PolyU

Associate Professor

Dr. Huang, James

BSc, MSc, Ph.D.

TU808, Yip Kit Chuen Bldg.

james.huang

2766 6961

Qualifications

• Ph.D. in Mathematical Finance (U Alberta)
• M.Sc. in Probability Theory and Mathematical Statistics (SDU)
• B.Sc. in Operational Research and Control Theory (SDU)

Research Interests

• Statistical estimation and filtering theory (linear, nonlinear)
• Statistical inference of stochastic process
• Control and optimization theory (deterministic, stochastic)
• Mathematical finance and economics

Selected Publications

• J. Huang, S. Wang and Z. Wu. Backward mean-field linear-quadratic-Gaussian (LQG) games: full and partial information. IEEE Transactions on Automatic Control, DOI 10.1109/TAC.2016.2519501 (2016).
• Jianhui Huang, Shujun Wang. Dynamic Optimization of Large-Population Systems with Partial Information. Journal of Optimization Theory and Applications, DOI: 10.1007/s10957-015-0740-x. (2015).
• J. Huang, X. Li and T. Wang. Mean field linear-quadratic-Gaussian (LQG) games for stochastic integral systems. IEEE Transactions on Automatic Control, DOI 10.1109/TAC.2015.2506620 (2015).
• J. Huang, X. Li and J. Yong, A linear quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon, Mathematical Control and Related Fields, 5(2014), 97-139.
• J. Huang, Z. Yu. Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems. Systems Control Letters, 68 (2014), 68-75.
• J. Huang, X. Li and J. Yong, A mixed linear quadratic optimal control problem with a controlled time horizon, Applied Mathematics and Optimization, 70(2014), 29-59.
• J. Huang, J. Shi. Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations. ESAIM: Control, Optimization and Calculus of Variations, 18(2012), 1073-1096.
• Buckdahn, J. Huang and J. Li. Regularity properties for general HJB equations: A Backward Stochastic Differential Equation Method. SIAM Journal on Control and Optimization, 50(2012), 1466-1501.
• J. Huang, X. Li and G. Wang. Near-optimal control problems for linear forward-backward stochastic systems, Automatica, 46(2009), 397-404.
• J. Huang, G. Wang and J. Xiong. A maximum principle for partial information backward stochastic control problems with applications. SIAM Journal on Control and Optimization, 48(2009), 2106-2117.

Working papers

• Jianhui Huang, Shujun Wang and Hua Xiao. Mean Field Linear-Quadratic-Gaussian (LQG) Games of Forward-Backward Stochastic Differential Equations
• Jianhui Huang, Shujun Wang and Zhen Wu (2015). Backward Mean-Field Games with Major and Minor Agents