The following pages link to G. George Yin (Q1031564):
Displaying 50 items.
- (Q203238) (redirect page) (← links)
- Sign-error adaptive filtering algorithms involving Markovian parameters (Q256310) (← links)
- A mean-variance control framework for platoon control problems: weak convergence results and applications on reduction of complexity (Q268818) (← links)
- Stochastic Liénard equations with state-dependent switching (Q277057) (← links)
- Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829) (← links)
- Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911) (← links)
- Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction (Q402006) (← links)
- Stability of nonlinear regime-switching jump diffusion (Q414505) (← links)
- System identification: regime switching, unmodeled dynamics, and binary sensors (Q419930) (← links)
- On hybrid competitive Lotka-Volterra ecosystems (Q419935) (← links)
- Asymptotic properties of hybrid random processes modulated by Markov chains (Q419985) (← links)
- Continuous-time Markov chains and applications. A two-time-scale approach (Q424648) (← links)
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955) (← links)
- Stability of a pure random delay system with two-time-scale Markovian switching (Q432478) (← links)
- Stability of numerical methods for jump diffusions and Markovian switching jump diffusions (Q457722) (← links)
- Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
- A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786) (← links)
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems (Q545451) (← links)
- Convergence rates of Markov chain approximation methods for controlled diffusions with stopping (Q601074) (← links)
- Signal estimation with binary-valued sensors (Q601075) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
- Almost sure and complete convergence of randomly weighted sums of independent random elements in Banach spaces (Q647273) (← links)
- Nearly-optimal asset allocation in hybrid stock investment models. (Q703185) (← links)
- Properties of solutions of stochastic differential equations with continuous-state-dependent switching (Q712174) (← links)
- Environmental noise impact on regularity and extinction of population systems with infinite delay (Q714095) (← links)
- Numerical methods for portfolio selection with bounded constraints (Q732165) (← links)
- Uniform asymptotic expansions for pricing European options (Q816972) (← links)
- Computational methods for pricing American put options (Q850830) (← links)
- Joint identification of plant rational models and noise distribution functions using binary-valued observations (Q856497) (← links)
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
- Global optimization using diffusion perturbations with large noise intensity (Q861400) (← links)
- Identification error bounds and asymptotic distributions for systems with structural uncertainties (Q863000) (← links)
- Stabilization and destabilization of hybrid systems of stochastic differential equations (Q869073) (← links)
- Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions (Q885945) (← links)
- Weighted sums of strongly mixing random variables with an application to nonparametric regression (Q894597) (← links)
- On H-valued Robbins-Monro processes (Q915322) (← links)
- A differential delay equation with wideband noise perturbations (Q921708) (← links)
- Selling a large stock position: a stochastic control approach with state constraints (Q937354) (← links)
- Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
- Q-learning algorithms with random truncation bounds and applications to effective parallel computing (Q946195) (← links)
- Stochastic optimization algorithms for barrier dividend strategies (Q953387) (← links)
- State reconstruction for linear time-invariant systems with binary-valued output observations (Q958145) (← links)
- Erratum to: Identification of Wiener systems with binary-valued output observations (Q958300) (← links)
- Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach (Q972465) (← links)
- Balanced realizations of regime-switching linear systems (Q998619) (← links)
- How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths (Q1016349) (← links)
- Tracking and identification of regime-switching systems using binary sensors (Q1023359) (← links)
- On competitive Lotka-Volterra model in random environments (Q1025823) (← links)
