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Xihao He (何曦昊)
Now I am a postdoctoral assistant professor in Department of Mathematics at University of Michigan, Ann Arbor working with Prof. Erhan Bayraktar and Prof. Ibrahim Ekren.
Before that, I obtained my PhD degree in mathematics at the Chinese University of Hong Kong (CUHK) under the supervision of Prof. Jun Zou and Prof. Xiaolu Tan.
- Research Interest
Mean field games, optimal stopping, principal-agent problem.
- Contact
Office: 3079 East Hall, 530 Church St, Ann Arbor, MI 48109
Email: hexihao@umich.edu
- Curriculum vitae
- Google Scholar
Publications
Preprints
- Comparison for semi-continuous viscosity solutions for second order PDEs on the Wasserstein spaceErhan Bayraktar, Ibrahim Ekren, Xihao He, Xin Zhangarxiv.org/abs/2504.18697
- A mean-field version of Bank-El Karoui's representation of stochastic processesXihao He, Xiaolu Tan, Jun ZouarXiv preprint arXiv:2302.03300, Major Revision stage of The Annals of Applied Probability
Accepted papers
- On the limit theory of mean field optimal stopping with non-Markov dynamics and common noiseXihao HearXiv preprint arXiv:2310.00407, to appear on Stochastic Processes and Their Applications
- An exit contract optimization problemXihao He, Xiaolu Tan, Jun ZouESAIM: Control, Optimisation and Calculus of Variations, 2023;29:82.