Zhenhua Wang

About me

I am holding a tenure-track position at Shandong University. Before that, I was a postdoctoral scholar in the Department of Mathematics at Iowa State University, work with Prof. Ruoyu Wu for the academic year of 2023-2024. During 2020-2023, I was a postdoctoral assistant professor in the Department of Mathematics at University of Michigan Ann Arbor, mentored by Prof. Erhan Bayraktar. I got my Ph.D. degree in 2020 from University of Colorado Boulder under supervision of Prof. Janos Englander and Prof. Yu-Jui Huang. Here is my CV.

Publications

Policy Iteration for Exploratory Hamilton--Jacobi--Bellman Equations, (with Hung Vinh Tran and Yuming Paul Zhang), Applied Mathematics and Optimization, to appear.
Convergence of Policy Iteration for Entropy-regularized Stochastic Control Problems, (with Yu-Jui Huang and Zhou Zhou), SIAM Journal on Control and Optimization, to appear.
Binomial-tree approximation for time-inconsistent stopping (with Erhan Bayraktar and Zhou Zhou), SIAM Journal on Financial Mathematics, to appear.
On Time-Inconsistency in Mean Field Games, (with Erhan Bayraktar), Mathematical Finance, published online, 2024.
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes, (with Erhan Bayraktar, Yu-Jui Huang and Zhou Zhou), Mathematics of Operations Research, published online, 2024..
Equilibria of Time-inconsistent Stopping for One-dimensional Diffusion Processes, (with Erhan Bayraktar and Zhou Zhou), Mathematical Finance, 33(3): 797- 841, 2023.
Stability of Equilibria in Time-inconsistent Stopping Problems, (with Erhan Bayraktar and Zhou Zhou), SIAM Journal on Control and Optimization, 61(2):674-696, 2023.
Stability of Time-inconsistent Stopping for One-dimensional Diffusion, (with Erhan Bayraktar and Zhou Zhou), SIAM Journal on Financial Mathematics, 13(4):SC123-SC135, 2022.
Optimal Equilibria for Multidimensional Time-Inconsistent Stopping Problems, (with Yu-jui Huang), SIAM Journal on Control and Optimization, 59(2): 1705-1729, 2021.
The coin-turning walk and its scaling limit, (with Janos Englander and Stanislav Volkov), Electronic Journal of Probability, 25:1-38, 2020.

Presentations

Analysis & Probability Seminar, Iowa State University, September 6, 2023.
Joint Mathematics Meetings 2023, Boston January 6, 2023.
6th Eastern Conference on Mathematical Finance, Rutgers University, October 14, 2022.
Financial/Actuarial Mathematics Seminar, University of Michigan, April 18, 2022.
Stochastics and Finance Seminar, Shandong University, virtual, December 18, 2021.
SIAM Conference on Financial Mathematics and Engineering, Virtual, June 01, 2021.
Stochastics Seminar, University of Colorado Boulder, November 7, 2019.
Stochastics Seminar, University of Colorado Boulder , September 19, 2019.
SIAM Conference on Financial Mathematics and Engineering, Toronto, Canada, June 5, 2019.
Probability Seminar, University of Colorado Boulder, April 4, 2019.

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