32 citations · 37 across the 5 of their papers we have counts for
7 papers
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…
Mean-Variance Type Controls Involving a Hidden Markov Chain: Models and Numerical Approximation
Zhixin Yang, George Yin, Qing Zhang
Motivated by applications arising in networked systems, this work examines controlled regime-switching systems that stem from a mean-variance formulation. A main point is that the…
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…
Stability of Nonlinear Regime-switching Jump Diffusions
Zhixin Yang, G. Yin
Motivated by networked systems, stochastic control, optimization, and a wide variety of applications, this work is devoted to systems of switching jump diffusions. Treating such no…
Stability of Numerical Methods for Jump Diffusions and Markovian Switching Jump Diffusions
Zhixin Yang, G. Yin, Haibo Li
This work focuses on stability analysis of numerical solutions to jump diffusions and jump diffusions with Markovian switching. Due to the use of Poisson processes, using asymptoti…
On the performance of a hybrid genetic algorithm in dynamic environments
Quan Yuan, Zhixin Yang
The ability to track the optimum of dynamic environments is important in many practical applications. In this paper, the capability of a hybrid genetic algorithm (HGA) to track the…