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中山大学数学学院导师教师师资介绍简介-黄永辉

本站小编 Free考研考试/2021-05-20

政治面貌:中共党员
教育背景:
2007/09-2010/06, 中山大学,概率统计,博士 ? ? ? ? ? ?
2005/09-2007/08,中山大学,概率统计,硕士
工作经历
2014/01–至今, ? 中山大学, ?数计学院, ? 副教授
2010/07–2013/12, 中山大学, ?数计学院, ? 讲师
访学经历:
2015/08–2015/08,卡尔加里大学,统计系,???访问****??
2015/07–2015/07,利物浦大学,数学科学学院,访问****
2014/07–2014/07,?澳门大学,??工商管理学院,?访问****
?
系别:-
电话:
职称:副教授
邮箱:hyongh5@mail.sysu.edu.cn
研究成果1主要科研项目:
国家自然科学基金面上项目,**,随机动态系统的风险分析及其最优控制问题,2015/01-2018/12,在研,主持
国家自然科学基金青年项目, **,半马氏随机动态系统的多约束和方差最小问题,2012/01-2014/12,结题,主持
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论文:
YonghuiHuang, Xianping Guo. Minimum average value-at-risk for finitehorizon semi-Markov decision processes in continuous-time, SIAM J. Optim.,2016, 26(1):1-28.
YonghuiHuang, Xianping Guo. Mean-variance problems for finitehorizon semi-Markov decision processes, Appl. Math. Optim., 2015,72(2):233–259.
Xianping Guo, Xiangxiang Huang,?Yonghui Huang. Finite horizonoptimality for continuous-time Markov decision processes with unboundedtransition rates, Adv. Appl. Probab., 2015, 47(4): 1064-1087.
YonghuiHuang, Zhongfei Li, Xianping Guo. Constrained optimalityfor finite horizon semi-Markov decision processes in Polish spaces. Oper. Res.Lett.,2014,42(2):123-129.
Wenzhao Zhang,?Yonghui Huang, Xianping Guo. Nonzero-sum constrained discrete-timeMarkov games: The case of unbounded costs, Top, 2014, 22(3):1074–1102.
YonghuiHuang, Qingda Wei, Xianping Guo. Constrained Markovdecision processes with first passage criteria, Ann. Oper. Res., 2013,206:197-219.
YonghuiHuang, Xianping Guo, Zhongfei Li. Minimum riskprobability for finite horizon semi-Markov decision processes,J.Math.Anal.Appl., 2013, 402(1): 378-391.
Xianping Guo,?Yonghui Huang,XinyuanSong. Linear programming and constrained average optimality for generalcontinuous-time Markov decision processes in history-dependent policies, SIAMJ. Control Optim., 2012, 50(1): 23-47.
YonghuiHuang, Xianping Guo, Xinyuan Song. Performance analysisfor controlled semi-Markov systems with application to maintenance,?J. Optim.Theory Appl., 2011, 150 (2): 395-415.
YonghuiHuang, Xianping Guo. Finite horizon semi-Markov decisionprocesses with application to maintenance systems, European. J. Oper. Res.,2011, 212 (1):131-140.
YonghuiHuang, Xianping Guo. First passage models for denumerablesemi-Markov decision processes with nonnegative discounted costs, Acta Math.Appl. Sinica, 2011, 27 (2): 177-190.
黄永辉,郭先平.?非负费用折扣半马氏决策过程,数学学报,2010,53 (3):503-514.
Yonghui Huang,Xianping Guo. Optimal risk probability for first passage models in semi-Markovdecision processes, J. Math. Anal. Appl., 2009, 359 (1): 404-420.





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