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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
Graphon dynamics, Mean Field Games(MFG), Optimal stopping, Principal-Agent problem, Viscosity solution for PDEs, Stochastic optimal control
- Contact
Office: 1821 East Hall, 530 Church St, Ann Arbor, MI 48109
Email: hexihao@umich.edu
- Curriculum vitae
- Google Scholar
Publications
Preprints
- Nonlinear graphon mean field systems with common noiseErhan Bayraktar, Xihao He, Donghan Kimin preparation
- Comparison for semi-continuous viscosity solutions for second order PDEs on the Wasserstein spaceErhan Bayraktar, Ibrahim Ekren, Xihao He, Xin Zhangsubmitted
Accepted papers
- A mean-field version of Bank-El Karoui's representation of stochastic processesXihao He, Xiaolu Tan, Jun ZouThe Annals of Applied Probability, to appear.
- On the limit theory of mean field optimal stopping with non-Markov dynamics and common noiseXihao HeStochastic Processes and their Applications. 2025 May 14:104681.
- An exit contract optimization problemXihao He, Xiaolu Tan, Jun ZouESAIM: Control, Optimisation and Calculus of Variations, 2023;29:82.