Haoze Yan (William)

About me

I am a Ph.D. candidate in the Department of Industrial Engineering and Operations Research at the University of California, Berkeley, advised by Prof. Thibaut Mastrolia. Previously, I received my B.S. with Honors in Mathematics from the University of Texas at Austin in 2023, where I worked under the supervision of Prof. Thaleia Zariphopoulou.

My research lies at the intersection of stochastic control, contract theory, and reinforcement learning, with a particular focus on financial and cyber systems involving risk, strategic behavior, and model uncertainty.

Research interests

• Backward stochastic differential equations, including second-order BSDEs
• Hawkes processes and self-exciting stochastic systems
• Continous time reinforcement learning
• Cyber risk management and resilient cyber systems

Current position

Ph.D. Candidate
Department of Industrial Engineering and Operaions Research
University of California, Berkeley

Contact

Email: [haoze.yan[AT]berkeley[DOT]edu]

GitHub: https://github.com/williamy9267

Google Scholar: Haoze Yan