control and Optimization, 54 (2016), 2450-2477.
• H. Mei, G. Yin, and F. Wu, Properties of stochastic integro-differential equations with infinite delay: Regularity, ergodicity, weak sense Fokker-Planck equations, Stochastic Processes and Their Applications, 126 (2016), 3102-3123.
• N.T. Dieu, D.H. Nguyen, N.H. Du, and G. Yin, Classification of asymptotic behavior in a stochastic SIR model, SIAM Journal on Applied Dynamic Systems, 15 (2016), 1062-1084.
• X. Li and G. Yin, Logistic models with regime switching: Permanence and ergodicity, Journal Mathematical Analysis and Applications. 441 (2016), 593-611.
• N.T. Dieu, N.H. Du, D.H. Nguyen, and G. Yin, Protection zones for survival of species in random environment, SIAM Journal on Applied Mathematics, 76 (2016), 1382-1402.
• F. Wu, T. Tian, J. Rawlings, and G. Yin, Approximate methods for stochastic chemical kinetics with two-time scales by chemical Langevin equations, Journal of Chemical Physics 144 (2016), 174112-1--174112-14.
• N.H. Du, D.H. Nguyen, and G. Yin, Conditions for permanence and ergodicity of certain stochastic predator-prey models, Journal of Applied Probability, 53 (2016), 187-202.
• H. Mei and G. Yin, Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching, Stochastic Process Appl, 125 (2015), 3104-3125.
• Z. Yang, G. Yin, and Q. Zhang, Mean-variance type controls involving a hidden Markov chain: Models and numerical approximation, IMA Journal of Mathematical Control and Information, 32 (2015), 867-888.
• Q. Yuan and G. Yin, Analyzing convergence and rates of convergence of particle swarm optimization algorithms using stochastic approximation methods, IEEE Transactions on Automatic Control, 60 (2015), 1760-1773.
• A. Hashemi, Y. Cao, D. Casbeer, and G. Yin, UAV circumnavigation using noisy range-based measurements without GPS information, ASME Journal of Dynamic Systems, Measurement and Control, 137 (2015), 031009-1-031009-9.
• A. Hashemi, G. Yin, L.Y. Wang, Sign-error adaptive filtering algorithms involving Markovian parameters, Mathematical Control and Related Fields, 5 (2015) 781-806.
• Z. Jin, R. Stockbridge, and G. Yin, Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management, Computational Methods in Applied Mathematics, 15, (2015), 331-351.
• K. Tran and G. Yin, Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems, Automatica, 55 (2015), 236-246.
• Z. Jin, H.L. Yang, G. Yin, Optimal debt ratio and dividend payment strategies with reinsurance, Insurance: Mathematics and Economics, 64 (2015), 351-363.
• H.N. Dang, N.H. Du, and G. Yin, Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise, Journal of Differential Equations, 257 (2014), 2078-2101.
• K. Tran and G. Yin, Stochastic competitive Lotka-Volterra ecosystems under partial observation: Feedback controls for permanence and extinction, Journal of the Franklin Institute, 351 (2014), 4039-4064.
• Q. He and G. Yin, Moderate deviations for time-varying dynamic systems driven by nonhomogeneous Markov chains with two-time scales, Stochastics, 86 (2014), 527-550.
• G. Yin, Q. Yuan, and L.Y. Wang, Asynchronous stochastic approximation algorithms for networked systems: Regime-switching topologies and multi-scale structure, SIAM Journal: Multiscale Modeling and Simulation, 11 (2013), 813-839.
• Q. Song, G. Yin, and Q. Zhang, Weak convergence methods for approximation of evaluation of path-dependent functionals, SIAM Journal on Control and Optimization, 51 (2013), 4189-4210.
• Z. Jin, G. Yin, and F. Wu, Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods, Insurance: Mathematics and Economics, 53 (2013), 733-746.
• O. Gharehshiran, V. Krishnamurthy, and G. Yin, Distributed tracking of correlated epsilon-equilibria in regime switching noncooperative games, IEEE Transactions on Automatic Control, 58 (2013), 2435-2450.
• D.T. Nguyen and G. Yin, Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions, Quarterly of Applied Mathematics, 71 (2013), 601-628.
• D. Higham, M. Roj, X. Mao, Q.S. Song, and G. Yin, Mean exit times and the multi-level Monte Carlo method, SIAM/ASA Journal on Uncertainty Quantification. 1 (2013), 2-18.
• A. Bensoussan, Z. Yan, and G. Yin, Threshold-type policies for real options using regime-switching models, to appear in SIAM Journal on Financial Mathematics., 3 (2012), 667-689.
• G. Yin, G. Zhao, and F. Wu, Regularization and stabilization of randomly switching dynamic systems, SIAM Journal on Applied Mathematics, 72 (2012), 1361-1382.
• F. Wu, G. Yin, and L.Y. Wang, Stability of a pure random delay system with two-time-scale Markovian switching, Journal of Differential Equations, 253 (2012), 878-905.
• F. Wu and G. Yin, Environmental noise impact on regularity and extinction of population systems with infinite delay, Journal of Mathematical Analysis and Applications, 396 (2012), 772-785.
• Q.S. Song, G. Yin, and C. Zhu, Optimal switching with constraints and utility maximization of an indivisible market, SIAM Journal on Control and Optimization, 50 (2012), 629-651.
• S.L. Nguyen and G. Yin, Pathwise convergence rate for numerical solutions of stochastic differential equations, IMA Journal on Numerical Analysis. 32 (2012), 701-723.
• Z. Yang and G. Yin, Stability of nonlinear regime-switching jump diffusions, Nonlinear Analysis Series A: Theory, Methods & Applications, 75 (2012) 3854-3873.
• F. Wu, G. Yin, and L.Y. Wang, Moment exponential stability of random delay systems with two-time-scale Markovian switching, Nonlinear Analysis Series B: Real World Applications, 13 (2012), 2476-2490.
• Z. Jin, G. Yin, and C. Zhu, Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation, Automatica, 48 (2012), 1489-1501.
• G. Yin, L.Y. Wang, and Y. Sun, Stochastic recursive algorithms for networked systems with delay and random switching: Multiscale formulations and asymptotic properties, SIAM Journal: Multiscale Modeling and Simulation, 9 (2011), 1087-1112.
• F. Xi and G. Yin, Jump-diffusions with state-dependent switching: Existence and uniqueness, Feller property, linearization, and exponential ergodicity, Science China: Mathematics, 54 (2011), 2651-2667
• G. Yin, Y. Sun, and L.Y. Wang, Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies, Automatica, 47 (2011), 1366-1378.
• Q. He, G. Yin, and Q. Zhang, Large deviations for Two-time-scale systems driven by nonhomogeneous Markov chains and associated optimal control problems, SIAM Journal on Control and Optimization, 49 (2011), 1737-1765.
• G. Yin, G. Zhao, and F. Xi, Mean-Field models involving continuous-state-dependent random switching: Nonnegativity constraints, moment bounds, and two-time-scale limits, Taiwanese Journal of Mathematics, 15 (2011), 1783-1805.
• B.G. Fitzpatrick, G. Yin, and L.Y. Wang, Robustness, weak stability, and stability in distribution of adaptive filtering algorithms under model mismatch, SIAM Journal: Multiscale Modeling and Simulation, 9 (2011), 183-207.
• L.V. Thanh, G. Yin, and L.Y. Wang, State observers with random sampling times and convergence analysis of double-indexed and randomly-weighted sums of mixing processes, SIAM Journal on Control and Optimization, 49 (2011), 106-124.
• G. Yin and C. Zhu, Properties of solutions of stochastic differential equations with continuous-state-dependent switching, Journal of Differential Equations, 249 (2010), 2409-2439.
• G. Yin and F. Xi, Stability of regime-switching jump diffusions, SIAM Journal on Control and Optimization, 48 (2010), 4525-4549.
• G. Yin, X.R. Mao, C. Yuan, and D. Cao, Approximation methods for Hybrid diffusion systems with state-dependent switching processes: Numerical algorithms and existence and uniqueness of solutions, SIAM Journal on Mathematical Analysis, 41 (2010), 2335-2352.
• S.L. Nguyen and G. Yin, Weak convergence of Markov modulated random sequences, Stochastics 82 (2010), 521-552.
• S.L. Nguyen and G. Yin, Asymptotic properties of Markov modulated random sequences with fast and slow time scales, Stochasitcs 82 (2010), 445-474.
• G. Yin, Q. Zhang, and C. Zhuang, Recursive algorithms for trailing stop: Stochastic approximation approach, Journal of Optimization: Theory and Applications, 146 (2010), 209-231.
• G. Yin, Z. Jin, and H. Yang, Asymptotically optimal dividend policy for regime-switching compound Poisson models, Acta Mathematicae Applicatae Sinica, 26 (2010), 529-542.
• F. Xi and G. Yin, Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching, Journal of Multivariate Analysis, 101 (2010), 1378-1389.
• L.Y. Wang and G. Yin, Quantized identification with dependent noise and Fisher information ratio of communication channels, IEEE Transactions on Automatic Control, 53 (2010), 674-690.
• C. Yuan and G. Yin, Stability of hybrid stochastic delay systems whose discrete components have a large state space: A two-time-scale approach, Journal of Mathematical Analysis and Applications, 368 (2010) 103-119.
• V. Krishnamurthy, K. Topley, and G. Yin, Consensus formation in a two-time-scale Markovian system, SIAM Journal: Multiscale Modeling and Simulation, 7 (2009), 1898-1927.
• G. Yin, Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process, Asymptotic Analysis, 65 (2009), 203-222.
• G. Yin, H. Jin, and Z. Jin, Numerical methods for portfolio selection with bounded constraints, Journal of Computational and Applied Mathematics, 233 (2009), 564-581.
• B. Bercu, F. Dufour, and G. Yin, Almost sure stabilization for feedback controls of regime-switching linear systems with a hidden Markov chain, IEEE Transactions on Automatic Control 54 (2009), 2114-2125.
• G. Yin, S. Kan, L.Y. Wang, and C.Z. Xu, Identification of systems with regime switching and unmodelled dynamics, IEEE Transactions on Automatic Control, 54 (2009), 34-47.
• G. Yin, L.Y. Wang, and S. Kan, Tracking and identification of regime-switching systems using binary sensors, Automatica, 45 (2009), 944-955.
• C. Zhu and G. Yin, On strong Feller, recurrence, and weak stabilization of regime-switching diffusions, SIAM Journal on Control and Optimization, 48 (2009), 2003-2031.
• Q. Song and G. Yin, Rates of convergence of numerical Methods for controlled regime-switching diffusions with stopping times in the costs, SIAM Journal on Control and Optimization, 48 (2009), 1831-1857.
• C. Zhu, G. Yin, and Q.S. Song, Stability of random-switching systems of differential equations, Quarterly of Applied Mathematics, 67 (2009), 201-220.
• G. Yin, C. Ion, and V. Krishnamurthy, How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths, Mathematical Programming Series B, 120 (2009), 67-99.
• F. Xi and G. Yin, Asymptotic properties of a mean-field model with a continuous-state-dependent switching process, Journal of Applied Probability, 46. (2009), 221-243.
• G. Yin, Q.S. Song, and H.L. Yang, Stochastic optimization algorithms for barrier dividend strategies, Journal of Computational and Applied Mathematics, 223 (2009), 240-262.
• M. Pemy, Q. Zhang, and G. Yin, Liquidation of a large block of stock with regime switching, Mathematical Finance, 18 (2008), 629-648.
• G. Yin and H.Q. Zhang, Discrete-time Markov chains with two-time scales and a countable state space: Limits results and queueing applications, Stochastics, 80 (2008), 339-369.
• Q.S. Song, G. Yin, and Z. Zhang, Numerical solutions for stochastic differential games with regime switching, IEEE Transactions on Automatic Control, 53 (2008), 509-521.
• Y.J. Liu, G. Yin, Q. Zhang, and J.B. Moore, Balanced realizations of regime-switching linear systems, Mathematics of Control, Signals, and Systems, 19 (2007), 207-234.
• G. Yin and H.Q. Zhang, Singularly perturbed Markov chains: Limit results and applications, Annals of Applied Probability, 17 (2007), 207-229.
• C. Zhu and G. Yin, Asymptotic properties of hybrid diffusion systems, SIAM Journal on Control and Optimization, 46 (2007), 1155-1179.
• X. Mao, G. Yin, and C. Yuan, Stabilization and destabilization of hybrid systems of stochastic differential equations, Automatica, 43 (2007), 264-273.
• R.Z. Khasminskii, C. Zhu, and G. Yin, Stability of regime-switching diffusions, Stochastic Processes and Their Applications, 117 (2007), 1037-1051.
• M. Pemy, Q. Zhang, and G. Yin, Liquidation of a large block of stock, Journal of Bank and Finance, 31 (2007), 1295-1305.
• Q. Zhang, G. Yin, J.B. Moore, Two-time-scale approximation for Wonham filters, IEEE Transactions on Information Theory, 53 (2007), 1706-1715.
• L.Y. Wang and G. Yin, Asymptotically efficient parameter estimation using quantized output observations, Automatica, 43 (2007), 1178-1191.
• G. Yin and C. Zhu, On the notion of weak stability and related issues of hybrid diffusion systems, Nonlinear Analysis: Hybrid System, 1 (2007), 173-187.
• J.W. Wang, Q. Zhang, G. Yin, Two-time-scale hybrid filters: Near optimality, SIAM Journal on Control and Optimization, 45 (2006), 298-319.
• V. Krishnamurthy and G. Yin, Controlled hidden Markov models for dynamically adapting patch clamp experiment to estimate Nernst potential of single-ion channels, IEEE Transactions on NanoBioscience, 5 (2006), 115-125.
• L.Y. Wang, G. Yin, J.-F. Zhang, Joint identification of plant rational models and noise distribution functions using binary-valued observations, Automatica. 42 (2006), 533-547.
• G. Yin, Y.J. Liu, and H.L. Yang, Bounds of ruin probability for regime-switching models using time scale separation, Scandinavian Actuarial Journal, 2006 (2006), 111-127.
• G. Yin, Q. Zhang, F. Liu, R.H. Liu, and Y. Cheng, Stock liquidation via stochastic approximation using NASDAQ daily and intra-day data, Mathematical Finance, 16 (2006), 217-236.
• R.Z. Khasminskii and G. Yin, Uniform asymptotic expansions for pricing European options, Applied Mathematics Optimization, 52 (2005), 279-296.
• G. Yin, and H.Q. Zhang, Two-time-scale Markov chains and applications to quasi-birth-death queues, SIAM Journal on Applied Mathematics, 65 (2005), 567-586.
• Q. Zhang, G. Yin, and R.H. Liu, A near-optimal selling rule for a two-time-scale market model, SIAM Journal: Multiscale Modeling and Simulation, 4 (2005), 172-193.
• G. Yin, Q. Song, and Z. Zhang, Numerical solutions for jump-diffusions with regime switching, Stochastics, 77 (2005), 61-79.
• R.Z. Khasminskii and G. Yin, Limit behavior of two-time-scale diffusions revisited, Journal of Differential Equations, 212 (2005), 85-113.
• G. Yin, X. Mao, and K. Yin, Numerical approximation of invariant measures for hybrid diffusion systems, IEEE Transactions on Automatic Control, 50 (2005), 934-946.
• G. Yin and V. Krishnamurthy, Least mean square algorithms with Markov regime switching limit, IEEE Transactions on Automatic Control, 50 (2005), 577-593.
• G. Yin and V. Krishnamurthy, LMS algorithms for tracking slow Markov chains with applications to hidden Markov estimation and adaptive multiuser detection, IEEE Transactions on Information Theory, 51 (2005), 2475-2490.
• G. Yin, V. Krishnamurthy, and C. Ion, Regime switching stochastic approximation algorithms with application to adaptive discrete stochastic optimization, SIAM Journal on Optimization, 14 (2004), 1187-1215.
• V. Krishnamurthy, X. Wang, and G. Yin, Spreading code optimization and adaptation in CDMA via discrete stochastic approximation, IEEE Transactions on Information Theory, 50 (2004), 1927-1949.
• R.Z. Khasminskii and G. Yin, On averaging principles: An asymptotic expansion approach, SIAM Journal on Mathematical Analysis, 35 (2004), 1534-1560.
• G. Yin and H.L. Yang, Two-time-scale jump-diffusion models with Markovian switching regimes, Stochastics and Stochastics Reports, 76 (2004), 77-99.
• G. Yin and X.Y. Zhou, Markowitz mean-variance portfolio selection with regime switching: from discrete-time models to their continuous-time limits, IEEE Transactions on Automatic Control (special issue on Stochastic Control Methods in Financial Engineering), 49 (2004), 349-360.
• Y.J. Liu and G. Yin, Asympototic expansions of transition densities for hybrid jump diffusions, Acta Mathematicae Applicatae Sinica, 20 (2004) 1-18.
• G. Yin and S. Dey, Weak convergence of hybrid filtering problems involving nearly completely decomposable hidden Markov chains, SIAM Journal on Control and Optimization, 41 (2003), 1820-1842.
• L.Y. Wang, J.F. Zhang, and G. Yin, System identification using binary sensors, IEEE Transactions on Automatic Control, 48 (2003), 1892-1907.
• G. Yin, V. Krishnamurthy, and C. Ion, Iterate-averaging sign algorithms for adaptive filtering with applications to blind multiuser detection, IEEE Transactions on Information Theory, 49 (2003), 657-671.
• G. Yin, Q. Zhang, and G. Badowski, Discrete-time singularly perturbed Markov chains: Aggregation, occupation measures, and switching diffusion limit, Advances in Applied Probability, 35 (2003), 449-476.
• H.-F. Chen and G. Yin, Asymptotic properties of sign algorithms for adaptive filtering, IEEE Transactions on Automatic Control, 48 (2003), 1545-1556.
• G. Yin and Q. Zhang, Stability of Markov modulated discrete-time dynamic systems, Automatica, 39 (2003), 1339-1351.
• G. Yin, Q. Zhang, and K. Yin, Constrained stochastic estimation algorithms for a class of hybrid stock market models, Journal of Optimization, Theory and Applications, 118 (2003), 157-182.
• X.Y. Zhou and G. Yin, Markowitz mean-variance portfolio selection with regime switching: A continuous-time model, SIAM Journal on Control and Optimization, 42 (2003), 1466-1482.
• V. Krishnamurthy and G. Yin, Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime, IEEE Transactions on Information Theory, 48 (2002), 458-476.
• L.Y. Wang and G. Yin, Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances, Automatica, 38 (2002), 1463-1474.
• G. Yin and P. Kelly, Convergence rates of digital diffusion network algorithms for global optimization with applications to image estimation, Journal of Global Optimization, 23 (2002), 329-358.
• G. Yin, R.H. Liu, and Q. Zhang, Recursive algorithms for stock Liquidation: A stochastic optimization approach, SIAM Journal on Optimization, 13 (2002), 240-263.
• G. Yin, On limit results for a class of singularly perturbed switching diffusions, Journal of Theoretical Probability, 14 (2001), 673-697.
• G. Yin, Q. Zhang, H. Yang, and K. Yin, Discrete-time dynamic systems arising from singularly perturbed Markov chains, Nonlinear Analysis, Theory, Methods & Applications, 47 (2001), 4763-4774.
• R.H. Liu, Q. Zhang, and G. Yin, Nearly optimal control of singularly perturbed Markov decision processes in discrete time, Applied Mathematics and Optimization, 44 (2001), 105-129.
• V. Krishnamurthy, G. Yin, S. Singh, Adaptive step size algorithms for blind interference suppression in DS/CDMA systems, IEEE Transactions on Signal Processing, 49 (2001), 190-201.
• R.Z. Khasminskii and G. Yin, Asymptotic behavior of parabolic equations arising from null-recurrent diffusions, Journal of Differential Equations, 161 (2000), 154-173.
• G. Yin, and Q. Zhang, and G. Badowski, Singularly perturbed Markov chains: Convergence and aggregation, Journal of Multivariate Analysis, 72 (2000), 208-229.
• L.Y. Wang and G. Yin, Persistent identification of systems with unmodeled dynamics and exogenous disturbances, IEEE Transactions on Automatic Control, 45 (2000), 1246-1256.
• G. Yin, Q. Zhang, and G. Badowski, Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states, Annals of Applied Probability, 10 (2000), 549-572.
• G. Yin and Q. Zhang, Singularly perturbed discrete-time Markov chains, SIAM Journal on Applied Mathematics, 61 (2000), 834-854.
• G. Yin, Convergence of a global stochastic optimization algorithm with partial step size restarting, Advances in Applied Probability, 32 (2000), 480-498.
• H. Yan, X.Y. Zhou, and G. Yin, Approximating an optimal production policy in a continuous flow line: Recurrence and asymptotic properties, Operations Research, 47 (1999), 535-549.
• A.M. Ilin, R.Z. Khasminskii, and G. Yin, Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed diffusions: Rapid switching, Journal of Mathematical Analysis and Applications, 238 (1999), 516-539.
• Q. Zhang and G. Yin, On nearly optimal controls of hybrid LQG problems, IEEE Transactions on Automatic Control, 44 (1999), 2271-2282.
• G. Yin, Rates of convergence for a class of global stochastic optimization algorithms, SIAM Journal on Optimization, 10 (1999), 99-120.

Books Edited

• G. Yin and Q. Zhang (Eds.), Recent Advances in Control and Optimization of Manufacturing Systems, Springer-Verlag, London, 1996, xii+222pp.
• G. Yin and Q. Zhang (Eds.), Mathematics of Stochastic Manufacturing Systems, Proceedings of the 1996 AMS-SIAM Summer Seminar in Applied Mathematics, Lectures in Applied Mathematics, LAM 33, American Mathematical Society, Providence, RI, 1997, xii+399pp.
• W.M. McEneaney, G. Yin, and Q. Zhang (Eds.), Stochastic Analysis, Control, Optimization, and Applications, Birkhauser, Boston, 1999, xxxii+637pp.
• G. Yin and Q. Zhang (Eds.), Mathematics of Finance, Proceedings of the 2003 AMS-IMS-SIAM Joint Summer Research Seminar in Applied Mathematics, Contemporary Mathematics, Vol. 351, American Mathematical Society, Providence, RI, 2004, xiv+398pp.
• H.M. Yan, G. Yin, and Q. Zhang (Eds.), Stochastic Processes, Optimization, and Control Theory Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, Springer, 2006, xlvi+360pp.
• P. Agrawal, M. Andrews, P.J. Fleming, G. Yin, and L. Zhang, (Eds.), Wireless Communications, IMA Volumes in Mathematics and Its Applications, Volume 143, Springer, 2007, x+374pp.
• P.-L. Chow, B. Mordukhovich, and G. Yin (Eds.), Topics in Stochastic Analysis and Nonparametric Estimation, IMA Volumes in Mathematics and Its Applications, Volume 145, Springer, 2007, xi+210pp.
• A. Tsoi, D. Nualart, and G. Yin (Eds.), Stochastic Analysis, Stochastic Systems, and Applications to Finance, World Scientific, New Jersey, 2011, x+261pp.
• F. Fahroo, L.Y. Wang, and G. Yin (Eds.), Advances in Research on Unmanned Aerial Vehicles, Lecture Notes in Control and Information Sciences, Vol. 444, Springer, Berlin, 2013, x+207pp.
• G. Yin and Q. Zhang (Eds.), Modeling, Stochastic Control, Optimization, and Applications, IMA Volumes in Mathematics and its Applications, Volume 164, Springer Nature Switzerland AG, 2019.
• G. Yin and T. Zariphopoulou (Eds.), Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative Volume to Honor Mark H. A. Davis's Contributions, xxvii+466 pp., Springer, 2022.

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