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黃永輝

(中山大學數學學院副教授)

鎖定
黃永輝,博士,中山大學數學學院副教授
中文名
黃永輝
畢業院校
中山大學
學位/學歷
博士
專業方向
概率統計
任職院校
中山大學
職    稱
副教授

黃永輝人物經歷

黃永輝教育背景

2007/09-2010/06, 中山大學,概率統計,博士
2005/09-2007/08,中山大學,概率統計,碩士 [1] 

黃永輝工作經歷

2014/01–至今, 中山大學, 數計學院, 副教授
2010/07–2013/12, 中山大學, 數計學院, 講師 [1] 

黃永輝訪學經歷

2015/08–2015/08,卡爾加里大學,統計系, 訪問學者
2015/07–2015/07,利物浦大學,數學科學學院,訪問學者
2014/07–2014/07, 澳門大學, 工商管理學院, 訪問學者 [1] 

黃永輝學術成果

黃永輝科研項目

國家自然科學基金面上項目,11471341,隨機動態系統的風險分析及其最優控制問題,2015/01-2018/12,在研,主持
國家自然科學基金青年項目, 11101444,半馬氏隨機動態系統的多約束和方差最小問題,2012/01-2014/12,結題,主持 [1] 

黃永輝論文

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.
黃永輝,郭先平. 非負費用折扣半馬氏決策過程,數學學報,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. [1] 
參考資料