Ruojun Huang

发表

A Forward-backward Algorithm for Stochastic Control Problems - Using the Stochastic Maximum Principle as an Alternative to Dynamic Programming

George Papanicolaou, Justin A. Sirignano, Stephan E. Ludwig, 2012, ICORES.

The KPP equation as a scaling limit of locally interacting Brownian particles

Franco Flandoli, Ruojun Huang, 2021, Journal of Differential Equations.