M.Sc. in Probability Theory and Mathematical Statistics (SDU)
B.Sc. in Operational Research and Control Theory (SDU)
Statistical estimation and filtering theory (linear, nonlinear)
Statistical inference of stochastic process
Control and optimization theory (deterministic, stochastic)
Mathematical finance and economics
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.