Yuqiong Wang | 王钰琼

I am a Byrne Research Assistant Professor at the Department of mathematics at University of Michigan, mentored by Erhan Bayraktar. My research interests include stochastic control, optimal stopping problems and stochastic games.

I received my PhD degree from the Department of mathematics at Uppsala University in 2023, under the supervision of Erik Ekström. An introduction to my thesis can be downloaded here. Before joining U of M, I worked for a year as a reseacher in stochastic control theory at Department of mathematics at Uppsala University.

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

• 2024
  12th Bachelier World Congress of the Bachelier Finance Society. [Slides]
  Title: Bayesian dynamic pricing in discrete time.
• 2024
  Junior Female Researchers in Probability 2024. [Slides]
  Title: Optimal tournament design in continuous time.
• 2023
  University of Michigan Financial/Actuarial Mathematics Seminars. [Slides]
  Title: Bayesian sequential testing and estimation in discrete time.
• 2023
  Young Researchers in Stochastic Control and Games. [Slides]
  Title: Bayesian sequential least-squares estimation in discrete time.
• 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.
• 2020
  Leeds Winter School on Optimal Stopping and Free Boundary Problems. [Slides]
  Title: Sequential Testing and Quickest Detection 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.

Local and Fun talks

• Title: Football vs. table tennis: which is the better sport? (Sept 2024, Michigan)
• Title: The tale of a coin flipper with OCD. (Nov 2021, Uppsala) [Slides]
• Title: The grading problem and optimal stopping. (Feb 2021, Matematikseminariet Uppsala) [Notes]
• Title: How to walk home tipsy: from random walks to PDEs. (Dec 2020, Uppsala) [Notes]
• Title: Gambling against randomness: how to know when to stop. (Dec 2019, Uppsala)