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20122020
most citedNear-Optimal Mean-Variance Controls under Two-time-scale Formulations and Applications

4 citations · 7 across the 5 of their papers we have counts for

collaborators

5 papers

math.OC2020

Deep Filtering

Qing Zhang, George Yin, Leyi Wang

This paper develops a deep learning method for linear and nonlinear filtering. The idea is to start with a nominal dynamic model and generate Monte Carlo sample paths. Then these s…

cs.DC2017★ 3 cited

Cyber-Physical Interference Modeling for Predictable Reliability of Inter-Vehicle Communications

Chuan Li, Hongwei Zhang, Jayanthi Rao +2

Predictable inter-vehicle communication reliability is a basis for the paradigm shift from the traditional singlevehicle-oriented safety and efficiency control to networked vehicle…

math.OC2014

A Mean-Variance Control Framework for Platoon Control Problems: Weak Convergence Results and Applications on Reduction of Complexity

Zhixin Yang, G. Yin, Le Yi Wang +1

This paper introduces a new approach of treating platoon systems using mean-variance control formulation. The underlying system is a controlled switching diffusion in which the ran…

math.OC2014★ 4 cited

Near-Optimal Mean-Variance Controls under Two-time-scale Formulations and Applications

Zhixin Yang, G. Yin, Le Yi Wang +1

Although the mean-variance control was initially formulated for financial portfolio management problems in which one wants to maximize expected return and control the risk, our mot…

math.OC2012

Sign-Error Adaptive Filtering Algorithms for Markovian Parameters

Araz Hashemi, G. Yin, Le Yi Wang

Motivated by reduction of computational complexity, this work develops sign-error adaptive filtering algorithms for estimating time-varying system parameters. Different from the pr…