2008 |
5 | EE | P. Eloe,
R. H. Liu,
M. Yatsuki,
G. Yin,
Q. Zhang:
Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model.
SIAM Journal of Applied Mathematics 69(3): 810-829 (2008) |
2006 |
4 | EE | Q. S. Song,
G. Yin,
Z. Zhang:
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions.
Automatica 42(7): 1147-1157 (2006) |
2005 |
3 | EE | Yuanjin Liu,
G. Yin,
Xun Yu Zhou:
Near-optimal controls of random-switching LQ problems with indefinite control weight costs.
Automatica 41(6): 1063-1070 (2005) |
2004 |
2 | EE | G. Yin,
Hanqin Zhang:
Two-Time-Scale Markov Chains and Applications to Quasi-Birth-Death Queues.
SIAM Journal of Applied Mathematics 65(2): 567-586 (2004) |
2000 |
1 | EE | G. Yin,
Q. Zhang:
Singularly Perturbed Discrete-Time Markov Chains.
SIAM Journal of Applied Mathematics 61(3): 834-854 (2000) |