Academic Staff


Assistant Professor

Dr. Fu Guanxing
傅冠興博士

TU806, Yip Kit Chuen Bldg.

2766 6957


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


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