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黄永辉

领域:新一代信息技术产业 学校:中山大学职称:副教授

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教育背景

2007/09-2010/06, 中山大学,概率统计,博士

2005/09-2007/08,中山大学,概率统计,硕士

工作经历

2014/01–至今, 中山大学, 数计学院, 副教授 2010/07–2013/12, 中山大学, 数计学院, 讲师

项目课题经历

主要科研项目:

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

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、成果、著作等

论文:

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.

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.

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

专利、著作版权等

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