Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Yin, G.
Krishnamurthy, V.
and
Jon, C.
2003.
Regime switching stochastic approximation algorithms with switched ODE limit.
Vol. 1,
Issue. ,
p.
900.
Gang George, Yin
Zhang, Qing
and
Liu, Yuanjin
2004.
Discrete-time approximation of Wonham filters.
Journal of Control Theory and Applications,
Vol. 2,
Issue. 1,
p.
1.
Zhang, Q.
and
Yin, G.
2004.
Exponential bounds for discrete-time singularly perturbed Markov chains.
Journal of Mathematical Analysis and Applications,
Vol. 293,
Issue. 2,
p.
645.
Krishnamurthy, V.
and
Yin, G.
2004.
Least mean square algorithms with switched Markov ODE limit.
p.
4134.
Yin, G.
and
Zhou, X.Y.
2004.
Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits.
IEEE Transactions on Automatic Control,
Vol. 49,
Issue. 3,
p.
349.
Yin, G.
Krishnamurthy, Vikram
and
Ion, Cristina
2004.
Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization.
SIAM Journal on Optimization,
Vol. 14,
Issue. 4,
p.
1187.
Yin, G.G.
and
Krishnamurthy, V.
2005.
Least mean square algorithms with Markov regime-switching limit.
IEEE Transactions on Automatic Control,
Vol. 50,
Issue. 5,
p.
577.
Zhang, Dali
Xi, Hongsheng
and
Yin, Baoqun
2005.
Advances in Intelligent Computing.
Vol. 3645,
Issue. ,
p.
129.
Yin, G.G.
and
Krishnamurthy, V.
2005.
LMS Algorithms for Tracking Slow Markov Chains With Applications to Hidden Markov Estimation and Adaptive Multiuser Detection.
IEEE Transactions on Information Theory,
Vol. 51,
Issue. 7,
p.
2475.
Zhang, Qing
and
Yin, George
2005.
Analysis, Control and Optimization of Complex Dynamic Systems.
p.
43.
Song, Q.S.
Yin, G.
and
Zhang, Z.
2006.
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions.
Automatica,
Vol. 42,
Issue. 7,
p.
1147.
Ledoux, James
2006.
A Poisson Limit Theorem for Reliability Models Based on Markov Chains.
Communications in Statistics - Theory and Methods,
Vol. 35,
Issue. 1,
p.
173.
2008.
Switching Processes in Queueing Models.
p.
221.
Song, Qingshuo
Yin, G. George
and
Zhang, Zhimin
2008.
Numerical Solutions for Stochastic Differential Games With Regime Switching.
IEEE Transactions on Automatic Control,
Vol. 53,
Issue. 2,
p.
509.
Jin, Zhuo
Wang, Yumin
and
Yin, G.
2011.
Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation.
Journal of Computational and Applied Mathematics,
Vol. 235,
Issue. 8,
p.
2842.
Yin, G.
Wang, Le Yi
and
Sun, Yu
2011.
Stochastic Recursive Algorithms for Networked Systems with Delay and Random Switching: Multiscale Formulations and Asymptotic Properties.
Multiscale Modeling & Simulation,
Vol. 9,
Issue. 3,
p.
1087.
Yin, G.
Sun, Yu
and
Wang, Le Yi
2011.
Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies.
Automatica,
Vol. 47,
Issue. 7,
p.
1366.
Jin, Zhuo
Yin, George
and
Yang, Hailiang
2011.
Numerical methods for dividend optimization using
regime-switching jump-diffusion models.
Mathematical Control & Related Fields,
Vol. 1,
Issue. 1,
p.
21.
Jin, Zhuo
and
Yin, G.
2011.
A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models.
International Journal of Computer Mathematics,
Vol. 88,
Issue. 6,
p.
1256.
Jin, Zhuo
Yin, G.
and
Zhu, Chao
2012.
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation.
Automatica,
Vol. 48,
Issue. 8,
p.
1489.