政治面貌：中共党员

教育背景：

2007/09-2010/06, 必赢体育官网登录，概率统计，博士            

2005/09-2007/08，必赢体育官网登录，概率统计，硕士

工作经历：

2014/01–至今，   必赢体育官网登录，  数计学院，   副教授

2010/07–2013/12, 必赢体育官网登录，  数计学院，   讲师

访学经历：

2015/08–2015/08，卡尔加里大学，统计系，   访问学者  

2015/07–2015/07，利物浦大学，数学科学学院，访问学者

2014/07–2014/07, 澳门大学，  工商管理学院， 访问学者

 

系别：-

电话：020-34022183

职称:副教授

邮箱:hyongh5@mail.sysu.edu.cn

研究成果1

主要科研项目：

  1. 国家自然科学基金面上项目，11471341，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

  2. 国家自然科学基金青年项目, 11101444，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

     

    论文：

  1. 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.

  2. YonghuiHuang, Xianping Guo. Mean-variance problems for finitehorizon semi-Markov decision processes, Appl. Math. Optim., 2015,72(2):233–259.

  3. 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.

  4. YonghuiHuang, Zhongfei Li, Xianping Guo. Constrained optimalityfor finite horizon semi-Markov decision processes in Polish spaces. Oper. Res.Lett.，2014,42(2):123-129.

  5. Wenzhao Zhang, Yonghui Huang, Xianping Guo. Nonzero-sum constrained discrete-timeMarkov games: The case of unbounded costs, Top, 2014, 22(3):1074–1102.

  6. YonghuiHuang, Qingda Wei, Xianping Guo. Constrained Markovdecision processes with first passage criteria, Ann. Oper. Res., 2013,206:197-219.

  7. YonghuiHuang, Xianping Guo, Zhongfei Li. Minimum riskprobability for finite horizon semi-Markov decision processes,J.Math.Anal.Appl., 2013, 402(1): 378-391.

  8. 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.

  9. YonghuiHuang, Xianping Guo, Xinyuan Song. Performance analysisfor controlled semi-Markov systems with application to maintenance, J. Optim.Theory Appl., 2011, 150 (2): 395-415.

  10. YonghuiHuang, Xianping Guo. Finite horizon semi-Markov decisionprocesses with application to maintenance systems, European. J. Oper. Res.,2011, 212 (1):131-140.

  11. YonghuiHuang, Xianping Guo. First passage models for denumerablesemi-Markov decision processes with nonnegative discounted costs, Acta Math.Appl. Sinica, 2011, 27 (2): 177-190.

  12. 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.

  13. Yonghui Huang,Xianping Guo. Optimal risk probability for first passage models in semi-Markovdecision processes, J. Math. Anal. Appl., 2009, 359 (1): 404-420.