Academic Staff

Dr. Yu received the B.S. degree in Mathematics at Huazhong University of Science and Technology in 2007 and the Ph.D. degree in Mathematics at the University of Texas at Austin in 2012.  During 2012 to 2015, he worked as the postdoc Assistant Professor in the Department of Mathematics at University of Michigan. Since 2015, Dr. Yu has worked as the Assistant Professor in the Department of Applied Mathematics at the Hong Kong Polytechnic University.

Dr Yu’s research interests lie primarily in mathematical finance, applied probability and stochastic analysis, stochastic control and optimization. His recent research focuses on some path-dependent optimal investment and consumption problems, two-layer mean field games, time-inconsistent optimal stopping problems, optimal dividend in new risk models, stochastic control and optimal stopping with learning methods, etc. He has publications in Mathematical Finance, Finance and Stochastics, Annals of Applied Probability, Mathematics of Operations Research, SIAM Journal on Control and Optimization.

• Bachelor of Science, Huazhong University of Science and Technology
• Doctor of Philosophy, The University of Texas at Austin