Department of Mathematics
Wayne State University
656 West Kirby
Detroit, MI 48202
Tel: (313) 5772479 (Department)
Fax: (313) 5777596 (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,19871988
 Assistant Professor 19881992
 Associate Professor 19921996
 Professor 1996present
 Other Institution
 Guest Professor (honorary
appointment), 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
 SIAM Fellow, elected 2015
 IEEE Fellow, elected 2002
 President of Academy of Scholars, Wayne State University, 20122013
 Vice President of Academy of Scholars, Wayne State University, 20112012
 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, 20002001
 Board of Governors Faculty Recognition Award, Wayne State University, 1999
 Career Development Chair Award, Wayne State University, 19931994
Funding
 Continuing funding from the National Science Foundation since 1989
 Air Force Office of Scientific Research
 Army Research Office
 National Security Agency, 20072010
 DAAD (Deutscher Akademischer Austauschdiens, Germany) Study Visit Grant, 1994
 WSU Research Enhancement Program, 20032005 (CoPI)
 Faculty Competition for Graduate Research Assistantship, Wayne State
University:
20092010, 20082009, 20062007, 20042005, 20022003, 20002001, 19992000, 19981999,
19971998, 19921993
 Wayne State University Faculty Research Award, 19881989
Editorial Boards
 Associate Editor,
SIAM Journal on Control and Optimization
 Associate Editor,
Applied Mathematics & Optimization
 Member, Editorial Board,
Nonlinear Analysis: Real World Applications
 Member, Editorial Board,
Nonlinear Analysis: Hybrid Systems
 Associate Editor,
IET Control Theory &
Applications
 Editor,
SpringerBriefs in Mathematics
 Member, Editorial Board, Series on Systems and Control
 Member, Editorial Board,
Journal of Systems Science and Complexity
 Associate Editor,
Journal of Control Theory and Technology
 Associate Editor,
Journal of Control and Decision
 Associate Editor,
IAENG International Journal of Applied Mathematics
 Member, Editorial Board, International Journal of Electric and Hybrid Vehicles
 Associate Editor,
Taiwanese Journal of Mathematics, 20112014.
 Associate Editor,
Journal of Control Science and Engineering, 20082011
 Associate Editor,
Automatica, 20052011
 Associate Editor, IEEE Transactions on Automatic Control, 19941998
 Editor, SIAM Activity Group on Control and Systems Theory Newsletter, 19931996
 Associate Editor, Stochastic Optimization & Design, 19911993
Selected
Professional Activities
 Services to Professional Societies and Technical Committees
 Board of Directors, American Automatic Control
Council

Chair,
SIAM Activity Group on Control and Systems Theory, 20142015.
 Vice Chair,
SIAM Activity Group on Control and Systems Theory, 20122013.
 Program Director,
SIAM Activity Group on Control and Systems Theory, 20102011.
 International Federation of Automatic Control, Technical Committee on Modeling,
Identification and Signal Processing, 19992002, 20032005, 20062008, 20092011
 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
 Conference Organizer
 SIAM Conference on Control and
Its Applications (CT11),
Organizing Committee CoChair, 2011
 IMA PI Conference:
Asymptotic Analysis in Stochastic Processes,
Nonparametric Estimation, and Related Problems, (Coorganizer), 2006
 IMA Workshop on Wireless
Communication, (Coorganizer), 2005
 AMSIMSSIAM Joint Summer
Research Conference: Mathematics of Finance, (CoChair, Organizing
Committee), 2003
 PreCDC workshop Large and Complex Systems Feasibility and Approximate Optimality,
(CoOrganizer), 1999
 AMSSIAM Summer Seminar in Applied Mathematics (CoChair, Organizing Committee),
1996
 Stochastic Systems and Their Applications, (CoOrganizer), Newport, RI, 1994
 Conference Organizing/Program Committees
 Scientific Committee member,
The Fourth International Conference on Markov & SemiMarkov Processes & Related Fields,
Chalkidiki, Greece, September, 2011.
 Workshop
cochair, 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, 2013, 2012, 2009, 2008, 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
Selected Publications
Books
 H. J. Kushner and G. Yin, Stochastic
Approximation and Recursive Algorithms and Applications, 2^{nd}
Edition, SpringerVerlag, New York, 2003,
[Applications of Mathematics, Volume 35], xxii+474 pp.,
Stochastic Approximation Algorithms and
Applications, 1^{st} Edition, 1997. xxi+417 pp.
 G. Yin and Q. Zhang, ContinuousTime Markov Chains
and Applications: A TwoTimeScale
Approach,
2^{nd}, Springer, New York, 2013, [Stochastic Modeling and Applied Probability, Volume 37], xxi+427 pp.,
1^{st} Edition, 1998, [Applications of
Mathematics, Volume 37], xv+349 pp.
 G. Yin and Q. Zhang,
Discretetime Markov Chains: Twotimescale Methods and
Applications, Springer, New York, 2005, [Applications of Mathematics, Volume 55],
xx+347 pp.
 G. Yin and C. Zhu,
Hybrid Switching Diffusions:
Properties and Applications, Springer, New York, 2010,
[Stochastic Modeling and Applied Probability, Volume 63],
xviii+395 pp.
 L.Y. Wang, G. Yin, J.F. Zhang, and Y. Zhao,
System Identification with Quantized Observations,
Birkhauser, Boston, 2010, [Systems & Control Foundations and Applications].
 Q. He, L.Y. Wang, and G. Yin,
System Identification Using Regular and Quantized Observations
Applications of Large Deviations Principles, Springer, New York, 2013.

G. Yin, H.Q. Zhang, and Q. Zhang,
Applications of Twotimescale
Markovian Systems, Science Press, Beijing, China, 2013.
 H. JassoFuentes and G. Yin, Advanced Criteria for controlled
MarkovModulated Diffusions in an Infinite Horizon: Overtaking, Bias,
and Blackwell Optimality, Science Press, Beijing, China, 2013.
Selected Refereed Journal Papers (selected papers of 1999date)
 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.
 J.
Bao, G. Yin, and C. Yuan,
Twotimescale stochastic partial differential equations driven by alphastable noises: Averaging principles,
to appear in Bernoulli.

N.H. Du, D.H. Nguyen, and G. Yin,
Conditions for permanence and ergodicity of certain stochastic predatorprey models, to appear in
Journal of
Applied Probability.


H. Mei and G. Yin,
Convergence and convergence rates for
approximating ergodic means of functions
of solutions to stochastic differential equations with Markov switching,
Stochastic Process Appl, 125 (2015), 31043125.
 Z. Yang, G. Yin, and Q. Zhang,
Meanvariance type controls involving a hidden Markov chain: Models and numerical approximation,
IMA Journal of Mathematical Control and Information, 32 (2015),
867888.
 Q. Yuan and G. Yin,
Analyzing convergence and rates of convergence of particle swarm optimization algorithms using stochastic approximation methods,
IEEE Transactions on Automatic Control, 60 (2015), 17601773.
 A.
Hashemi, Y. Cao, D. Casbeer, and G. Yin,
UAV circumnavigation using noisy rangebased measurements without GPS information,
ASME Journal of Dynamic Systems, Measurement and Control, 137 (2015), 03100910310099.
 A.
Hashemi, G. Yin, L.Y. Wang,
Signerror adaptive filtering algorithms involving Markovian parameters,
Mathematical Control and Related Fields, 5 (2015) 781806.

Z. Jin, R. Stockbridge, and G. Yin, Some recent progress on
numerical methods for controlled regimeswitching models with
applications to insurance and risk management,
Computational Methods in Applied Mathematics, 15, (2015), 331351.

K. Tran and G. Yin,
Optimal harvesting strategies for stochastic competitive LotkaVolterra
ecosystems, Automatica, 55 (2015), 236246.
 Z. Jin, H.L. Yang, G. Yin,
Optimal debt ratio and dividend payment strategies with reinsurance,
Insurance: Mathematics and Economics, 64 (2015), 351363.
 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), 20782101.
 K. Tran and G. Yin,
Stochastic competitive LotkaVolterra ecosystems under partial observation: Feedback controls for permanence and
extinction, Journal of the Franklin Institute, 351 (2014), 40394064.
 Q. He and G. Yin, Moderate deviations for timevarying
dynamic systems driven by nonhomogeneous
Markov chains with twotime scales,
Stochastics, 86 (2014), 527550.
 G. Yin, Q. Yuan, and L.Y. Wang,
Asynchronous stochastic approximation algorithms
for networked systems: Regimeswitching topologies and multiscale
structure, SIAM
Journal: Multiscale Modeling and Simulation, 11 (2013),
813839.
 Q. Song, G. Yin, and Q. Zhang,
Weak convergence methods for approximation of evaluation of
pathdependent functionals,
SIAM Journal on Control and Optimization, 51 (2013), 41894210.
 Z. Jin, G. Yin, and F. Wu,
Optimal reinsurance strategies in regimeswitching jump diffusion
models: Stochastic differential game formulation and numerical
methods,
Insurance: Mathematics and Economics, 53 (2013), 733746.
 O.
Gharehshiran, V.
Krishnamurthy, and G. Yin,
Distributed tracking of correlated epsilonequilibria
in regime switching noncooperative games,
IEEE Transactions on Automatic Control, 58 (2013), 24352450.
 D.T. Nguyen and G. Yin, Asymptotic expansions of solutions of
systems of Kolmogorov backward equations
for twotimescale switching
diffusions,
Quarterly of Applied Mathematics, 71 (2013), 601628.
 D. Higham,
M. Roj, X. Mao, Q.S. Song, and G. Yin,
Mean exit times and the multilevel Monte Carlo method,
SIAM/ASA Journal on Uncertainty Quantification.
1 (2013), 218.

A. Bensoussan, Z. Yan, and G. Yin,
Thresholdtype policies for real options using
regimeswitching models, to appear in SIAM Journal on Financial
Mathematics., 3 (2012), 667689.
 G. Yin, G. Zhao, and F. Wu,
Regularization and stabilization of randomly switching dynamic
systems, SIAM Journal on Applied Mathematics, 72 (2012),
13611382.
 F. Wu, G. Yin, and L.Y. Wang,
Stability of a pure random delay system with twotimescale Markovian
switching, Journal of Differential
Equations, 253 (2012), 878905.

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), 772785.
 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), 629651.
 S.L. Nguyen and G. Yin,
Pathwise convergence rate for numerical solutions of stochastic
differential equations,
IMA Journal on Numerical Analysis. 32 (2012), 701723.

Z. Yang and G. Yin,
Stability of nonlinear regimeswitching jump diffusions,
Nonlinear Analysis Series A: Theory, Methods & Applications,
75 (2012) 38543873.

F. Wu, G. Yin, and L.Y. Wang,
Moment exponential stability of random delay systems with
twotimescale Markovian switching,
Nonlinear Analysis Series B: Real World Applications,
13 (2012), 24762490.

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), 14891501.

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),
10871112.
 F. Xi and G. Yin, Jumpdiffusions with
statedependent switching: Existence and
uniqueness, Feller property, linearization, and exponential
ergodicity,
Science China: Mathematics, 54 (2011), 26512667
 G. Yin, Y. Sun, and L.Y. Wang,
Asymptotic properties of consensustype algorithms for
networked systems with regimeswitching topologies, Automatica,
47 (2011), 13661378.
 Q. He, G. Yin, and Q. Zhang,
Large deviations for
Twotimescale systems driven by nonhomogeneous
Markov chains and associated optimal control problems,
SIAM Journal on Control
and Optimization, 49 (2011), 17371765.
 G. Yin, G. Zhao, and F. Xi,
MeanField models
involving continuousstatedependent
random switching: Nonnegativity constraints, moment bounds, and
twotimescale limits,
Taiwanese Journal of Mathematics, 15 (2011),
17831805.
 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), 183207.
 L.V. Thanh, G. Yin, and L.Y. Wang,
State observers with random
sampling times and convergence analysis of doubleindexed and
randomlyweighted sums of mixing processes,
SIAM Journal on Control
and Optimization, 49 (2011), 106124.
 G. Yin and C. Zhu, Properties of solutions of stochastic differential
equations with continuousstatedependent switching,
Journal of Differential Equations, 249 (2010), 24092439.
 G. Yin and F. Xi, Stability of regimeswitching jump
diffusions,
SIAM Journal on Control
and Optimization, 48 (2010), 45254549.
 G. Yin, X.R. Mao, C. Yuan, and D. Cao,
Approximation methods for
Hybrid diffusion systems with
statedependent switching processes: Numerical algorithms and
existence and uniqueness of solutions,
SIAM Journal on Mathematical Analysis, 41 (2010), 23352352.
 S.L. Nguyen and G. Yin,
Weak convergence of Markov modulated random sequences,
Stochastics 82 (2010), 521552.
 S.L. Nguyen and G. Yin, Asymptotic
properties of Markov modulated random sequences
with fast and slow time scales,
Stochasitcs 82 (2010), 445474.
 G. Yin, Q. Zhang, and C. Zhuang,
Recursive algorithms for trailing stop:
Stochastic approximation
approach,
Journal of Optimization: Theory and
Applications, 146 (2010), 209231.
 G. Yin, Z. Jin, and H. Yang, Asymptotically optimal dividend
policy for regimeswitching compound Poisson models,
Acta Mathematicae Applicatae Sinica, 26 (2010), 529542.
 F. Xi and G. Yin, Asymptotic properties of nonlinear
autoregressive Markov processes
with statedependent switching,
Journal of Multivariate Analysis, 101 (2010), 13781389.
 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), 674690.
 C. Yuan and G. Yin,
Stability of hybrid stochastic delay systems whose discrete
components have a large state space: A twotimescale approach,
Journal of Mathematical Analysis and Applications,
368 (2010) 103119.
 V. Krishnamurthy, K. Topley, and
G. Yin,
Consensus formation in a twotimescale Markovian system,
SIAM Journal: Multiscale Modeling and Simulation, 7
(2009),
18981927.
 G. Yin, Asymptotic expansions of option price under
regimeswitching diffusions with a fastvarying
switching process,
Asymptotic Analysis, 65 (2009), 203222.
 G. Yin, H. Jin, and Z. Jin,
Numerical methods for portfolio selection with bounded constraints,
Journal of Computational and Applied Mathematics,
233 (2009), 564581.
 B. Bercu, F. Dufour, and G. Yin, Almost sure stabilization for feedback
controls of regimeswitching linear systems with a hidden Markov
chain,
IEEE Transactions on Automatic Control 54 (2009),
21142125.
 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), 3447.
 G. Yin, L.Y. Wang, and S. Kan,
Tracking and identification of regimeswitching
systems using binary sensors, Automatica, 45 (2009),
944955.
 C. Zhu and G. Yin,
On strong Feller, recurrence, and weak stabilization
of regimeswitching diffusions,
SIAM Journal on Control and Optimization, 48 (2009), 20032031.
 Q. Song and G. Yin, Rates of convergence of numerical Methods for
controlled regimeswitching diffusions with stopping times in the costs,
SIAM Journal on Control and Optimization, 48 (2009),
18311857.
 C. Zhu, G. Yin, and Q.S. Song,
Stability of randomswitching systems of differential
equations,
Quarterly of Applied Mathematics, 67 (2009), 201220.
 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), 6799.
 F. Xi and G. Yin, Asymptotic properties of a meanfield model with a
continuousstatedependent switching process,
Journal of Applied Probability, 46. (2009), 221243.
 G. Yin, Q.S. Song, and H.L. Yang,
Stochastic optimization algorithms for barrier dividend
strategies, Journal of
Computational and Applied Mathematics, 223 (2009),
240262.
 M. Pemy, Q. Zhang, and G. Yin,
Liquidation of a large block of stock with regime switching,
Mathematical Finance, 18 (2008), 629648.
 G. Yin and H.Q. Zhang, Discretetime Markov chains
with twotime scales and a countable state space:
Limits results and queueing applications,
Stochastics, 80 (2008), 339369.
 Q.S. Song, G. Yin, and Z. Zhang,
Numerical solutions for stochastic differential games with
regime switching,
IEEE Transactions on Automatic Control, 53 (2008), 509521.
 Y.J. Liu, G. Yin, Q. Zhang, and J.B. Moore,
Balanced realizations of regimeswitching linear systems,
Mathematics of Control, Signals, and Systems,
19 (2007),
207234.
 G. Yin and H.Q. Zhang, Singularly
perturbed Markov chains: Limit results and applications,
Annals of Applied Probability,
17 (2007), 207229.
 C. Zhu and G. Yin,
Asymptotic properties of
hybrid diffusion systems, SIAM
Journal on Control and Optimization,
46 (2007), 11551179.
 X. Mao, G. Yin, and C. Yuan,
Stabilization and destabilization of
hybrid systems of stochastic differential equations,
Automatica, 43 (2007), 264273.
 R.Z. Khasminskii, C. Zhu, and G. Yin,
Stability of regimeswitching
diffusions, Stochastic Processes and Their
Applications, 117 (2007), 10371051.
 M. Pemy, Q. Zhang, and G. Yin,
Liquidation of a large block of stock,
Journal of Bank and Finance, 31 (2007), 12951305.
 Q. Zhang, G. Yin, J.B. Moore, Twotimescale
approximation for Wonham filters, IEEE Transactions on
Information Theory, 53 (2007), 17061715.
 L.Y. Wang and G. Yin,
Asymptotically efficient parameter estimation
using quantized output observations,
Automatica, 43 (2007), 11781191.
 G. Yin and C. Zhu,
On the notion of weak stability and related issues of
hybrid diffusion systems,
Nonlinear Analysis: Hybrid System,
1 (2007), 173187.
 J.W. Wang, Q. Zhang,
G. Yin, Twotimescale hybrid filters: Near optimality,
SIAM Journal on Control and Optimization,
45 (2006), 298319.
 V. Krishnamurthy and
G. Yin,
Controlled hidden Markov models for dynamically
adapting patch clamp experiment to estimate Nernst potential of
singleion channels,
IEEE Transactions on NanoBioscience,
5 (2006), 115125.
 L.Y. Wang, G.
Yin, J.F. Zhang, Joint identification of plant rational models
and noise distribution functions using binaryvalued observations,
Automatica. 42 (2006), 533547.
 G.
Yin, Y.J. Liu, and H.L. Yang, Bounds of ruin probability for regimeswitching models using
time scale separation,
Scandinavian Actuarial Journal, 2006 (2006), 111127.
 G.
Yin, Q. Zhang, F. Liu, R.H. Liu, and Y. Cheng, Stock liquidation via
stochastic approximation using NASDAQ daily and intraday
data,
Mathematical Finance, 16 (2006), 217236.
 R.Z.
Khasminskii and G. Yin,
Uniform asymptotic expansions for pricing European options,
Applied Mathematics Optimization, 52 (2005), 279296.
 G.
Yin, and H.Q. Zhang, Twotimescale Markov chains and applications to quasibirthdeath
queues, SIAM Journal on Applied Mathematics, 65 (2005), 567586.
 Q.
Zhang, G. Yin, and R.H. Liu, A nearoptimal selling rule for a twotimescale
market model,
SIAM Journal: Multiscale Modeling and Simulation, 4 (2005), 172193.
 G.
Yin, Q. Song, and Z. Zhang, Numerical solutions for jumpdiffusions with regime switching,
Stochastics, 77 (2005), 6179.
 R.Z.
Khasminskii and G. Yin, Limit behavior of twotimescale diffusions revisited,
Journal of Differential Equations, 212 (2005), 85113.
 G.
Yin, X. Mao, and K. Yin, Numerical approximation of invariant measures for
hybrid diffusion systems,
IEEE Transactions on Automatic Control, 50 (2005), 934946.
 G.
Yin and V. Krishnamurthy, Least mean square algorithms with Markov regime switching limit,
IEEE Transactions on Automatic Control, 50 (2005), 577593.
 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), 24752490.
 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), 11871215.
 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), 19271949.
 R.Z.
Khasminskii and G. Yin, On averaging principles: An asymptotic expansion
approach, SIAM Journal on Mathematical Analysis, 35 (2004),
15341560.
 G.
Yin and H.L. Yang, Twotimescale jumpdiffusion models with Markovian
switching regimes, Stochastics and Stochastics Reports, 76
(2004), 7799.
 G.
Yin and X.Y. Zhou, Markowitz meanvariance portfolio selection with regime
switching: from discretetime models to their continuoustime limits, IEEE
Transactions on Automatic Control (special issue on Stochastic Control
Methods in Financial Engineering), 49 (2004), 349360.
 Y.J.
Liu and G. Yin, Asympototic expansions of transition densities for hybrid jump
diffusions, Acta Mathematicae Applicatae Sinica, 20 (2004)
118.
 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), 18201842.
 L.Y. Wang, J.F. Zhang, and G. Yin,
System identification using binary sensors,
IEEE Transactions on Automatic Control, 48 (2003),
18921907.
 G.
Yin, V. Krishnamurthy, and C. Ion, Iterateaveraging sign algorithms for
adaptive filtering with applications to blind multiuser detection, IEEE
Transactions on Information Theory, 49 (2003), 657671.
 G.
Yin, Q. Zhang, and G. Badowski, Discretetime singularly perturbed Markov chains:
Aggregation, occupation measures, and switching diffusion limit, Advances in
Applied Probability, 35 (2003), 449476.
 H.F.
Chen and G. Yin, Asymptotic properties of sign algorithms for adaptive
filtering, IEEE Transactions on Automatic Control, 48
(2003), 15451556.
 G.
Yin and Q. Zhang, Stability of Markov modulated discretetime dynamic systems, Automatica,
39 (2003), 13391351.
 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), 157182.
 X.Y.
Zhou and G. Yin, Markowitz meanvariance portfolio selection with regime
switching: A continuoustime model, SIAM Journal on Control and Optimization,
42 (2003), 14661482.
 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), 458476.
 L.Y.
Wang and G. Yin, Closedloop persistent identification of linear systems with
unmodeled dynamics and stochastic disturbances, Automatica, 38
(2002), 14631474.
 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), 329358.
 G.
Yin, R.H. Liu, and Q. Zhang, Recursive algorithms for stock Liquidation: A
stochastic optimization approach, SIAM Journal on Optimization, 13
(2002), 240263.
 G.
Yin, On limit results for a class of singularly perturbed switching diffusions,
Journal of Theoretical Probability, 14 (2001), 673697.
 G.
Yin, Q. Zhang, H. Yang, and K. Yin, Discretetime dynamic systems arising from
singularly perturbed Markov chains, Nonlinear Analysis, Theory, Methods
& Applications, 47 (2001), 47634774.
 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), 105129.
 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),
190201.
 R.Z.
Khasminskii and G. Yin, Asymptotic behavior of parabolic equations arising from
nullrecurrent diffusions, Journal of Differential Equations, 161 (2000), 154173.
 G.
Yin, and Q. Zhang, and G. Badowski, Singularly perturbed Markov chains:
Convergence and aggregation, Journal of Multivariate Analysis, 72
(2000), 208229.
 L.Y.
Wang and G. Yin, Persistent identification of systems with unmodeled dynamics
and exogenous disturbances, IEEE Transactions on Automatic Control,
45 (2000), 12461256.
 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), 549572.
 G.
Yin and Q. Zhang, Singularly perturbed discretetime Markov chains, SIAM
Journal on Applied Mathematics, 61 (2000), 834854.
 G.
Yin, Convergence of a global stochastic optimization algorithm with partial
step size restarting, Advances in Applied Probability, 32
(2000), 480498.
 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), 535549.
 A.M.
Ilin, R.Z. Khasminskii, and G. Yin, Asymptotic expansions of solutions of
integrodifferential equations for transition densities of singularly perturbed
diffusions: Rapid switching, Journal of Mathematical Analysis and
Applications, 238 (1999), 516539.
 Q.
Zhang and G. Yin, On nearly optimal controls of hybrid LQG problems, IEEE
Transactions on Automatic Control, 44 (1999), 22712282.
 G.
Yin, Rates of convergence for a class of global stochastic optimization
algorithms, SIAM Journal on Optimization, 10 (1999), 99120.
Books Edited
 G.
Yin and Q. Zhang (Eds.), Recent Advances in Control and Optimization of Manufacturing
Systems, SpringerVerlag, London, 1996, xii+222pp.
 G.
Yin and Q. Zhang (Eds.), Mathematics
of Stochastic Manufacturing Systems,
Proceedings of the 1996 AMSSIAM 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 AMSIMSSIAM 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
 Plenary speaker, Financial Engineering and Its Applications, Ningbo University, China, Dec. 2015.
 Plenary speaker, Sixth Conference on
Finite Difference
Methods: Theory and
Applications, Lozenetz, Bulgaria,
June 2014.
 Plenary speaker, Coloquio de Sistemas Estocasticos,
CINVESTAV, Mexico,
October, 2011.
 Invited speaker,
The Fourth International Conference on Markov & SemiMarkov Processes & Related Fields,
Chalkidiki, Greece, September, 2011.
 Invited speaker,
International Congress of
Chinese Mathematicians (ICCM), Beijing, Dec., 2010.
 Invited speaker,
Workshop on Stochastic Approximation: Methodology, Theory and Applications in Statistics,
University of Bristol, UK, Sept. 2010.
 Plenary speaker,
International Conference on Modern Stochastics: Theory and Applications II, Kyiv, Ukraine, Sept. 2010.
 Plenary speaker,
The 21st Chinese Control & Decision Conference,
Guilin, China, June, 2009.
 Invited Lecturer,
FieldsMITACS
Summer School in Applied Probability, Carleton University,
Canada, May, 2009.
 Plenary speaker,
Joint Midwest Numerical Analysis Day &
SIAM Great Lakes Numerical PDEs Spring Conference,
Wayne State University, April, 2009.
 Plenary speaker, Quantitative Methods in Finance Conference (QMF) 2008,
December 2008, Sydney, Australia.
 Invited speaker,
The Michigan Center for Industrial and Applied
Mathematics (MCIAM) 2nd Workshop on Multiscale and Stochastic
Modeling, Analysis, and Computation,
October, 2008.
 Invited speaker,
The Third General
Advances in Mathematics of Finance Conference,
University of Pitesti, Romania,
May, 2008.
 Invited speaker,
KansasMissouri Winter School of Applied Probability,
Feb. 2008.
Former Ph.D. and M.S.
Students
 Ph.D. Students [Name (Year), (employment)]
 Quan Yuan (2015), (lecturer, University of
WisconsinStout)
 Zhixin Yang
(2014), (tenuretrack assistant prof.,
University of
WisconsinEau Claire)
 Nicholas Baran (2014), (lecturer, Wayne State University)
 Araz Hashemi
(2014), (National Research Council Associate, at Air Force Research Laboratory)
 Guangliang Zhao (2014), (GE Global Research, research scientist)
 Yousef Talafha
(2013),
(J.P. Morgan Chase,
advanced developer)
 Qi He (2012),
(J.P. Morgan Chase, risk modeler)
 Yu Sun
(2012), (tenuretrack 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),
(tenuretrack
assistant professor,
University of Puerto Rico)

Shaobai Kan (2008),
(associate professor,
CUNY, John Jay College of Criminal Justice)
 Chao Zhu (2007),
(associate professor,
University of Wisconsin, Milwaukee)
 Qingshuo Song (2006),
(associate 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
 Dalaal Abdulkarim Balawi (2015)
 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)
