Ziyu Huang

EDUCATION

  • Ph.D. in Mathematics, Fudan University

    Supervisor: Professor Shanjian Tang                                   September 2019 — June 2024       

  • Visiting Fellow, City University of Hong Kong  

    Supervisor: Professor Alain Bensoussan                                       January 2023 — July 2023

  • Bachelor in Mathematics, Fudan University.                       September 2015 — June 2019

EMPLOYMENT

  • Postdoctoral Researcher, Humboldt Universität zu Berlin

    Supervisor: Professor Ulrich Horst                                                   October 2026 — precent

  • Postdoctoral Fellow, The Chinese University of Hong Kong

    Supervisor: Professor Sheung Chi Phillip Yam                      July 2024 — September 2026       

RESEARCH  INTERESTS

  • Mean field games
  • Mean field type control problems
  • HJB equation
  • Rough stochastic differential equations

PUBLICATIONS & PREPRINTS

  1. Z. Huang and S. Tang, Mean field games with common noises and conditional distribution dependent FBSDEs, Chinese Ann. Math. Ser. B, 43 (4), 2022, 523-548. https://doi.org/10.1007/s11401-022-0344-3
  2. Z. Huang and S. Tang, State-density flows of non-degenerate density-dependent mean field SDEs and associated PDEs, Trans. Amer. Math. Soc., 376 (3), 2023, 1553-1599. https://doi.org/10.1090/tran/8809 
  3. A. Bensoussan, Z. Huang and S. C. P. Yam, Control theory on Wasserstein space: a new approach to optimality conditions, Ann. Math. Sci. Appl., 8 (3), 2023, 565-628. https://dx.doi.org/10.4310/AMSA.2023.v8.n3.a6
  4. A. Bensoussan, Z. Huang and S. C. P. Yam, Maximum principle for mean field type control problems with general volatility functions, Int. Game Theory Rev., 26 (2), 2024, 2440003. https://dx.doi.org/10.1142/S0219198924400036
  5. Z. Huang and S. Tang, Mean field games with major and minor agents: the limiting problem and Nash equilibrium, Stochastics, 97(1), 2025, 81-114. https://doi.org/10.1080/17442508.2024.2424864 
  6. A. Bensoussan, Z. Huang, S. Tang and S. C. P. Yam, Degenerate mean field type control with linear and unbounded diffusion, and their associated equations, SIAM J. Math. Anal., 57 (5), 2025, 5494-5530. https://doi.org/10.1137/23M1617904
  7. A. Bensoussan, Z. Huang, S. Tang and S. C. P. Yam, On mean field monotonicity conditions from a control theoretical perspective, Rendiconti Lincei - Matematica e Applicazioni, 36 (1), 2025, 89-137. https://doi.org/10.4171/rlm/1066
  8. A. Bensoussan, Z. Huang, S. Tang and S. C. P. Yam,  A Class of degenerate mean field games, associated FBSDEs and master equations, SIAM J. Control Optim., 64 (5), 2026, 3246-3273. https://doi.org/10.1137/25M1743430
  9. Z. Huang and S. Tang, Fully coupled nonlocal quasilinear forward-backward parabolic equations arising from mean field games, to appear in Chinese Ann. Math. Ser. B. https://arxiv.org/abs/2105.13213
  10. Z. Huang, B. Jiang and Y. Jiang, Inexact and implementable accelerated Newton proximal extragradient method for convex optimization, submitted. https://arxiv.org/abs/2402.11951
  11. A. Bensoussan, Z. Huang, S. Tang and S. C. P. Yam, Second order fully nonlinear mean field games with degenerate diffusions, submitted. https://arxiv.org/abs/2503.16869
  12. A. Bensoussan, Z. Huang, S. Tang and S. C. P. Yam, Mean field type control problems driven by jump-diffusions, submitted. https://arxiv.org/abs/2509.25614
  13. A. Bensoussan, Z. Huang, S. Wang and S. C. P. Yam, On convergence rates of general $N$-Player Stackelberg games to their mean field limits, submitted. https://arxiv.org/abs/2510.02380
  14. A. Bensoussan, Z. Huang and S. C. P. Yam, A variational approach to mean field type control, submitted. https://arxiv.org/abs/2511.22428

TALKS

  •  “Second-order Mean Field Games and Their Associated Equations”, Joint CUHK-BUW workshop on Stochastic and Computational Finance, School of Mathematics and Natural Sciences, Bergische Universität Wuppertal, Germany, December 10, 2025.

  • “Mean Field Games, Mean Field Type Control Problems, and Their Associated Equations”, Research Seminar Rough Analysis and Stochastic Dynamics TU, Technische Universität Berlin, Online, December 4, 2025.

  • “Degenerate Mean Field Type Control with Linear and Unbounded Diffusion, and Their Associated Equations”, the 9th National Annual Conference on Probability Theorey: Probability and Statistics Session, Chinese Mathematical Society, School of Mathematics and Statistics at Central South University, China, June 14, 2025.

  •  “Fully Coupled Nonlocal Quasilinear Forward-Backward Parabolic Equations Arising from Mean Field Games”, CAS and PolyU SIAM Student Chapters Joint Workshop, Online, December 24, 2022.

Contact

Office: Room 2.233, Rudower Chaussee 25, 12489 Berlin 

Email: ziyu.huang@hu-berlin.de