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廖华夫,副教授、博士生导师。本人2019年博士毕业于中国科学技术大学,曾先后在新加坡国立大学、柏林洪堡大学、香港城市大学从事博士后研究,之后于2024年加入大连理工大学。本人主要研究兴趣为随机最优控制理论及其在数理金融和机器学习中的应用,围绕相关问题已在应用数学类期刊
Ann. Appl. Probab., SIAM J. Control Optim., Adv. Appl. Probab., 以及金融、保险类期刊 Math. Financ. Econ., Scand. Actuar. J.上发表学术论文7篇。
代表性论文:
1.Lijun Bo, Huafu Liao, Xiang Yu, Risk-sensitive credit portfolio optimization under partial information and contagion risk, The Annals of Applied Probability, 2022.08, 32(4), 2355-2399
2.Lijun Bo, Agostino Capponi, Huafu Liao, Large sample mean-field stochastic optimization, SIAM Journal on Control and Optimization, 2022.08, 60(4), 2538-2573
3.Lijun Bo, Huafu Liao, Xiang Yu, Risk sensitive portfolio optimization with default contagion and regime-switching, SIAM Journal on Control and Optimization, 2019.01, 57(1), 366-401
4.Lijun Bo, Huafu Liao, Xiang Yu, Optimal tracking portfolio with a ratcheting capital benchmark, SIAM Journal on Control and Optimization, 2021. 01, 59(3), 2346-2380
5.Huafu Liao, Alpár R. Mészáros, Chenchen Mou, Chao Zhou, Convergence analysis of controlled particle systems arising in deep learning: from finite to infinite sample size, arXiv:2404.05185
6.Huafu Liao, Chenchen Mou, A particle system approach towards the global well-posedness of master equations for potential mean field games of control, arXiv:2412.11742
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