A lifelong friendship and fruitful collaboration: a journey of more than 30 years with George Yin

Optimal stochastic control (93E20) General theory of stochastic processes (60G07) Continuous-time Markov processes on discrete state spaces (60J27) Diagnostics, and linear inference and regression (62J20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

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Almost sure convergence rates for system identification using binary, quantized, and regular sensors
System identification with quantized observations
Space and time complexities and sensor threshold selection in quantized identification
Asymptotically efficient parameter estimation using quantized output observations
Uncertainty, information and complexity in identification and control
Persistent identification of systems with unmodeled dynamics and exogenous disturbances
Persistent tracking and identification of regime-switching systems with structural uncertainties: unmodeled dynamics, observation bias, and nonlinear model mismatch
Asynchronous Stochastic Approximation Algorithms for Networked Systems: Regime-Switching Topologies and Multiscale Structure
Persistent identification of time-varying systems
Time complexity and model complexity of fast identification of continuous-time LTI systems
Information-based complexity of uncertainty sets in feedback control
Cyclic System Reconfiguration and Time-Split Signal Separation With Applications to Lung Sound Pattern Analysis
Quantized Identification With Dependent Noise and Fisher Information Ratio of Communication Channels
System identification using binary sensors
State Observability and Observers of Linear-Time-Invariant Systems Under Irregular Sampling and Sensor Limitations
Near-optimal mean–variance controls under two-time-scale formulations and applications
Stochastic Observability and Convergent Analog State Estimation of Randomly Switched Linear Systems With Unobservable Subsystems

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