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Department of Mathematics
College of Liberal Arts & Sciences
Wayne State University

gyin09.jpg

Professor Gang George Yin

Department of Mathematics
Wayne State University
656 West Kirby
Detroit, MI 48202
Tel: (313) 577-2479 (Department)
Fax: (313) 577-7596 (Department)
Email: gyin@math.wayne.edu


Education

  • Ph.D. in Applied Mathematics, Brown University, 1987
  • M.S. in Electrical Engineering, Brown University, 1987
  • M.S. in Applied Mathematics, Brown University, 1984
  • B.S. in Mathematics (magna cum laude), University of Delaware, 1983

Positions

  • Wayne State University
    • Lecturer,1987-1988
    • Assistant Professor 1988-1992
    • Associate Professor 1992-1996
    • Professor 1996-present
  • Other Institution
    • Guest Professor, Department of Mathematics, Jinan University, Guangzhou, China
  • Short Term Visiting Positions
    • Center for Res. in Scientific Computation & Mathematics Department, North Carolina State University
    • Department of Computer Science, University of Dortmund, Germany
    • Department of Electrical Engineering, University of British Columbia, Canada
    • Department of Economics, University of Melbourne, Australia
    • Department of Electrical Engineering, University of Melbourne, Australia
    • Department of Mathematics, Fudan University, China
    • Department of Mathematics, University of Georgia
    • Department of Statistics and Actuarial Science, the University of Hong Kong
    • Department of Systems Engineering & Engineering Management, Chinese University of Hong Kong
    • Exxon Research and Engineering Company
    • Faculty of Management, University of Toronto, Toronto, Canada
    • IBM T.J. Watson Research Center, Yorktown Heights
    • Institut de Mathematiques de Bordeaux, Universite Bordeaux 1, France
    • Institute of Applied Mathematics, Chinese Academy of Sciences
    • Institute for Mathematics and Its Applications, University of Minnesota
    • Research School of Information Sciences and Engineering, Australian National University
    • Department of Mathematics and Statistics, University of Strathclyde
    • Department of Mathematics, University of Walse Swansea
    • Mathematical Institute, Oxford University

Research Interests

  • Applied probability and stochastic processes, stochastic approximation and optimization, singular perturbation, numerical methods in stochastic systems, mathematics of finance, manufacturing systems, signal processing, communication network, estimation and system identification, stochastic control, stochastic systems theory

Honor and Awards

  • IEEE Fellow, elected 2002
  • President of Academy of Scholars, Wayne State University, 2012-2013
  • Vice President of Academy of Scholars, Wayne State University, 2011-2012
  • Academy of Scholars, Wayne State University, elected 2006
  • Distinguished Graduate Faculty Award, Wayne State University, 2011
  • Charles H. Gershenson Distinguished Faculty Fellowships, Wayne State University, 2001
  • College of Science Excellence in Teaching Award, Wayne State University, 2000-2001
  • Board of Governors Faculty Recognition Award, Wayne State University, 1999
  • Career Development Chair Award, Wayne State University, 1993-1994

Funding

  • Continuing funding from the National Science Foundation since 1989
  • Air Force Office of Scientific Research
  • Army Research Office
  • National Security Agency, 2007-2010
  • DAAD (Deutscher Akademischer Austauschdiens, Germany) Study Visit Grant, 1994
  • WSU Research Enhancement Program, 2003-2005 (Co-PI)
  • Faculty Competition for Graduate Research Assistantship, Wayne State University:
    2009-2010, 2008-2009, 2006-2007, 2004-2005, 2002-2003, 2000-2001, 1999-2000, 1998-1999, 1997-1998, 1992-1993
  • Wayne State University Faculty Research Award, 1988-1989

Editorial Boards


Selected Professional Activities


Selected Publications

  • Books
  • Selected Refereed Journal Papers (selected papers of 1999--date)
    • pdf files of the papers are available upon request
      • A. Bensoussan, S. Hoe, Z. Yan, and G. Yin, Real options with competition and regime switching, to appear in Mathematical Finance.
      • Z. Yang, G. Yin, and Q. Zhang, Mean-variance type controls involving a hidden Markov chain: Models and numerical approximation, to appear in IMA Journal of Mathematical Control and Information.
      • J. Bao, G. Yin, and C. Yuan, Two-time-scale stochastic partial differential equations driven by alpha-stable noises: Averaging principles, to appear in Bernoulli.
      • H.N. Dang, N.H. Du, and G. Yin, Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise, Journal of Differential Equations, 257 (2014), 2078-2101.
      • K. Tran and G. Yin, Stochastic competitive Lotka-Volterra ecosystems under partial observation: Feedback controls for permanence and extinction, Journal of the Franklin Institute, 351 (2014), 4039-4064.
      • Q. He and G. Yin, Moderate deviations for time-varying dynamic systems driven by nonhomogeneous Markov chains with two-time scales, Stochastics, 86 (2014), 527-550.
      • G. Yin, Q. Yuan, and L.Y. Wang, Asynchronous stochastic approximation algorithms for networked systems: Regime-switching topologies and multi-scale structure, SIAM Journal: Multiscale Modeling and Simulation, 11 (2013), 813-839.
      • Q. Song, G. Yin, and Q. Zhang, Weak convergence methods for approximation of evaluation of path-dependent functionals, SIAM Journal on Control and Optimization, 51 (2013), 4189-4210.
      • Z. Jin, G. Yin, and F. Wu, Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods, Insurance: Mathematics and Economics, 53 (2013), 733-746.
      • D.T. Nguyen and G. Yin, Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions, Quarterly of Applied Mathematics, 71 (2013), 601-628.
      • D. Higham, M. Roj, X. Mao, Q.S. Song, and G. Yin, Mean exit times and the multi-level Monte Carlo method, SIAM/ASA Journal on Uncertainty Quantification. 1 (2013), 2-18.
      • A. Bensoussan, Z. Yan, and G. Yin, Threshold-type policies for real options using regime-switching models, to appear in SIAM Journal on Financial Mathematics., 3 (2012), 667-689.
      • G. Yin, G. Zhao, and F. Wu, Regularization and stabilization of randomly switching dynamic systems, SIAM Journal on Applied Mathematics, 72 (2012), 1361-1382.
      • F. Wu, G. Yin, and L.Y. Wang, Stability of a pure random delay system with two-time-scale Markovian switching, Journal of Differential Equations, 253 (2012), 878-905.
      • F. Wu and G. Yin, Environmental noise impact on regularity and extinction of population systems with infinite delay, Journal of Mathematical Analysis and Applications, 396 (2012), 772-785.
      • Q.S. Song, G. Yin, and C. Zhu, Optimal switching with constraints and utility maximization of an indivisible market, SIAM Journal on Control and Optimization, 50 (2012), 629-651.
      • S.L. Nguyen and G. Yin, Pathwise convergence rate for numerical solutions of stochastic differential equations, IMA Journal on Numerical Analysis. 32 (2012), 701-723.
      • Z. Yang and G. Yin, Stability of nonlinear regime-switching jump diffusions, Nonlinear Analysis Series A: Theory, Methods & Applications, 75 (2012) 3854-3873.
      • F. Wu, G. Yin, and L.Y. Wang, Moment exponential stability of random delay systems with two-time-scale Markovian switching, Nonlinear Analysis Series B: Real World Applications, 13 (2012), 2476-2490.
      • Z. Jin, G. Yin, and C. Zhu, Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation, Automatica, 48 (2012), 1489-1501.
      • G. Yin, L.Y. Wang, and Y. Sun, Stochastic recursive algorithms for networked systems with delay and random switching: Multiscale formulations and asymptotic properties, SIAM Journal: Multiscale Modeling and Simulation, 9 (2011), 1087-1112.
      • F. Xi and G. Yin, Jump-diffusions with state-dependent switching: Existence and uniqueness, Feller property, linearization, and exponential ergodicity, Science China: Mathematics, 54 (2011), 2651-2667
      • G. Yin, Y. Sun, and L.Y. Wang, Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies, Automatica, 47 (2011), 1366-1378.
      • Q. He, G. Yin, and Q. Zhang, Large deviations for Two-time-scale systems driven by nonhomogeneous Markov chains and associated optimal control problems, SIAM Journal on Control and Optimization, 49 (2011), 1737-1765.
      • G. Yin, G. Zhao, and F. Xi, Mean-Field models involving continuous-state-dependent random switching: Nonnegativity constraints, moment bounds, and two-time-scale limits, Taiwanese Journal of Mathematics, 15 (2011), 1783-1805.
      • B.G. Fitzpatrick, G. Yin, and L.Y. Wang, Robustness, weak stability, and stability in distribution of adaptive filtering algorithms under model mismatch, SIAM Journal: Multiscale Modeling and Simulation, 9 (2011), 183-207.
      • L.V. Thanh, G. Yin, and L.Y. Wang, State observers with random sampling times and convergence analysis of double-indexed and randomly-weighted sums of mixing processes, SIAM Journal on Control and Optimization, 49 (2011), 106-124.
      • G. Yin and C. Zhu, Properties of solutions of stochastic differential equations with continuous-state-dependent switching, Journal of Differential Equations, 249 (2010), 2409-2439.
      • G. Yin and F. Xi, Stability of regime-switching jump diffusions, SIAM Journal on Control and Optimization, 48 (2010), 4525-4549.
      • G. Yin, X.R. Mao, C. Yuan, and D. Cao, Approximation methods for Hybrid diffusion systems with state-dependent switching processes: Numerical algorithms and existence and uniqueness of solutions, SIAM Journal on Mathematical Analysis, 41 (2010), 2335-2352.
      • S.L. Nguyen and G. Yin, Weak convergence of Markov modulated random sequences, Stochastics 82 (2010), 521-552.
      • S.L. Nguyen and G. Yin, Asymptotic properties of Markov modulated random sequences with fast and slow time scales, Stochasitcs 82 (2010), 445-474.
      • G. Yin, Q. Zhang, and C. Zhuang, Recursive algorithms for trailing stop: Stochastic approximation approach, Journal of Optimization: Theory and Applications, 146 (2010), 209-231.
      • G. Yin, Z. Jin, and H. Yang, Asymptotically optimal dividend policy for regime-switching compound Poisson models, Acta Mathematicae Applicatae Sinica, 26 (2010), 529-542.
      • F. Xi and G. Yin, Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching, Journal of Multivariate Analysis, 101 (2010), 1378-1389.
      • L.Y. Wang and G. Yin, Quantized identification with dependent noise and Fisher information ratio of communication channels, IEEE Transactions on Automatic Control, 53 (2010), 674-690.
      • C. Yuan and G. Yin, Stability of hybrid stochastic delay systems whose discrete components have a large state space: A two-time-scale approach, Journal of Mathematical Analysis and Applications, 368 (2010) 103-119.
      • V. Krishnamurthy, K. Topley, and G. Yin, Consensus formation in a two-time-scale Markovian system, SIAM Journal: Multiscale Modeling and Simulation, 7 (2009), 1898-1927.
      • G. Yin, Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process, Asymptotic Analysis, 65 (2009), 203-222.
      • G. Yin, H. Jin, and Z. Jin, Numerical methods for portfolio selection with bounded constraints, Journal of Computational and Applied Mathematics, 233 (2009), 564-581.
      • B. Bercu, F. Dufour, and G. Yin, Almost sure stabilization for feedback controls of regime-switching linear systems with a hidden Markov chain, IEEE Transactions on Automatic Control 54 (2009), 2114-2125.
      • G. Yin, S. Kan, L.Y. Wang, and C.Z. Xu, Identification of systems with regime switching and unmodelled dynamics, IEEE Transactions on Automatic Control, 54 (2009), 34-47.
      • G. Yin, L.Y. Wang, and S. Kan, Tracking and identification of regime-switching systems using binary sensors, Automatica, 45 (2009), 944-955.
      • C. Zhu and G. Yin, On strong Feller, recurrence, and weak stabilization of regime-switching diffusions, SIAM Journal on Control and Optimization, 48 (2009), 2003-2031.
      • Q. Song and G. Yin, Rates of convergence of numerical Methods for controlled regime-switching diffusions with stopping times in the costs, SIAM Journal on Control and Optimization, 48 (2009), 1831-1857.
      • C. Zhu, G. Yin, and Q.S. Song, Stability of random-switching systems of differential equations, Quarterly of Applied Mathematics, 67 (2009), 201-220.
      • G. Yin, C. Ion, and V. Krishnamurthy, How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths, Mathematical Programming Series B, 120 (2009), 67-99.
      • F. Xi and G. Yin, Asymptotic properties of a mean-field model with a continuous-state-dependent switching process, Journal of Applied Probability, 46. (2009), 221-243.
      • G. Yin, Q.S. Song, and H.L. Yang, Stochastic optimization algorithms for barrier dividend strategies, Journal of Computational and Applied Mathematics, 223 (2009), 240-262.
      • M. Pemy, Q. Zhang, and G. Yin, Liquidation of a large block of stock with regime switching, Mathematical Finance, 18 (2008), 629-648.
      • G. Yin and H.Q. Zhang, Discrete-time Markov chains with two-time scales and a countable state space: Limits results and queueing applications, Stochastics, 80 (2008), 339-369.
      • Q.S. Song, G. Yin, and Z. Zhang, Numerical solutions for stochastic differential games with regime switching, IEEE Transactions on Automatic Control, 53 (2008), 509-521.
      • Y.J. Liu, G. Yin, Q. Zhang, and J.B. Moore, Balanced realizations of regime-switching linear systems, Mathematics of Control, Signals, and Systems, 19 (2007), 207-234.
      • G. Yin and H.Q. Zhang, Singularly perturbed Markov chains: Limit results and applications, Annals of Applied Probability, 17 (2007), 207-229.
      • C. Zhu and G. Yin, Asymptotic properties of hybrid diffusion systems, SIAM Journal on Control and Optimization, 46 (2007), 1155-1179.
      • X. Mao, G. Yin, and C. Yuan, Stabilization and destabilization of hybrid systems of stochastic differential equations, Automatica, 43 (2007), 264-273.
      • R.Z. Khasminskii, C. Zhu, and G. Yin, Stability of regime-switching diffusions, Stochastic Processes and Their Applications, 117 (2007), 1037-1051.
      • M. Pemy, Q. Zhang, and G. Yin, Liquidation of a large block of stock, Journal of Bank and Finance, 31 (2007), 1295-1305.
      • Q. Zhang, G. Yin, J.B. Moore, Two-time-scale approximation for Wonham filters, IEEE Transactions on Information Theory, 53 (2007), 1706-1715.
      • L.Y. Wang and G. Yin, Asymptotically efficient parameter estimation using quantized output observations, Automatica, 43 (2007), 1178-1191.
      • G. Yin and C. Zhu, On the notion of weak stability and related issues of hybrid diffusion systems, Nonlinear Analysis: Hybrid System, 1 (2007), 173-187.
      • J.W. Wang, Q. Zhang, G. Yin, Two-time-scale hybrid filters: Near optimality, SIAM Journal on Control and Optimization, 45 (2006), 298-319.
      • V. Krishnamurthy and G. Yin, Controlled hidden Markov models for dynamically adapting patch clamp experiment to estimate Nernst potential of single-ion channels, IEEE Transactions on NanoBioscience, 5 (2006), 115-125.
      • L.Y. Wang, G. Yin, J.-F. Zhang, Joint identification of plant rational models and noise distribution functions using binary-valued observations, Automatica. 42 (2006), 533-547.
      • G. Yin, Y.J. Liu, and H.L. Yang, Bounds of ruin probability for regime-switching models using time scale separation, Scandinavian Actuarial Journal, 2006 (2006), 111-127.
      • G. Yin, Q. Zhang, F. Liu, R.H. Liu, and Y. Cheng, Stock liquidation via stochastic approximation using NASDAQ daily and intra-day data, Mathematical Finance, 16 (2006), 217-236.
      • R.Z. Khasminskii and G. Yin, Uniform asymptotic expansions for pricing European options, Applied Mathematics Optimization, 52 (2005), 279-296.
      • G. Yin, and H.Q. Zhang, Two-time-scale Markov chains and applications to quasi-birth-death queues, SIAM Journal on Applied Mathematics, 65 (2005), 567-586.
      • Q. Zhang, G. Yin, and R.H. Liu, A near-optimal selling rule for a two-time-scale market model, SIAM Journal: Multiscale Modeling and Simulation, 4 (2005), 172-193.
      • G. Yin, Q. Song, and Z. Zhang, Numerical solutions for jump-diffusions with regime switching, Stochastics, 77 (2005), 61-79.
      • R.Z. Khasminskii and G. Yin, Limit behavior of two-time-scale diffusions revisited, Journal of Differential Equations, 212 (2005), 85-113.
      • G. Yin, X. Mao, and K. Yin, Numerical approximation of invariant measures for hybrid diffusion systems, IEEE Transactions on Automatic Control, 50 (2005), 934-946.
      • G. Yin and V. Krishnamurthy, Least mean square algorithms with Markov regime switching limit, IEEE Transactions on Automatic Control, 50 (2005), 577-593.
      • G. Yin and V. Krishnamurthy, LMS algorithms for tracking slow Markov chains with applications to hidden Markov estimation and adaptive multiuser detection, IEEE Transactions on Information Theory, 51 (2005), 2475-2490.
      • G. Yin, V. Krishnamurthy, and C. Ion, Regime switching stochastic approximation algorithms with application to adaptive discrete stochastic optimization, SIAM Journal on Optimization, 14 (2004), 1187-1215.
      • V. Krishnamurthy, X. Wang, and G. Yin, Spreading code optimization and adaptation in CDMA via discrete stochastic approximation, IEEE Transactions on Information Theory, 50 (2004), 1927-1949.
      • R.Z. Khasminskii and G. Yin, On averaging principles: An asymptotic expansion approach, SIAM Journal on Mathematical Analysis, 35 (2004), 1534-1560.
      • G. Yin and H.L. Yang, Two-time-scale jump-diffusion models with Markovian switching regimes, Stochastics and Stochastics Reports, 76 (2004), 77-99.
      • G. Yin and X.Y. Zhou, Markowitz mean-variance portfolio selection with regime switching: from discrete-time models to their continuous-time limits, IEEE Transactions on Automatic Control (special issue on Stochastic Control Methods in Financial Engineering), 49 (2004), 349-360.
      • Y.J. Liu and G. Yin, Asympototic expansions of transition densities for hybrid jump diffusions, Acta Mathematicae Applicatae Sinica, 20 (2004) 1-18.
      • G. Yin and S. Dey, Weak convergence of hybrid filtering problems involving nearly completely decomposable hidden Markov chains, SIAM Journal on Control and Optimization, 41 (2003), 1820-1842.
      • L.Y. Wang, J.F. Zhang, and G. Yin, System identification using binary sensors, IEEE Transactions on Automatic Control, 48 (2003), 1892-1907.
      • G. Yin, V. Krishnamurthy, and C. Ion, Iterate-averaging sign algorithms for adaptive filtering with applications to blind multiuser detection, IEEE Transactions on Information Theory, 49 (2003), 657-671.
      • G. Yin, Q. Zhang, and G. Badowski, Discrete-time singularly perturbed Markov chains: Aggregation, occupation measures, and switching diffusion limit, Advances in Applied Probability, 35 (2003), 449-476.
      • H.-F. Chen and G. Yin, Asymptotic properties of sign algorithms for adaptive filtering, IEEE Transactions on Automatic Control, 48 (2003), 1545-1556.
      • G. Yin and Q. Zhang, Stability of Markov modulated discrete-time dynamic systems, Automatica, 39 (2003), 1339-1351.
      • G. Yin, Q. Zhang, and K. Yin, Constrained stochastic estimation algorithms for a class of hybrid stock market models, Journal of Optimization, Theory and Applications, 118 (2003), 157-182.
      • X.Y. Zhou and G. Yin, Markowitz mean-variance portfolio selection with regime switching: A continuous-time model, SIAM Journal on Control and Optimization, 42 (2003), 1466-1482.
      • V. Krishnamurthy and G. Yin, Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime, IEEE Transactions on Information Theory, 48 (2002), 458-476.
      • L.Y. Wang and G. Yin, Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances, Automatica, 38 (2002), 1463-1474.
      • G. Yin and P. Kelly, Convergence rates of digital diffusion network algorithms for global optimization with applications to image estimation, Journal of Global Optimization, 23 (2002), 329-358.
      • G. Yin, R.H. Liu, and Q. Zhang, Recursive algorithms for stock Liquidation: A stochastic optimization approach, SIAM Journal on Optimization, 13 (2002), 240-263.
      • G. Yin, On limit results for a class of singularly perturbed switching diffusions, Journal of Theoretical Probability, 14 (2001), 673-697.
      • G. Yin, Q. Zhang, H. Yang, and K. Yin, Discrete-time dynamic systems arising from singularly perturbed Markov chains, Nonlinear Analysis, Theory, Methods & Applications, 47 (2001), 4763-4774.
      • R.H. Liu, Q. Zhang, and G. Yin, Nearly optimal control of singularly perturbed Markov decision processes in discrete time, Applied Mathematics and Optimization, 44 (2001), 105-129.
      • V. Krishnamurthy, G. Yin, S. Singh, Adaptive step size algorithms for blind interference suppression in DS/CDMA systems, IEEE Transactions on Signal Processing, 49 (2001), 190-201.
      • R.Z. Khasminskii and G. Yin, Asymptotic behavior of parabolic equations arising from null-recurrent diffusions, Journal of Differential Equations,   161 (2000), 154-173.
      • G. Yin, and Q. Zhang, and G. Badowski, Singularly perturbed Markov chains: Convergence and aggregation, Journal of Multivariate Analysis, 72 (2000), 208-229.
      • L.Y. Wang and G. Yin, Persistent identification of systems with unmodeled dynamics and exogenous disturbances, IEEE Transactions on Automatic Control, 45 (2000), 1246-1256.
      • G. Yin, Q. Zhang, and G. Badowski, Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states, Annals of Applied Probability, 10 (2000), 549-572.
      • G. Yin and Q. Zhang, Singularly perturbed discrete-time Markov chains, SIAM Journal on Applied Mathematics, 61 (2000), 834-854.
      • G. Yin, Convergence of a global stochastic optimization algorithm with partial step size restarting, Advances in Applied Probability, 32 (2000), 480-498.
      • H. Yan, X.Y. Zhou, and G. Yin, Approximating an optimal production policy in a continuous flow line: Recurrence and asymptotic properties, Operations Research, 47 (1999), 535-549.
      • A.M. Il’in, R.Z. Khasminskii, and G. Yin, Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed diffusions: Rapid switching, Journal of Mathematical Analysis and Applications, 238 (1999), 516-539.
      • Q. Zhang and G. Yin, On nearly optimal controls of hybrid LQG problems, IEEE Transactions on Automatic Control, 44 (1999), 2271-2282.
      • G. Yin, Rates of convergence for a class of global stochastic optimization algorithms, SIAM Journal on Optimization, 10 (1999), 99-120.
  • Books Edited
    • G. Yin and Q. Zhang (Eds.), Recent Advances in Control and Optimization of Manufacturing Systems, Springer-Verlag, London, 1996, xii+222pp.
    • G. Yin and Q. Zhang (Eds.), Mathematics of Stochastic Manufacturing Systems, Proceedings of the 1996 AMS-SIAM Summer Seminar in Applied Mathematics, Lectures in Applied Mathematics, LAM 33, American Mathematical Society, Providence, RI, 1997, xii+399pp.
    • W.M. McEneaney, G. Yin, and Q. Zhang (Eds.), Stochastic Analysis, Control, Optimization, and Applications, Birkhauser, Boston, 1999, xxxii+637pp.
    • G. Yin and Q. Zhang (Eds.), Mathematics of Finance, Proceedings of the 2003 AMS-IMS-SIAM Joint Summer Research Seminar in Applied Mathematics, Contemporary Mathematics, Vol. 351, American Mathematical Society, Providence, RI, 2004, xiv+398pp.
    • H.M. Yan, G. Yin, and Q. Zhang (Eds.), Stochastic Processes, Optimization, and Control Theory Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, Springer, 2006, xlvi+360pp.
    • P. Agrawal, M. Andrews, P.J. Fleming, G. Yin, and L. Zhang, (Eds.), Wireless Communications, IMA Volumes in Mathematics and Its Applications, Volume 143, Springer, 2007, x+374pp.
    • P.-L. Chow, B. Mordukhovich, and G. Yin (Eds.), Topics in Stochastic Analysis and Nonparametric Estimation, IMA Volumes in Mathematics and Its Applications, Volume 145, Springer, 2007, xi+210pp.
    • A. Tsoi, D. Nualart, and G. Yin (Eds.), Stochastic Analysis, Stochastic Systems, and Applications to Finance, World Scientific, New Jersey, 2011, x+261pp.
    • F. Fahroo, L.Y. Wang, and G. Yin (Eds.), Advances in Research on Unmanned Aerial Vehicles, Lecture Notes in Control and Information Sciences, Vol. 444, Springer, Berlin, 2013, x+207pp.

    Author Profile on MathSciNet

    Citations on Google Scholar


    Some Recent Conferences


    Former Ph.D. and M.S. Students

    • Ph.D. Students [Name (Year), (employment)]
      • Zhixin Yang (2014), (tenure-track assistant prof., University of Wisconsin-Eau Claire)
      • Nicholas Baran (2014), (lectuer, Wayne State University)
      • Araz Hashemi (2014), (postdoctoral fellow, University of Delaware)
      • Guangliang Zhao (2014), (GE Global Research, research scientist)
      • Yousef Talafha (2013), (assistant professor, Tafila Technical University, Jordan)
      • Qi He (2012), (postdoctoral fellow, University of California, Irvine)
      • Yu Sun (2012), (tenure-track assistant professor, Our Lady of the Lake University)
      • Zhuo Jin (2011), (lecturer, University of Melboure, Australia)
      • Dung Tien Nguyen (2011), (University of Technology, HCMC, Vietnam)
      • Son Luu Nguyen (2010), (tenure-track assistant professor, University of Puerto Rico)
      • Shaobai Kan (2008), (assistant professor, CUNY, John Jay College of Criminal Justice)
      • Chao Zhu (2007), (associate professor, University of Wisconsin, Milwaukee)
      • Qingshuo Song (2006), (assistant professor, City University of Hong Kong)
      • Cristina Ion (2005), (NetRatings Inc., Sillicon Valley, CA)
      • Yuanjin Liu (2005), (Reinsurance Group of America, St. Loius)
      • Grazyna Badowski (2001), (associate professor, University of Guam)
      • Qingguo Liu (1999), (Ford Motor, MI)
      • Maria Kniazeva (1998), (Morpace International, MI)
      • Xiangdong Qi (1998), (Ford Motor, MI)
      • Song Miao (1995), (Finisar, CA)
      • Ishita Gupta (1995), (Ford Motor, MI)

    • Master Students
      • Lu Yan (2014)
      • Randy Goldsworthy (2014)
      • Tasneem Sous (2014)
      • Yasmeen Anwar Addoby (2014)
      • Meng Chen (2013)
      • Brian Robertson (2012)
      • Minghui Zeng (2012)
      • Samira Fazel Anvaryazdi (2012)
      • Chao Zhang (2012)
      • Saman AlaniAzar (2011)
      • Jeremy Henderson (2011)
      • Ansheng Li (2011)
      • Dingzhou Cao (2011)
      • Roula Marwan El Danna (2011)
      • Kristina Komsic (2010)
      • Eric Sligay (2009)
      • David Collins (2009)
      • Andrew Grigowski (2009)
      • Faisal Inam (2009)
      • Tiana Fluker (2008)
      • Suravita Roy (2008)
      • Xun Zhang (2008)
      • Albert Gui (2007)
      • John Suttkus (2007)
      • Li Wang (2007)
      • Houde Zhang (2007)
      • Alexandru Belu (2006)
      • Junshu Bao (2006)
      • Yaniv Gershon (2005)
      • Feng Liu (2005)
      • Yan Cheng (2004)
      • Kevin Lawson (2001)
      • Julia Sulakova (2001)
      • Cristina Ion (2001)
      • Charles Beyer (1999)
      • Farshad Adib (1998)
      • Gillian John (1998)
      • Peter Dunn (1996)
      • Jerry Turner (1995)
      • Scott McBride (1992)
      • Zhonglian Li (1992)
      • David Bardelski (1991)
      • Mingxiang Hu (1988)