题目： Hybrid Switching Diffusions
演讲人： Gang George Yin （殷刚 教授）
Department of Mathematics, Wayne State University
时间： 2009年12月14日（周一）下午 15:30－16:30
地点：闵行校区数学系102报告厅
演讲人简介：Gang George Yin received the B.S. degree in mathematics from the University of Delaware in 1983, the M.S. degree in Electrical Engineering, and the Ph.D. degree in Applied Mathematics from Brown University in 1987. He joined Wayne State University in 1987, and became a professor in 1996. His research interests include stochastic systems, stochastic recursive algorithms, identification, signal processing, and control and optimization. His publication includes 5 research books, over 200 papers in refereed journals, and 7 edited books. He severed on many technical committees, was the editor of SIAM Activity Group on Control and Systems Theory Newsletters, Co-chair of 1996 AMS-SIAM Summer Seminar in Applied Mathematics, and 2003 AMS-IMS-SIAM Summer Research Conference: Mathematics of Finance, Co-organizer of 2005 IMA Workshop on Wireless Communications. He is an associate editor of SIAM Journal on Control and Optimization, Automatica, was an Associate Editor of IEEE Transactions on Automatic Control from 1994 to 1998, and is on the editorial board of a number of other journals. He is a Fellow of IEEE, and an elected member of WSU's Academy of Scholars. For further information, please visit //www.math.wayne.edu/~gyin/
报告简介：This talk summarizes some of our recent work on regime-switching diffusions in which continuous dynamics and discrete events coexist. One of the distinct features is the discrete events depend on the diffusions. First, motivational examples arising from singular perturbed Markovian systems, manufacturing, and financial engineering will be mentioned. Then we recall the notion of recurrence and regularity. After necessary and sufficient conditions for recurrence are provided, ergodicity will be examined, and stability will be studied. We will also mention some of our recent work on numerical solutions of controlled switching diffusions. [This talk reports some of our work with Chao Zhu, an ECNU alumnus, and other colleagues.]
