- Department
- People
- Undergraduate Study
- Postgraduate Study
- Service Teaching
- Research & Consultancy
- CAS AMSS-POLYU Joint Lab in Applied Mathematics
- Joint Research Centre
- News & Events
What's New
11-Jan-2021
Chair Professor Defeng Sun collaborates with Noah's Ark Lab for the development of an efficient industrial ...
Read Mode
08-Jan-2021
Dr. Fridolin Ting is honored with the President’s Award for Outstanding Achievement in Teaching 2019/2020
Read Mode
02-Dec-2020
A Positive and Asymptotic Preserving Filtered PN method for the Gray Radiative Transfer Equations
Read Mode
24-Nov-2020
Emeritus Professor Liqun Qi named the Highly Cited Research 2020 by Clarivate Analytics
Read Mode
06-Nov-2020
Prof. Sun is selected as one of the eight elected Inaugural Fellows of the China Society for Industrial and...
Read Mode
22-Jun-2020
Media reports on AMA's new QEF project "Developing Active Learning Pedagogies and Mobile Applications in Se...
Read ModeAcademic Staff
email@polyu.edu.hk
Assistant Professor
Dr. Fu Guanxing
傅冠興博士
Qualifications
- Doctor of Science, Humboldt-Universität zu Berlin, 2018
Research Interests
- Mean field games
- Stochastic control theory
- Mathematical economics and finance
- Deep learning in stochastic control
Selected Publications
- Guanxing Fu, Ulrich Horst and Jinniao Qiu, Maximum Principle for Quasi-Linear Reflected BSPDE, Journal of Mathematical Analysis and Applications, 456(1), 307-336, 2017
- Guanxing Fu and Ulrich Horst, Mean Field Games with Singular Controls, SIAM Journal on Control and Optimization, 55(6), 3833–3868, 2017
- Guanxing Fu and Ulrich Horst, Mean-Field Leader-Follower Games with Terminal State Constraint, SIAM Journal on Control and Optimization, 58(4), 2078–2113, 2020
- Guanxing Fu, Paulwin Graewe, Ulrich Horst and Alexandre Popier, A Mean Field Game of Optimal Portfolio Liquidation, to appear in Mathematics of Operations Research, 2020
Back to Top