Huining Yang
BSc (2+2 SDU & UoM)
Status:
Postgraduate Student
Personal website:
CV (100.21K)
+44 1865 615351
Research groups:
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Research interests:
Stochastic Control and Game Theory
Reinforcement Learning
Mathematical Finance
Further details:
I am a third-year DPhil student at the EPSRC CDT in Industrially Focused Mathematical Modelling (InFoMM), supervised by Prof. Ben Hambly. My research focuses on decision-making under uncertainty in bargaining, in collaboration with BP.
Teaching:
MT19: TA for B8.1 Probability, Measure and Martingales
HT20: TA for B8.3 Mathematical Models of Financial Derivatives
Prizes, awards, and scholarships:
EPSRC InFoMM CDT Studentship, University of Oxford, 2018-2022
International Excellence Awards, University of Manchester, 2016-2017
Major / recent publications:
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon
Hambly, B; Xu, R; Yang, H. Accepted, SIAM Journal of Control and Optimization, 2021.