DEPARTMENT OF APPLIED MATHEMATICS 80 Email james.huang@polyu.edu.hk Qualification PhD (University of Alberta) ORCID ID 0000-0003-3315-6549 Dr HUANG Jianhui James Associate Professor Research Overview Dr Huang's current research interests include (1) Dynamic optimisation and game theory (2) Stochastic control and analysis (3) Applications in economics, finance and risk management Dr Huang has conducted some research works for related artificial intelligence and deep learning for large scaled complex system, especially for the optimal decision for decision makers with risky factors learning scheme. He has also published in journals such as SIAM Journal on Control and Optimization, IEEE Transactions on Automatic Control, and Automatica. Representative Publications • Y. Hu, J. Huang and T. Nie (2018). Linear-quadraticGaussian Mixed Mean-Field Games with Heterogeneous Input Constraints. SIAM Journal on Control and Optimization, 56(4), 2835-2877 • J. Huang and M. Huang (2017). Robust Mean Field LQG Games with Unknown L2-Disturbance. SIAM Journal on Control and Optimization, 55(5), 2811-2840 • 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(4), 2106-2117 Award • Outstanding Achievement Award in Natural Science for Institution of Higher Education (Second Prize), Ministry of Education of the People's Republic of China, 2018
RkJQdWJsaXNoZXIy Mjc5OTU=