Xihao He

Xihao He is a Postdoctoral Assistant Professor in the Department of Mathematics at the University of Michigan, Ann Arbor. He works with Professors Erhan Bayraktar and Ibrahim Ekren. His research focuses on mean field games, optimal stopping, and principal-agent problems, with applications in stochastic processes and mathematical finance.

Education:
- Ph.D., Mathematics, The Chinese University of Hong Kong (2024), supervised by Professors Jun Zou and Xiaolu Tan.
- B.S., Wuhan University, China (2019).

Research Interests:
Xihao explores theoretical frameworks in stochastic analysis, including viscosity solutions, optimal stopping under non-Markovian dynamics, and contract optimization in mean-field settings. His work bridges pure mathematics and applied finance, addressing complex systems with common noise and large-scale interactions.

Recent Publications:
His recent articles analyze limit theory in mean-field optimal stopping and develop mean-field extensions of stochastic representation techniques. These contributions advance understanding of high-dimensional stochastic systems and their applications in finance and game theory.