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

gyin04.jpg

Professor Gang George Yin

Department of Mathematics
Wayne State University
656 West Kirby
Detroit, MI 48202
Tel: (313) 577-2496
Fax: (313) 577-7596
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 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

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

Awards

  • IEEE Fellow, elected 2002
  • Academy of Scholars, Wayne State University, elected 2006
  • 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, 1989-2009
  • National Security Agency, 2007-2009
  • 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:
    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

  • Conference Organizer
  • Conference Organizing/Program Committees
    • Workshop co-chair, “Combined 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference,” 2009
    • “Stochastic Theory and Control Workshop,” University of Kansas, 2001
    • “IEEE Conference on Decision and Control,” 2007, 2006, 2005, 2004, 2001, 1997, and 1994
    • “IEEE International Conference on Control Applications,” 2000
    • “American Control Conference,” 1999
    • “Conference on Control of Distributed Parameter and Stochastic Systems,” Hangzhou, China, 1998
    • “Industrial Statistics: Aims and Computational Aspects,” Athens, Greece, 1997
    • “The First Youth Automation Conference of the International Federation of Automatic Control,” Beijing, China, 1995
    • “Hong Kong International Workshops on New Directions of Control and Manufacturing,” Hong Kong, 1994
  • Technical Committees
    • International Federation of Automatic Control, Technical Committee on Modeling, Identification and Signal Processing, 1999-2002, 2003-2005, 2006-2008, 2009-2011
    • SIAM Representative to the “IEEE Conference on Decision and Control,” 1995
    • Panel for Selecting the CDC Best Student Paper Award, 1995, 1994
    • Mathematical Review Data Base Committee

Selected Publications

  • Books
  • Books Edited
    • 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.
    • 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+374.
    • 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+360.
    • 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+398.
    • W.M. McEneaney, G. Yin, and Q. Zhang (Eds.), Stochastic Analysis, Control, Optimization, and Applications, Birkhauser, Boston, 1999, xxxii+637.
    • 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+399.
    • G. Yin and Q. Zhang (Eds.), Recent Advances in Control and Optimization of Manufacturing Systems, Springer-Verlag, London, 1996, xii+222.
  • Selected Refereed Journal Papers (selected papers of 1999--date)
    • G. Yin, Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process, to appear in Asymptotic Analysis.
    • 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 .
    • C. Zhu and G. Yin, On strong Feller, recurrence, and weak stabilization of regime-switching diffusions, to appear in SIAM Journal on Control and Optimization.
    • 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 .
    • C. Zhu, G. Yin, and Q.S. Song, Stability of random-switching systems of differential equations, to appear in Quarterly of Applied Mathematics.
    • 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, Vol. 223 (2009), 240-262.
    • M. Pemy, Q. Zhang, and G. Yin, Liquidation of a large block of stock with regime switching, Mathematical Finance, Vol. 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, Vol. 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 Vol. 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, Vol. 19 (2007), 207-234.
    • G. Yin and H.Q. Zhang, Singularly perturbed Markov chains: Limit results and applications, Annals of Applied Probability, Vol. 17 (2007), 207-229.
    • C. Zhu and G. Yin, Asymptotic properties of hybrid diffusion systems, SIAM Journal on Control and Optimization, Vol. 46 (2007), 1155-1179.
    • X. Mao, G. Yin, and C. Yuan, Stabilization and destabilization of hybrid systems of stochastic differential equations, Automatica, Vol. 43 (2007), 264-273.
    • R.Z. Khasminskii, C. Zhu, and G. Yin, Stability of regime-switching diffusions, Stochastic Processes and Their Applications, Vol. 117 (2007), 1037-1051.
    • M. Pemy, Q. Zhang, and G. Yin, Liquidation of a large block of stock, Journal of Bank and Finance, Vol. 31 (2007), 1295-1305.
    • Q. Zhang, G. Yin, J.B. Moore, Two-time-scale approximation for Wonham filters, IEEE Transactions on Information Theory, Vol. 53 (2007), 1706-1715.
    • L.Y. Wang and G. Yin, Asymptotically efficient parameter estimation using quantized output observations, Automatica, Vol. 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, Vol. 1 (2007), 173-187.
    • J.W. Wang, Q. Zhang, G. Yin, Two-time-scale hybrid filters: Near optimality, SIAM Journal on Control and Optimization, Vol. 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, Vol. 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. Vol. 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. Vol. 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., Vol. 16 (2006), 217-236.
    • R.Z. Khasminskii and G. Yin, Uniform asymptotic expansions for pricing European options, Applied Mathematics Optimization, Vol. 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, Vol. 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, Vol. 4 (2005), 172-193.
    • G. Yin, Q. Song, and Z. Zhang, Numerical solutions for jump-diffusions with regime switching, Stochastics, Vol. 77 (2005), 61-79.
    • R.Z. Khasminskii and G. Yin, Limit behavior of two-time-scale diffusions revisited, Journal of Differential Equations, Vol. 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, Vol. 50 (2005), 934-946.
    • G. Yin and V. Krishnamurthy, Least mean square algorithms with Markov regime switching limit, IEEE Transactions on Automatic Control, Vol. 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, Vol. 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, Vol. 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, Vol. 50 (2004), 1927-1949.
    • R.Z. Khasminskii and G. Yin, On averaging principles: An asymptotic expansion approach, SIAM Journal on Mathematical Analysis, Vol. 35 (2004), 1534-1560.
    • G. Yin and H.L. Yang, Two-time-scale jump-diffusion models with Markovian switching regimes, Stochastics and Stochastics Reports, Vol. 76 (2004), 77-99.
    • G. Yin and X.Y. Zhou, Markowitz’s 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), Vol. 49 (2004), 349-360.
    • Y.J. Liu and G. Yin, Asympototic expansions of transition densities for hybrid jump diffusions, Acta Mathematicae Applicatae Sinica, Vol. 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, Vol. 41 (2003), 1820-1842.
    • 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, Vol. 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, Vol. 35 (2003), 449-476.
    • H.-F. Chen and G. Yin, Asymptotic properties of sign algorithms for adaptive filtering, IEEE Transactions on Automatic Control, Vol. 48 (2003), 1545-1556.
    • G. Yin and Q. Zhang, Stability of Markov modulated discrete-time dynamic systems, Automatica, Vol. 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, Vol. 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, Vol. 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, Vol. 48 (2002), 458-476.
    • L.Y. Wang and G. Yin, Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances, Automatica, Vol. 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, Vol. 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, Vol. 13 (2002), 240-263.
    • G. Yin, On limit results for a class of singularly perturbed switching diffusions, Journal of Theoretical Probability, Vol. 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, Vol. 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, Vol. 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, Vol.  49 (2001), 190-201.
    • R.Z. Khasminskii and G. Yin, Asymptotic behavior of parabolic equations arising from null-recurrent diffusions, Journal of Differential Equations, Vol.  161 (2000), 154-173.
    • G. Yin, and Q. Zhang, and G. Badowski, Singularly perturbed Markov chains: Convergence and aggregation, Journal of Multivariate Analysis, Vol. 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, Vol. 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, Vol. 10 (2000), 549-572.
    • G. Yin and Q. Zhang, Singularly perturbed discrete-time Markov chains, SIAM Journal on Applied Mathematics, Vol. 61 (2000), 834-854.
    • G. Yin, Convergence of a global stochastic optimization algorithm with partial step size restarting, Advances in Applied Probability, Vol. 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, Vol. 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, Vol. 238 (1999), 516-539.
    • Q. Zhang and G. Yin, On nearly optimal controls of hybrid LQG problems, IEEE Transactions on Automatic Control, Vol. 44 (1999), 2271-2282.
    • G. Yin, Rates of convergence for a class of global stochastic optimization algorithms, SIAM Journal on Optimization, Vol. 10 (1999), 99-120.

Items on MathSciNet

Some Recent Conferences

Former Ph.D. and M.S. Students

  • Ph.D. Students
    • Shaobai Kan (2008), (present employment: City University of New York, John Jay College of Criminal Justice)
    • Chao Zhu (2007), (present employment: University of Wisconsin, Milwaukee)
    • Qingshuo Song (2006), (present employment: University of Southern California)
    • Cristina Ion (2005), (present employment: NetRatings Inc., Sillicon Valley, CA)
    • Yuanjin Liu (2005), (present employment: Missouri Southern State University)
    • Grazyna Badowski (2001), (present employment: University of Guam)
    • Qingguo Liu (1999), (present employment: Ford Motor, MI)
    • Maria Kniazeva (1998), (present employment: Morpace International, MI)
    • Xiangdong Qi (1998), (present employment: Ford Motor, MI)
    • Song Miao (1995), (present employment: Finisar, CA)
    • Ishita Gupta (1995), (present employment: Ford Motor, MI)

  • M.S. Students
    • 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)