Research at FAST

87 Department of Applied Mathematics Department of Applied Mathematics Representative Publications • J. Huang and M. Huang ( 2017 ). Robust mean field LQG games with unknown L2 -disturbance. SIAM Journal on Control and Optimization, 55, 2811-2840 • J. Huang , S. Wang and Z. Wu ( 2016 ). Backward mean- field linear-quadratic-Gaussian (LQG) games: full and partial information. IEEE Transactions on Automatic Control, 61, 3784-3796 • J. Huang , G. Wang and J. Xiong ( 2009 ). A maximum principle for partial information backward stochastic control problems with applications. SIAM Journal on Control and Optimization, 48, 2106-2117 Dr HUANG Jianhui James Associate Professor Research Overview Dr Jianhui Huang received the BSc degree in operational research and control theory in 1998 and the MSc degree in probability theory and mathematical statistics in 2001, both from the School of Mathematics and System Sciences, Shandong University, Jinan, China. He received the PhD degree in mathematical finance from the Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, Canada, in 2007. Since 2007, he has been with The Hong Kong Polytechnic University, where he is currently an Associate Professor with the Department of Applied Mathematics. Dr Huang's current research interests include stochastic control and optimization, stochastic dynamic games, and large- population systems and their applications in mathematical finance and economics, the large-scale network and its optimization. Recently, he is also interested in the coordination and competition for large scaled complex system with communication or behaviour interactions. He has also conducted some research works for related artificial intelligence and deep learning for such complex system, especially for the optimal decision for decision makers with risky factors learning scheme. Dr Huang has published in journals such as SIAM Journal on Control and Optimization, IEEE Transactions on Automatic Control, and Automatica. Qualification BSc (SDU) MSc (SDU) PhD (UAlberta) ORCID ID 0000-0003-3315-6549