DEPARTMENT OF APPLIED MATHEMATICS 105 Email xiang.yu@polyu.edu.hk Qualification BSc (Huazhong University of Science and Technology) PhD (The University of Texas at Austin) ORCID ID 0000-0003-4053-7876 Dr YU Xiang Associate Professor Research Overview Dr Yu’s research interests lie primarily in mathematical finance, applied probability and stochastic analysis and stochastic control and optimisation. His recent research focuses on some path-dependent optimal consumption problems, new types of mean field games and mean field control, time-inconsistent optimal stopping problems, optimal dividend in new risk models, optimal stopping with learning methods, etc. Representative Publications • Finance and Stochastics, 2022, 26, 217-266 • Stochastic Processes and their Applications, 2022, 150, 622654 • The Annals of Applied Probability, 2022, 32(4), 2355-2399 • Mathematical Finance, 2021, 31(3), 979-1012 • SIAM Journal on Control and Optimization, 2021, 59(3), 2346-2380 • SIAM Journal on Control and Optimization, 2020, 58(2), 1049-1076 • Mathematics of Operations Research, 2020, 45(4), 1210-1236 • SIAM Journal on Control and Optimization, 2019, 57(1), 366-401 • Mathematical Finance, 2018, 28(3), 800-838 • The Annals of Applied Probability, 2017, 27(2), 960-1002 • The Annals of Applied Probability, 2015, 25(3), 1383-1419 Award • Best Teacher Award, Department of Applied Mathematics, The Hong Kong Polytechnic University, 2021/22
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