黃永輝，博士，中山大學數學學院副教授。
基本介紹
- 中文名：黃永輝
- 畢業院校：中山大學
- 學位/學歷：博士
- 專業方向：機率統計
- 任職院校：中山大學
人物經歷,教育背景,工作經歷,訪學經歷,學術成果,科研項目,論文,
人物經歷
教育背景
2007/09-2010/06, 中山大學，機率統計，博士
2005/09-2007/08，中山嚷腳再大學，機率統計，碩士
工作經歷
2014/01–至故芝樂今， 中山大學， 數計學院， 副教授
2010/07–2013/12, 中山轎危大學， 數計學院， 講師
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， 工商管理學鍵捆紙院， 訪問學者
學術成果
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茅乘熱奔, 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，結題殃臘您，主持
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.，宙匙雅遙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.
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.
