Gang George Yin

According to our database1, Gang George Yin authored at least 228 papers between 1989 and 2021.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2021
A Deep Filtering Approach for Control of Partially Observed Systems.
IEEE Control. Syst. Lett., 2021

Solving Elliptic Hamilton-Jacobi-Bellman Equations in a Value Space.
IEEE Control. Syst. Lett., 2021

Stability of stochastic functional differential equations with random switching and applications.
Autom., 2021

2020
Cyber-Physical Scheduling for Predictable Reliability of Inter-Vehicle Communications.
IEEE Trans. Veh. Technol., 2020

Dual Averaging Push for Distributed Convex Optimization Over Time-Varying Directed Graph.
IEEE Trans. Autom. Control., 2020

Distributed Smooth Convex Optimization With Coupled Constraints.
IEEE Trans. Autom. Control., 2020

Long-Term Analysis of a Stochastic SIRS Model with General Incidence Rates.
SIAM J. Appl. Math., 2020

Fractional differential equation approach for convex optimization with convergence rate analysis.
Optim. Lett., 2020

Asymptotic Properties of Multi-species Lotka-Volterra Models with Regime Switching Involving Weak and Strong Interactions.
J. Nonlinear Sci., 2020

Distributed continuous-time algorithm for nonsmooth optimal consensus without sharing local decision variables.
J. Frankl. Inst., 2020

Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: Convergence and its rate.
J. Comput. Appl. Math., 2020

Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model.
J. Appl. Probab., 2020

Adaptive Non-reversible Stochastic Gradient Langevin Dynamics.
CoRR, 2020

Multi-kernel Passive Stochastic Gradient Algorithms.
CoRR, 2020

Langevin Dynamics for Inverse Reinforcement Learning of Stochastic Gradient Algorithms.
CoRR, 2020

2019
Distributed Energy Management for Smart Grids With an Event-Triggered Communication Scheme.
IEEE Trans. Control. Syst. Technol., 2019

Switching Stochastic Approximation and Applications to Networked Systems.
IEEE Trans. Autom. Control., 2019

Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains.
Syst. Control. Lett., 2019

Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity.
Autom., 2019

Distributed quasi-monotone subgradient algorithm for nonsmooth convex optimization over directed graphs.
Autom., 2019

2018
Impact of Communication Erasure Channels on Control Performance of Connected and Automated Vehicles.
IEEE Trans. Veh. Technol., 2018

Two-Time-Scale Hybrid Traffic Models for Pedestrian Crowds.
IEEE Trans. Intell. Transp. Syst., 2018

Probabilistic Per-Packet Real-Time Guarantees for Wireless Networked Sensing and Control.
IEEE Trans. Ind. Informatics, 2018

Stochastic Consentability of Linear Systems With Time Delays and Multiplicative Noises.
IEEE Trans. Autom. Control., 2018

Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set.
SIAM J. Control. Optim., 2018

Stability of stochastic functional differential systems using degenerate Lyapunov functionals and applications.
Autom., 2018

Cyber-Physical Scheduling for Predictable Reliability of Inter-Vehicle Communications.
Proceedings of the 2018 IEEE/ACM Third International Conference on Internet-of-Things Design and Implementation, 2018

2017
Scheduling With Predictable Link Reliability for Wireless Networked Control.
IEEE Trans. Wirel. Commun., 2017

Recursive Identification of Hammerstein Systems: Convergence Rate and Asymptotic Normality.
IEEE Trans. Autom. Control., 2017

Decision-Based System Identification and Adaptive Resource Allocation.
IEEE Trans. Autom. Control., 2017

Adaptive Search Algorithms for Discrete Stochastic Optimization: A Smooth Best-Response Approach.
IEEE Trans. Autom. Control., 2017

Critical Connectivity and Fastest Convergence Rates of Distributed Consensus With Switching Topologies and Additive Noises.
IEEE Trans. Autom. Control., 2017

Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching.
SIAM J. Numer. Anal., 2017

Infinite Horizon Controlled Diffusions with Randomly Varying and State-Dependent Discount Cost Rates.
J. Optim. Theory Appl., 2017

Cyber-Physical Interference Modeling for Predictable Reliability of Inter-Vehicle Communications.
CoRR, 2017

Stochastic systems: Estimation, identification, and adaptive control, Reprint of 1986 edition, Vol. 75, P.R. Kumar, Pravin Varaiya, in: Classics in applied mathematics. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA (2016), xvii+358, ISBN: 978-1-611974-25-6.
Autom., 2017

Identification of Wiener systems with quantized inputs and binary-valued output observations.
Autom., 2017

Numerical Methods for Controlled Switching Diffusions.
Proceedings of the Large-Scale Scientific Computing - 11th International Conference, 2017

Near-optimal stopping rules for two-time-scale Markovian systems.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

Switching diffusion with past dependent switching and countable switching space: Existence and uniqueness of solutions, recurrence, and weak stabilization.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

2016
Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space.
SIAM J. Control. Optim., 2016

Protection Zones for Survival of Species in Random Environment.
SIAM J. Appl. Math., 2016

Classification of Asymptotic Behavior in a Stochastic SIR Model.
SIAM J. Appl. Dyn. Syst., 2016

Stability in distribution of stochastic delay recurrent neural networks with Markovian switching.
Neural Comput. Appl., 2016

Network robustness depth and topology management of networked dynamic systems.
J. Syst. Sci. Complex., 2016

Conditions for permanence and ergodicity of certain stochastic predator-prey models.
J. Appl. Probab., 2016

Controllability and adaptation of linear time-invariant systems under irregular and Markovian sampling.
Autom., 2016

Numerical methods for optimal harvesting strategies in random environments under partial observations.
Autom., 2016

2015
Numerical Methods for Continuous-Time Stochastic Control Problems.
Proceedings of the Encyclopedia of Systems and Control, 2015

Impact of Communication Erasure Channels on the Safety of Highway Vehicle Platoons.
IEEE Trans. Intell. Transp. Syst., 2015

Robust and Adaptive Estimation of State of Charge for Lithium-Ion Batteries.
IEEE Trans. Ind. Electron., 2015

Analyzing Convergence and Rates of Convergence of Particle Swarm Optimization Algorithms Using Stochastic Approximation Methods.
IEEE Trans. Autom. Control., 2015

System Identification Under Regular, Binary, and Quantized Observations: Moderate Deviations Error Bounds.
IEEE Trans. Autom. Control., 2015

Stability of numerical methods for jump diffusions and Markovian switching jump diffusions.
J. Comput. Appl. Math., 2015

Mean-variance type controls involving a hidden Markov chain: models and numerical approximation.
IMA J. Math. Control. Inf., 2015

A mean-variance control framework for platoon control problems: Weak convergence results and applications on reduction of complexity.
Commun. Inf. Syst., 2015

Properties for a class of multi-type mean-field models.
Commun. Inf. Syst., 2015

Some Recent Progress on Numerical Methods for Controlled Regime-Switching Models with Applications to Insurance and Risk Management.
Comput. Methods Appl. Math., 2015

Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems.
Autom., 2015

Identification of linear continuous-time systems under irregular and random output sampling.
Autom., 2015

Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs.
Autom., 2015

Strong invariance for switching diffusions.
Asymptot. Anal., 2015

Study of Certain Stochastic Predator-Prey Models.
Proceedings of the 2015 Proceedings of the Conference on Control and its Applications, 2015

Stochastic regularization and stabilization of hybrid functional differential equations.
Proceedings of the 54th IEEE Conference on Decision and Control, 2015

Structure analysis of matrix fraction descriptions for LTI Systems.
Proceedings of the 54th IEEE Conference on Decision and Control, 2015

A regret-based approach to non-stationary discrete stochastic optimization.
Proceedings of the 54th IEEE Conference on Decision and Control, 2015

2014
Communication Information Structures and Contents for Enhanced Safety of Highway Vehicle Platoons.
IEEE Trans. Veh. Technol., 2014

Tracking a Markov-Modulated Stationary Degree Distribution of a Dynamic Random Graph.
IEEE Trans. Inf. Theory, 2014

Almost Sure and pth-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems.
SIAM J. Control. Optim., 2014

Characterization and Identification of Matrix Fraction Descriptions for LTI Systems.
SIAM J. Control. Optim., 2014

Enhanced feedback robustness against communication channel multiplicative uncertainties via scaled dithers.
Syst. Control. Lett., 2014

Control of vehicle platoons for highway safety and efficient utility: Consensus with communications and vehicle dynamics.
J. Syst. Sci. Complex., 2014

Stochastic competitive Lotka-Volterra ecosystems under partial observation: Feedback controls for permanence and extinction.
J. Frankl. Inst., 2014

Robust noise attenuation under stochastic noises and worst-case unmodelled dynamics.
Int. J. Syst. Sci., 2014

Bias reduction for reliable fault detection of electric motors under measurement noise of non-zero means.
Int. J. Model. Identif. Control., 2014

Parameter estimation in systems with binary-valued observations and structural uncertainties.
Int. J. Control, 2014

Almost sure convergence rates for system identification using binary, quantized, and regular sensors.
Autom., 2014

Large deviations for multi-scale Markovian switching systems with a small diffusion.
Asymptot. Anal., 2014

Numerical solutions of regime-switching jump diffusions.
Appl. Math. Comput., 2014

Impact of package delivery rate on the safety of highway vehicle platoons.
Proceedings of the 2014 IEEE Intelligent Vehicles Symposium Proceedings, 2014

Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation.
Proceedings of the Finite Difference Methods, Theory and Applications, 2014

Best-response search algorithms for non-stationary discrete stochastic optimization.
Proceedings of the 53rd IEEE Conference on Decision and Control, 2014

UAV circumnavigation of an unknown target without location information using noisy range-based measurements.
Proceedings of the American Control Conference, 2014

2013
Distributed Tracking of Correlated Equilibria in Regime Switching Noncooperative Games.
IEEE Trans. Autom. Control., 2013

Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals.
SIAM J. Control. Optim., 2013

Asynchronous Stochastic Approximation Algorithms for Networked Systems: Regime-Switching Topologies and Multiscale Structure.
Multiscale Model. Simul., 2013

Mean Exit Times and the Multilevel Monte Carlo Method.
SIAM/ASA J. Uncertain. Quantification, 2013

Distributed Energy-Aware Diffusion Least Mean Squares: Game-Theoretic Learning.
IEEE J. Sel. Top. Signal Process., 2013

Numerical Methods for Optimal Dividend Payment and Investment Strategies of Markov-Modulated Jump Diffusion Models with Regular and Singular Controls.
J. Optim. Theory Appl., 2013

Tracking the Empirical Distribution of a Markov-modulated Duplication-Deletion Random Graph
CoRR, 2013

Joint state and event observers for linear switching systems under irregular sampling.
Autom., 2013

Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections.
Autom., 2013

Characterization of stochastic control with optimal stopping in a Sobolev space.
Autom., 2013

Moderate Deviations Analysis for System Identification under Regular and Binary Observations.
Proceedings of the SIAM Conference on Control and its Applications, 2013

Coordinated control and communication for enhanced safety of highway vehicle platoons.
Proceedings of the International Conference on Connected Vehicles and Expo, 2013

PRK-based scheduling for predictable link reliability in wireless networked sensing and control.
Proceedings of the ACM/IEEE 4th International Conference on Cyber-Physical Systems (with CPS Week 2013), 2013

Game-theoretic learning for activation of diffusion least mean squares.
Proceedings of the 21st European Signal Processing Conference, 2013

Voltage robust stability in microgrid power management.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

Trend-following trading using recursive stochastic optimization algorithms.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

2012
Battery Cell Identification and SOC Estimation Using String Terminal Voltage Measurements.
IEEE Trans. Veh. Technol., 2012

Optimal Switching with Constraints and Utility Maximization of an Indivisible Market.
SIAM J. Control. Optim., 2012

Regularization and Stabilization of Randomly Switching Dynamic Systems.
SIAM J. Appl. Math., 2012

A mean-variance optimization problem for discounted Markov decision processes.
Eur. J. Oper. Res., 2012

Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation.
Autom., 2012

Enhanced feedback robustness against communication channel uncertainties VIS scaled dithers in networked systems.
Proceedings of the 11th International Conference on Information Science, 2012

Robust consensus control by state-dependent dithers.
Proceedings of the 2012 IEEE International Conference on Electro/Information Technology, 2012

Stability of jump diffusions with random switching.
Proceedings of the 51th IEEE Conference on Decision and Control, 2012

Coordinated vehicle platoon control: Weighted and constrained consensus and communication network topologies.
Proceedings of the 51th IEEE Conference on Decision and Control, 2012

Large deviations for systems driven by two-time-scale nonhomogeneous Markovian chains and applications to optimal control problems.
Proceedings of the 51th IEEE Conference on Decision and Control, 2012

Tracking equilibria with Markovian evolution.
Proceedings of the 51th IEEE Conference on Decision and Control, 2012

2011
State Observability and Observers of Linear-Time-Invariant Systems Under Irregular Sampling and Sensor Limitations.
IEEE Trans. Autom. Control., 2011

State Observers with Random Sampling Times and Convergence Analysis of Double-Indexed and Randomly Weighted Sums of Mixing Processes.
SIAM J. Control. Optim., 2011

Large Deviations for Two-Time-Scale Systems Driven by Nonhomogeneous Markov Chains and Associated Optimal Control Problems.
SIAM J. Control. Optim., 2011

Stochastic Recursive Algorithms for Networked Systems with Delay and Random Switching: Multiscale Formulations and Asymptotic Properties.
Multiscale Model. Simul., 2011

Robustness, Weak Stability, and Stability in Distribution of Adaptive Filtering Algorithms under Model Mismatch.
Multiscale Model. Simul., 2011

Invariant density, Lapunov exponent, and almost sure stability of Markovian-regime-switching linear systems.
J. Syst. Sci. Complex., 2011

Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation.
J. Comput. Appl. Math., 2011

A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models.
Int. J. Comput. Math., 2011

Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies.
Autom., 2011

A trend-following strategy: Conditions for optimality.
Autom., 2011

Hybrid switching diffusions: Continuity and differentiability.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

Optimality conditions for a trend-following strategy.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

2010
Filter Design and Analysis in Frequency Domain for Server Scheduling and Optimization.
IEEE Trans. Parallel Distributed Syst., 2010

Quantized Identification With Dependent Noise and Fisher Information Ratio of Communication Channels.
IEEE Trans. Autom. Control., 2010

Identification of Hammerstein Systems with Quantized Observations.
SIAM J. Control. Optim., 2010

Stability of Regime-Switching Jump Diffusions.
SIAM J. Control. Optim., 2010

Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching.
J. Multivar. Anal., 2010

Signal estimation with binary-valued sensors.
J. Syst. Sci. Complex., 2010

Convergence rates of Markov chain approximation methods for controlled diffusions with stopping.
J. Syst. Sci. Complex., 2010

A stochastic approximation algorithm for option pricing model calibration with a switchable market.
Int. J. Comput. Math., 2010

Feller continuity, recurrence, and stabilization of regime-switching diffusions.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010

Option pricing, model calibration, and prediction with a switchable market: A stochastic approximation algorithm.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010

Rates of convergence of Markov chain approximation for controlled regime-switching diffusions with stopping times.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010

2009
Identification of Systems With Regime Switching and Unmodeled Dynamics.
IEEE Trans. Autom. Control., 2009

Almost Sure Stabilization for Feedback Controls of Regime-Switching Linear Systems With a Hidden Markov Chain.
IEEE Trans. Autom. Control., 2009

Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions.
SIAM J. Math. Anal., 2009

On Strong Feller, Recurrence, and Weak Stabilization of Regime-Switching Diffusions.
SIAM J. Control. Optim., 2009

Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs.
SIAM J. Control. Optim., 2009

How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths.
Math. Program., 2009

Consensus Formation in a Two-Time-Scale Markovian System.
Multiscale Model. Simul., 2009

Numerical methods for portfolio selection with bounded constraints.
J. Comput. Appl. Math., 2009

Tracking and identification of regime-switching systems using binary sensors.
Autom., 2009

Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process.
Asymptot. Anal., 2009

Consensus-tracking in distributed networks by one-hop averaging.
Proceedings of the IEEE International Conference on Acoustics, 2009

VCONF: a reinforcement learning approach to virtual machines auto-configuration.
Proceedings of the 6th International Conference on Autonomic Computing, 2009

Average-consensus with switched Markovian network links.
Proceedings of the 12th International Conference on Information Fusion, 2009

Irregular sampling, active observability, and convergence rates of state observers for systems with binary-valued observations.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009

2008
Decentralized Adaptive Filtering Algorithms for Sensor Activation in an Unattended Ground Sensor Network.
IEEE Trans. Signal Process., 2008

Identification Input Design for Consistent Parameter Estimation of Linear Systems With Binary-Valued Output Observations.
IEEE Trans. Autom. Control., 2008

Numerical Solutions for Stochastic Differential Games With Regime Switching.
IEEE Trans. Autom. Control., 2008

Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model.
SIAM J. Appl. Math., 2008

State reconstruction for linear time-invariant systems with binary-valued output observations.
Syst. Control. Lett., 2008

Erratum to: Identification of Wiener systems with binary-valued output observations.
Autom., 2008

Space and time complexities and sensor threshold selection in quantized identification.
Autom., 2008

On hybrid diffusions.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

Stochastic approximation algorithms for trailing stop.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

Consensus formation in a switched Markovian dynamical system.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

Numerical methods for buying-low-and-selling-high stock policy.
Proceedings of the American Control Conference, 2008

2007
Cyclic System Reconfiguration and Time-Split Signal Separation With Applications to Lung Sound Pattern Analysis.
IEEE Trans. Signal Process., 2007

Two-Time-Scale Approximation for Wonham Filters.
IEEE Trans. Inf. Theory, 2007

Asymptotic Properties of Hybrid Diffusion Systems.
SIAM J. Control. Optim., 2007

Balanced realizations of regime-switching linear systems.
Math. Control. Signals Syst., 2007

Regularity and Recurrence of Switching Diffusions.
J. Syst. Sci. Complex., 2007

Information Characterization of Communication Channels for System Identification.
J. Syst. Sci. Complex., 2007

Selling a large stock position: a stochastic control approach with state constraints.
Commun. Inf. Syst., 2007

Using stochastic optimization methods for stock selling decision making and option pricing: numerics and bias and variance dependent convergence rates.
Commun. Inf. Syst., 2007

Identification of Wiener systems with binary-valued output observations.
Autom., 2007

Asymptotically efficient parameter estimation using quantized output observations.
Autom., 2007

Stabilization and destabilization of hybrid systems of stochastic differential equations.
Autom., 2007

Two-time-scale Wonham filters.
Proceedings of the 46th IEEE Conference on Decision and Control, 2007

State estimation of systems with binary-valued observations.
Proceedings of the 46th IEEE Conference on Decision and Control, 2007

Identification of cascaded systems with linear and quantized observations.
Proceedings of the 46th IEEE Conference on Decision and Control, 2007

Study of convergence rates of numerical methods for stochastic control problems.
Proceedings of the 46th IEEE Conference on Decision and Control, 2007

Using Stochastic Approximation for Parameter Estimation in Option Pricing.
Proceedings of the American Control Conference, 2007

2006
The wonham filter with random parameters: rate of convergence and error bounds.
IEEE Trans. Autom. Control., 2006

Two-time-scale Hybrid Filters: Near Optimality.
SIAM J. Control. Optim., 2006

Identification Error Bounds and Asymptotic Distributions for Systems with Structural Uncertainties.
J. Syst. Sci. Complex., 2006

Joint identification of plant rational models and noise distribution functions using binary-valued observations.
Autom., 2006

Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions.
Autom., 2006

Near-optimal Hybrid Filtering in a Two-time-scale Model.
Proceedings of the 45th IEEE Conference on Decision and Control, 2006

Existence of Saddle Points in Discrete Markov Games and Its Application in Numerical Methods for Stochastic Differential Games.
Proceedings of the 45th IEEE Conference on Decision and Control, 2006

Stochastic Approximation Based Tracking of Correlated Equilibria for Game-Theoretic Reconfigurable Sensor Network Deployment.
Proceedings of the 45th IEEE Conference on Decision and Control, 2006

2005
LMS algorithms for tracking slow Markov chains with applications to hidden Markov estimation and adaptive multiuser detection.
IEEE Trans. Inf. Theory, 2005

Numerical approximation of invariant measures for hybrid diffusion systems.
IEEE Trans. Autom. Control., 2005

Least mean square algorithms with Markov regime-switching limit.
IEEE Trans. Autom. Control., 2005

A Near-Optimal Selling Rule for a Two-Time-Scale Market Model.
Multiscale Model. Simul., 2005

Near-optimal controls of random-switching LQ problems with indefinite control weight costs.
Autom., 2005

2004
Spreading Code Optimization and Adaptation in CDMA Via Discrete Stochastic Approximation.
IEEE Trans. Inf. Theory, 2004

Markowitz's mean-variance portfolio selection with regime switching: from discrete-time models to their continuous-time limits.
IEEE Trans. Autom. Control., 2004

On Averaging Principles: An Asymptotic Expansion Approach.
SIAM J. Math. Anal., 2004

Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization.
SIAM J. Optim., 2004

Two-Time-Scale Markov Chains and Applications to Quasi-Birth-Death Queues.
SIAM J. Appl. Math., 2004

2003
Optimal Remapping in Dynamic Bulk Synchronous Computations via a Stochastic Control Approach.
IEEE Trans. Parallel Distributed Syst., 2003

Iterate-averaging sign algorithms for adaptive filtering with applications to blind multiuser detection.
IEEE Trans. Inf. Theory, 2003

System identification using binary sensors.
IEEE Trans. Autom. Control., 2003

Asymptotic properties of sign algorithms for adaptive filtering.
IEEE Trans. Autom. Control., 2003

Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model.
SIAM J. Control. Optim., 2003

Weak Convergence of Hybrid Filtering Problems Involving Nearly Completely Decomposable Hidden Markov Chains.
SIAM J. Control. Optim., 2003

Simulation of population dynamics using continuous-time finite-state Markov chains.
Comput. Chem. Eng., 2003

Stochastic models and numerical solutions for production planning with applications to the paper industry.
Comput. Chem. Eng., 2003

Stability of Markov modulated discrete-time dynamic systems.
Autom., 2003

Adaptive spreading code optimization in multiantenna multipath fading channels in CDMA.
Proceedings of IEEE International Conference on Communications, 2003

2002
Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime.
IEEE Trans. Inf. Theory, 2002

Stability of hybrid dynamic systems containing singularly perturbed random processes.
IEEE Trans. Autom. Control., 2002

Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach.
SIAM J. Optim., 2002

Blind channel identification via stochastic approximation: constant step-size algorithms.
Syst. Control. Lett., 2002

Markov chain approximation techniques for a class of nonlinear control problems.
Neural Parallel Sci. Comput., 2002

Convergence Rates of Digital Diffusion Network Algorithms for Global Optimization with Applications to Image Estimation.
J. Glob. Optim., 2002

Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances.
Autom., 2002

Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.
Autom., 2002

2001
Adaptive step-size algorithms for blind interference suppression in DS/CDMA systems.
IEEE Trans. Signal Process., 2001

Optimal control of a marketing-production system.
IEEE Trans. Autom. Control., 2001

A class of constrained recursive estimation algorithms and applications.
Neural Parallel Sci. Comput., 2001

Averaging blind sign algorithms for adaptive multiuser detection.
Proceedings of the IEEE International Conference on Acoustics, 2001

2000
Persistent identification of systems with unmodeled dynamics and exogenous disturbances.
IEEE Trans. Autom. Control., 2000

Singularly Perturbed Discrete-Time Markov Chains.
SIAM J. Appl. Math., 2000

1999
On nearly optimal controls of hybrid LQG problems.
IEEE Trans. Autom. Control., 1999

Rates of Convergence for a Class of Global Stochastic Optimization Algorithms.
SIAM J. Optim., 1999

Approximating an Optimal Production Policy in a Continuous Flow Line: Recurrence and Asymptotic Properties.
Oper. Res., 1999

1998
Budget-Dependent Convergence Rate of Stochastic Approximation.
SIAM J. Optim., 1998

Towards a harmonic blending of deterministic and stochastic frameworks in information processing.
Proceedings of the Robustness in Identification and Control, Workshop Robustness in Identification and Control, Siena, Italy, July 30, 1998

Asymptotically Optimal Controls of Hybrid LQG. Problems: Summary of Results.
Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998

Time-scale Separation and State Aggregation in Singularly Perturbed Switching Diffusions.
Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998

1997
Stochastic Approximation Algorithms and Applications
Applications of Mathematics 35, Springer, ISBN: 978-1-4899-2696-8, 1997

1996
On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components.
SIAM J. Appl. Math., 1996

Asymptotic Series for Singularly Perturbed Kolmogorov-Fokker-Planck Equations.
SIAM J. Appl. Math., 1996

Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains.
SIAM J. Appl. Math., 1996

1989
Asymptotic properties of an adaptive beam former algorithm.
IEEE Trans. Inf. Theory, 1989


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