PhD student
Department of Mathematics,
Imperial College London
I am a third-year PhD student in the Department of Mathematics at Imperial College London, supervised by Dante Kalise and Nikolas Kantas.
My research lies at the intersection of optimization and optimal control. At the core of my PhD project is the application of feedback control derived from the Hamilton-Jacobi-Bellman (HJB) to develop efficient numerical algorithms for non-convex optimization problems.
Non-convex optimization
Computational optimal control problems
High-dimensional approximation
Agent-based models
Imperial College London, London, United Kingdom 10/2022 - Now
PhD in applied mathematics
Funding:Roth Scholarship from Imperial College London
Imperial College London, London, United Kingdom 10/2021 - 10/2022
Master’s Degree in Statistics
Australian National University, Canberra, Australia 07/2020 - 07/2021
Bachelor’s Degree (Honours) in Mathematical Sciences
Australian National University, Canberra, Australia 07/2018 - 07/2020
Bachelor’s Degree in Mathematical Finance
Beijing University of Technology, Beijing, China 09/2016 - 07/2018
Bachelor’s Degree in Applied Mathematics
Data/moment-driven approaches for fast predictive control of collective dynamics, G. Albi, S. Bicego, M. Herty, Y. Huang, D. Kalise and C. Segala, Model Predictive Control, Vol. 31 in Dynamic Modeling and Econometrics in Economics and Finance Series, Springer: 29-54 [arxiv,book]
A multiscale Consensus-Based algorithm for multi-level optimization, M. Herty, Y. Huang, D. Kalise and H. Kouhkouh, Mathematical Models and Methods in Applied Sciences 35(10)(2025): 2207-2243 [arxiv, journal]
Fast and robust consensus-based optimization via optimal feedback control, Y. Huang, M. Herty, D. Kalise and N. Kantas, to appear in SIAM Journal on Scientific Computing [arxiv].
Supervised Learning for Hamilton-Jacobi-Bellman PDEs using High-Order Information, Behzad Azmi, Matías Gómez-Aedo, Y.Huang, Dante Kalise, Karl Kunisch.
Adaptive Basis and Data Selection for Polynomial Approximation of PDE Solutions, Y. Huang, Dante Kalise, Yuhua Zhu.
High-Dimensional Hamilton-Jacobi-Bellman PDEs for Global
Optimization, in High-Dimensional Control Problems and Mean-Field Equations with Applications in Machine Learning, Oberwolfach Report 56/2024. [link].
MSc Thesis (Imperial College London, 2022) Bayesian Optimization on Riemannian Manifolds, supervised by Andrew Duncan
BSc Honours thesis (Australian National University, 2021) Stochastic Mirror Descent Method, supervised by Qinian Jin
(Available upon request)
Mary Lister McCammon Summer Research Fellowship, Seminar talk, August 2025, IC, London, UK
Mathematical and Scientific Machine Learning (MSML2025), Poster presentation, August 2025, Naples, Italy.
Viennese Conference on Optimal Control and Dynamic Games (VC2025), July 2025, Vienna, Austria.
Siam Conference on Computational Science and Engineering (CSE25), March 2025, Fort Worth, Texas, U.S.
Invited talk, Computing and Mathematical Sciences (CMS) Department, Caltech, Online, January, 2025.
Oberwolfach Mini-Workshop:High-Dimensional Control Problems and Mean-Field Equations with Applications in Machine Learning, December 2024, MFO Oberwolfach, Germany.
Imperial College London Control and Optimization Seminar, December 2024, London, UK.
Research interests:
Infinite-horizon nap scheduling
Control-theoretical mood stabilization
PhD-induced stress mitigation
Currently funded by unlimited tuna and chin scratches.
“He may know nothing about optimization, but he’s remarkably good at minimizing my stress — with a perfectly timed, fluffy cuddle”