Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation. - Zhixin Yang 002; Le Yi Wang; Gang George Yin; Qing Zhang 003; Hongwei Zhang 001 (FDM, 2014)

A mean-variance control framework for platoon control problems: Weak convergence results and applications on reduction of complexity. - Zhixin Yang 002; George Yin 001; Le Yi Wang; Hongwei Zhang 001 (Commun. Inf. Syst., 2015)

Mean-variance type controls involving a hidden Markov chain: models and numerical approximation. - Zhixin Yang 002; Gang George Yin; Qing Zhang 003 (IMA J. Math. Control. Inf., 2015)

Stability of numerical methods for jump diffusions and Markovian switching jump diffusions. - Zhixin Yang 002; Gang George Yin; Haibo Li (J. Comput. Appl. Math., 2015)