About Me
I am a postdoctral fellow in the Department of Applied Mathematics at The Hong Kong Polytechnic University, supervised by Prof. Xiang Yu.
In the Department of Mathematical Sciences at Tsinghua University, I obtained the B.S. degree in Mathematics and Applied Mathematics (2021) and the PH.D. degree in Statistics (2026), supervised by Prof. Zongxia Liang.
Research Interests
My research interests lies at the intersection of stochastic control and financial mathematics. I am particularly interested in:
- Singular stochastic control problems and variational inequalities
- Time-inconsistent stochastic control problems and equilibrium
- Reinforcement learning for stochastic control problems
