个人简介：

黄永辉，男，中共党员，教授，博士生导师。2010年6月毕业于中山大学概率统计专业，获理学博士学位。2010年7月至今在中山大学数学学院工作，历任师资博士后、讲师、副教授（2014年1月）、教授（2026年1月），曾访问英国伯明翰大学、英国利物浦大学、加拿大卡尔加里大学、澳门大学，致力于半马尔可夫决策过程、逐段决定马尔可夫决策过程和逐段决定马尔可夫博弈等方面的研究，成果发表在 SIAM J. Optim.、Math. Oper. Res.、European. J. Oper. Res.、Appl. Math. Optim.、Adv. Appl. Probab.、J. Appl. Probab. 等运筹学、概率论主流SCI期刊，获教育部自然科学奖二等奖。

 

系别：统计系

电话：020-89638103

职称:  教授

邮箱: hyongh5@mail.sysu.edu.cn

 

研究方向：马尔可夫决策过程，随机博弈（含非合作与合作博弈）

 

科研项目：

  1. 国家自然科学基金面上项目，72471252，带风险度量的合作随机博弈，2025/01-2028/12，主持
  2. 国家自然科学基金面上项目，11471341，随机动态系统的风险分析及其最优控制问题，2015/01-2018/12，主持
  3. 国家自然科学基金青年项目,  11101444，半马氏随机动态系统的多约束和方差最小问题，2012/01-2014/12，主持
  4. 国家自然科学基金重点项目，11931018，随机动态博弈的理论与应用，2020/01-2024/12，参与
  5. 国家重点研发计划课题，2022YFA1004600，大规模分布式能源网络多主体随机博弈均衡理论与博弈学习进化方法，2022/12-2027/11，参与
  6. 广东省自然科学基金面上项目，2023A1515012644, 逐段决定马尔可夫过程的风险灵敏控制及博弈问题，2023/01-2025/12，主持

 

科研奖励：

  1. 郭先平，黄永辉，马尔可夫决策过程的理论与应用，教育部自然科学奖，二等奖，2017/02
  2. 黄永辉，李仲飞，郭先平，Constrained optimalityfor finite horizon semi-Markov decision processes in Polish spaces，国际会议WCICA，Ho Pan Ching Yi Award，2016/06

 

研究论文：

  1. Zhouxin Chen, Jun Lu, Yonghui Huang* and Li Xia. Multi-stage cost distribution for cooperative games in smart community grids, Sustainable Energy, Grids and Networks, 48 (2026), Paper No. 102535, 14pp.
  2. Zhouxin Chen and Yonghui Huang*. Multi-objective discounted continuous-time Markov decision processes, Appl. Math. Optim., 94 (2026), no.1, Paper No. 20, 33pp.
  3. Yonghui Huang and Junyu Zhang*. Nonzero-sum discounted piecewise deterministic Markov games with boundary impulsive controls, J. Math. Anal. Appl., 557 (2026), no. 2, Paper No. 130291, 26pp.
  4. Xin Guo, Yonghui Huang and Yi Zhang*. On average optimality for non-stationary Markov decision processes in Borel spaces, Math. Oper. Res., 50 (2025), no. 4, 2552-2576.
  5. Xin Guo and Yonghui Huang*. Risk-sensitive zero-sum games for continuous-time jump processes with unbounded rates and Borel spaces, Stochastics, 97 (2025), no. 2, 254-286.
  6. Yonghui Huang, Zhaotong Lian and Xianping Guo. Zero-sum infinite-horizon discounted piecewise deterministic Markov games, Math. Methods Oper. Res., 97 (2023), no. 2, 179-205. 
  7. Yonghui Huang, Zhaotong Lian and Xianping Guo. Risk-sensitive infinite-horizon discounted piecewise deterministic Markov decision processes, Operational Research, 22 (2022), no. 5, 5791-5816.
  8. Xin Guo and Yonghui Huang*. Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates, J. Appl. Probab., 58 (2021), no. 2, 523-550. 
  9. Yonghui Huang and Xianping Guo. Multiconstrained finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates, Math. Oper. Res., 45 (2020), no. 2, 641-659.
  10. Yonghui Huang, Zhaotong Lian and Xianping Guo. Risk-sensitive finite-horizon discounted piecewise deterministic Markov decision processes, Oper. Res. Lett., 48 (2020), no. 1, 96-103.
  11. Yonghui Huang and Xianping Guo. Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates, Stochastics, 91 (2019), no. 1, 67-95.
  12. Yonghui Huang. Finite-horizon continuous-time Markov decision processes with mean and variance criteria, Discrete Event Dynamic Systems, 28 (2018), no. 4, 539-564. 
  13. Yonghui Huang, Zhaotong Lian and Xianping Guo. Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria, Adv. Appl. Probab., 50 (2018), no. 3, 783-804.
  14. Xianping Guo, Yonghui Huang* and Yi Zhang. Constrained continuous-time Markov decision processes on the finite horizon, Appl. Math. Optim., 75 (2017), no.1, 317-341.
  15. Yonghui Huang and Xianping Guo. Minimum average value-at-risk for finite horizon semi-Markov decision processes in continous time, SIAM J. Optim., 26 (2016), no. 1, 1-28.  
  16. Xiaolong Zou and Yonghui Huang*. Verifiable conditions for average optimality of continuous-time Markov decision processes, Oper. Res. Lett., 44 (2016), no. 6, 742-746.
  17. Yonghui Huang, Xianping Guo. Mean-variance problems for finitehorizon semi-Markov decsion processes, Appl. Math. Optim., 2015, 72(2): 233–259.
  18. Xianping Guo, Xiangxiang Huang, Yonghui Huang. Finite horizon optimality for continuous-time Markov decision processes with unbounded transition rates, Adv. Appl. Probab., 2015, 47(4): 1064-1087.
  19. Yonghui Huang, Zhongfei Li, Xianping Guo. Constrained optimalityfor finite horizon semi-Markov decision processes in Polish spaces, Oper. Res.Lett., 2014, 42(2):123-129.
  20. Wenzhao Zhang, Yonghui Huang, Xianping Guo. Nonzero-sum constrained discrete-time Markov games: The case of unbounded costs, Top, 2014, 22(3):1074–1102.
  21. Yonghui Huang, Qingda Wei, Xianping Guo. Constrained Markov decision processes with first passage criteria, Ann. Oper. Res., 2013, 206:197-219.
  22. Yonghui Huang, Xianping Guo, Zhongfei Li. Minimum risk probability for finite horizon semi-Markov decision processes, J. Math. Anal. Appl., 2013, 402 (1): 378-391.
  23. Xianping Guo, Yonghui Huang, XinyuanSong. Linear programming and constrained average optimality for general continuous-time Markov decision processes in history-dependent policies, SIAM J. Control Optim., 2012, 50 (1): 23-47.
  24. Yonghui Huang, Xianping Guo, Xinyuan Song. Performance analysisfor controlled semi-Markov systems with application to maintenance, J. Optim.Theory Appl., 2011, 150 (2): 395-415.
  25. Yonghui Huang, Xianping Guo. Finite horizon semi-Markov decisionprocesses with application to maintenance systems, European. J. Oper. Res., 2011, 212 (1):131-140.
  26. Yonghui Huang, Xianping Guo. First passage models for denumerablesemi-Markov decision processes with nonnegative discounted costs, Acta Math.Appl. Sinica, 2011, 27 (2): 177-190.
  27. 黄永辉，郭先平. 非负费用折扣半马氏决策过程，数学学报，2010，53 (3)：503-514.
  28. Yonghui Huang, Xianping Guo. Optimal risk probability for first passage models in semi-Markov decision processes, J. Math. Anal. Appl., 2009, 359 (1): 404-420.