Dr. Haoyang Cao

Biography

Haoyang Cao is an Assistant Professor in the Department of Applied Mathematics and Statistics at Johns Hopkins University and a member of the Data Science and AI Institute. His research interests cover a variety of directions, particularly in stochastic controls, stochastic differential games, and mean-field games. He focuses on modeling problems such as impulse controls and singular controls, as well as the theoretical foundations of machine learning. His work often involves developing computational tools to tackle high-dimensional stochastic games with large populations. Furthermore, he studies how stochastic controls and games can enhance the theoretical understanding of machine learning paradigms, including generative models, reinforcement learning, meta-learning, and transfer learning. In addition to his research, he applies these skills in financial mathematics, inventory control, and healthcare. Before joining Johns Hopkins University, Cao was a postdoctoral researcher at the Centre de Mathematiques Appliquees, Ecole Polytechnique, under the supervision of Mathieu Rosenbaum. He also worked as a research associate at the Alan Turing Institute, supervised by Lukasz Szpruch from the University of Edinburgh and Samuel N. Cohen from the University of Oxford. He received his Ph.D. in 2020 from the Department of Industrial Engineering and Operations Research at the University of California, Berkeley, under the supervision of Xin Guo, and obtained a bachelor's degree in mathematics from the University of Hong Kong in 2015.

Research Interests