118 citations · 496 across the 48 of their papers we have counts for
48 papers
Harvesting of a stochastic population under a mixed regular-singular control formulation
K. Q. Tran, L. T. N. Bich, George Yin
This work focuses on optimal harvesting-renewing for a stochastic population. A mixed regular-singular control formulation with a state constraint and regime-switching is introduce…
Stability and Stabilization of Coupled Jump Diffusions and Applications
Dang Nguyen, Duy Nguyen, Nhu Nguyen +1
This paper develops stability and stabilization results for systems of fully coupled jump diffusions. Such systems frequently arise in numerous applications where each subsystem (c…
On an Ergodic Two-Sided Singular Control Problem
Khwanchai Kunwai, Fubao Xi, George Yin +1
Motivated by applications in natural resource management, risk management, and finance, this paper is focused on an ergodic two-sided singular control problem for a general one-dim…
Stochastic Functional Kolmogorov Equations II: Extinction
Dang H. Nguyen, Nhu N. Nguyen, George Yin
This work, Part II, together with its companion Part I develops a new framework for stochastic functional Kolmogorov equations, which are nonlinear stochastic differential equation…
Stochastic Functional Kolmogorov Equations (I): Persistence
Dang H. Nguyen, Nhu N. Nguyen, George Yin
This work (Part (I)) together with its companion (Part (II) [45]) develops a new framework for stochastic functional Kolmogorov equations, which are nonlinear stochastic differenti…
Large Deviations Principles for Langevin Equations in Random Environment and Applications
Nhu N. Nguyen, George Yin
In contrast to the study of Langevin equations in a homogeneous environment in the literature, the study on Langevin equations in randomly-varying environments is relatively scarce…