Yuqiong Wang | 王钰琼

yuqiong.wang@math.uu.se | Å14209

Picture of me I am a reseacher in stochastic control theory at Department of mathematics at Uppsala University. My research interests include stochastic control, optimal stopping problems and stochastic games.

Previously, I worked as a PhD student at Department of mathematics at Uppsala University under the supervision of Erik Ekström, and I defended my PhD thesis on 22 September, 2023. An introduction to my thesis can be downloaded here.

Publications and preprints

  • 2023
    Bayesian sequential least-squares estimation in discrete time, with Erik Ekström.
    Manuscript.
  • 2023
    Dynkin ghost games with asymmetry and consolation, with Erik Ekström.
    Manuscript.
  • 2023
    Asymptotic mean value formulas, nonlocal space-time parabolic operators and anomalous tug-of-war games, with Carmina Fjellström and Kaj Nyström. [DOI]
    Journal of Differential Equations 342C (2023) pp. 150-178.
  • 2023
    Stopping problems with an unknown state, with Erik Ekström. [DOI]
    Journal of Applied Probability (2023) pp. 1 - 14
  • 2022
    Bayesian sequential composite hypothesis testing in discrete time, with Erik Ekström. [DOI]
    ESAIM: PS 26 (2022) 265–282.
  • 2021
    Multi-dimensional sequential testing and detection, with Erik Ekström. [DOI]
    Stochastics, 94:5, 789-806 (2021).

Conference talks

  • 2023
    Workshop on Stochastic Dynamic Games and Related Topics. [Slides]
    Title: Asymmetric Dynkin ghost games with consolation.
  • 2022
    13th International Workshop on Stochastic Models and Control. [Slides]
    Title: Stopping problems with an unknown state.
  • 2021
    One World Optimal Stopping and Related Topics - Ph.D. Students Workshop. [Slides]
    Title: Bayesian sequential hypothesis testing in discrete time.
  • 2021
    Matematikseminariet. [Slides]
    Title: The grading problem and optimal stopping.
  • 2020
    Leeds Winter School on Optimal Stopping and Free Boundary Problems. [Slides]
    Title: Sequential Testing and Quickest Detection Problems for a Multi-dimensional Wiener Process.
  • 2019
    Ph.D. Math Fest 2019.
    Title: Optimal Stopping with Discrete Costly Observations.
  • 2019
    2nd Conference on Stochastic Control and Games Under Ambiguity. [Slides]
    Title: Optimal Stopping with Discrete Costly Observations.

Fun talks

  • Title: The tale of a coin flipper with OCD. [Notes]
  • Title: How to walk home tipsy: from random walks to PDEs. [Notes]
  • Title: Gambling against randomness: how to know when to stop.