Deep filtering with adaptive learning rates H Qian, G Yin, Q Zhang IEEE Transactions on Automatic Control 68 (6), 3285-3299, 2022 | 9 | 2022 |
Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching H Qian, G Yin Journal of Mathematical Physics 63 (12), 2022 | 2 | 2022 |
Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps H Qian, Z Wen, G Yin Statistical Inference for Stochastic Processes 25 (1), 105-125, 2022 | 2 | 2022 |
Numerical Solutions for Optimal Control of Stochastic Kolmogorov Systems G Yin, Z Wen, H Qian, H Nguyen Journal of Systems Science and Complexity 34 (5), 1703-1722, 2021 | 2 | 2021 |
Numerical Solutions for Detecting Contingency in Modern Power Systems X Ma, H Qian, MH Nazari, G Yin 2023 4th Information Communication Technologies Conference (ICTC), 390-395, 2023 | 1 | 2023 |
Filtering with degenerate observation noise: A stochastic approximation approach H Qian, Q Zhang, G Yin Automatica 142, 110376, 2022 | 1 | 2022 |
Moderate deviation principles for stochastic differential Equations in fast-varying Markovian environment H Qian | | 2024 |
Large deviation estimates for nonlinear filtering with discontinuity and small noise H Qian, Y Cao, G Yin | | 2024 |
Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems PA Ernst, X Ma, MH Nazari, H Qian, G Yin Nonlinear Analysis: Hybrid Systems 53, 101507, 2024 | | 2024 |
Large Deviations Analysis For Regret Minimizing Stochastic Approximation Algorithms H Qian, V Krishnamurthy arXiv preprint arXiv:2406.00414, 2024 | | 2024 |
A class of numerical algorithms for stochastic differential equations with randomly varying truncations H Qian, F Wu, G Yin Discrete and Continuous Dynamical Systems-S, 0-0, 2024 | | 2024 |
A New Computational Method for Nonlinear Filtering H Qian, G Yin, Q Zhang Collections 56 (05), 2023 | | 2023 |