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Now I am a postdoctral 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 control, Mean Field Game, Optimal stopping, Viscosity solution for PDEs on Wasserstein space, Graphon dynamics
Contact
Office: 1821 East Hall, 530 Church St, Ann Arbor, MI 48109
Email: hexihao@umich_dot_edu, he.xihao.math@gmail_dot_com
Publications
Preprints
Comparison of viscosity solutions for a class of non-linear PDEs on the space of finite nonnegative measures
Ibrahim Ekren, Xihao He, Tianxu Lan, Xiaolu Tan
submitted
Mean-field games with rough common noise: the compactification approach
Erhan Bayraktar, Xihao He, Xiang Yu, Fengyi Yuan
Submitted
Nonlinear graphon mean field systems with common noise
Erhan Bayraktar, Xihao He, Donghan Kim
submitted
Accepted papers
Comparison for semi-continuous viscosity solutions for second order PDEs on the Wasserstein space
Erhan Bayraktar, Ibrahim Ekren, Xihao He, Xin Zhang
Journal of Differential Equations 455, 113963.
On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise
Xihao He
Stochastic Processes and their Applications. 2025 May 14:104681.
A mean-field version of Bank-El Karoui's representation of stochastic processes
Xihao He, Xiaolu Tan, Jun Zou
The Annals of Applied Probability. 2025 Oct;35(5):3334-77.
An exit contract optimization problem
Xihao He, Xiaolu Tan, Jun Zou
ESAIM: Control, Optimisation and Calculus of Variations, 2023;29:82.