Le Yang

I am currently a fourth-year Ph.D. candidate in the Department of Systems Engineering at City University of Hong Kong (CityU), fortunate to be advised by Prof. Siyang Gao. Before joining CityU, I obtained my master's degree from the Zhongtai Securities Institute for Financial Studies at Shandong University in 2020, fortunate to be advised by Prof. Zhen Wu. I obtained my bachelor's degree from the School of Mathematics at Shandong University in 2017. From May 2019 to August 2019, I interned at the Academy of Mathematics and Systems Science, Chinese Academy of Sciences, where I fortunately worked with Prof. Dacheng Yao. From January 2024 to June 2024, I visited at Department of Industrial and Systems Engineering, University of Southern California , where I fortunately worked with Prof. Sheldon Mark Ross.

I am interested in Theory of Machine Learning and Simulation Optimization. If you share common interests and would like to explore collaboration or have a discussion, feel free to contact me.

Email  /  CV  /  GoogleScholar

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Publications
Improving the Knowledge Gradient Algorithm [arXiv]
Le Yang, Siyang Gao and Chin Pang Ho.
Accepted in Thirty-seventh Conference on Neural Information Processing Systems (NeurIPS), 2023  
Risk-Sensitive Stochastic Control with Applications to An Optimal Investment Problem under Correlated Noises
Le Yang, Yueyang Zheng and Jingtao Shi.
the Thirty-eight Chinese Control Conference (CCC), 2019  
Awards
  • Outstanding Postgraduate Graduates, 2020.4
  • National Scholarship for Graduate Students, 2019.10
  • Outstanding Postgraduate Scholarship, 2018.12
  • Outstanding Graduates, 2017.4
  • Second Prize of National College Students Mathematics Competition, 2016.11
  • First Prize of National College Students Mathematics Competition, 2014.11