演讲人简介：
G. 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 approximation, identification, signal processing, and control and optimization. His publications include 6 research books and over 200 refereed journal papers. He severed on many technical committees, was the founding editor of SIAM Activity Group on Control & Systems Theory Newsletters, Co-chair of 1996 and 2003 AMS-IMS-SIAM Summer Research Conference, and Co-chair of 2011 SIAM Control Conference. He is an associate editor of SIAM Journal on Control and Optimization, and is on the editorial board of a number of other journals; he was an Associate Editor of Automatica and IEEE Transactions on Automatic Control. He is a Fellow of IEEE, and  President of Wayne State University's Academy of Scholars.

报告内容简介：
Numerous problems in control and optimization require the treatment of systems in which continuous dynamics and discrete events coexist. The discrete component is given by a random jump process with a finite state space, and the continuous component is the solution of a stochastic differential equation. Seemingly similar to diffusions, the processes have a number of salient features distinctly different from diffusion processes. After providing motivational examples arising from wireless communications, identification, finance, singular perturbed Markovian systems, manufacturing, and consensus controls, we present necessary and sufficient conditions for the existence of unique invariant measure, stability, stabilization, and numerical solutions of control and game problems.