About me

I am a Postdoctoral Assistant Professor in the Department of Mathematics at University of Michigan working with Prof. Erhan Bayraktar and Prof. Asaf Cohen. My research interests include stochastic control, mean field games, and financial mathematics.

Before that, I got my Ph.D. in the Department of Mathematical sciences at Worcester Polytechnic Institute in May 2024, under the supervision of Prof. Qingshuo Song.

I also hold a master’s degree in Mathematical Finance and Statistics from City University of Hong Kong (July 2019) and bachelor’s degrees in Mathematics and Applied Mathematics, and Financial Management from Nankai University (June 2018).

Contact

  • Email: jiaminj@umich.edu
  • Address: 2074 East Hall, 530 Church Street, Ann Arbor, MI 48109-1043

Preprints

  1. Turnpike properties in linear quadratic Gaussian $N$-player differential games.
    With Asaf Cohen. [arXiv]
  2. Ergodicity and turnpike properties of linear-quadratic mean field control problems.
    With Erhan Bayraktar. [arXiv]
  3. Long-time behaviors of stochastic linear-quadratic optimal control problems.
    With Sixian Jin, Qingshuo Song and Jiongmin Yong. [arXiv]

Publications

  1. On modified Euler schemes for McKean-Valsov stochastic differential equations with super-linear coefficients.
    With Qingshuo Song, Xiaojie Wang, Zhongqiang Zhang, and Yuying Zhao.
    Automatica, Vol. 177 (112284), 15 pages, 2025. [Journal], [arXiv]
  2. Convergence rate of LQG mean field games with common noise.
    With Qingshuo Song and Jiaxuan Ye.
    Mathematical Methods of Operations Research, Vol. 99, No. 3, 233-270, 2024. [Journal], [arXiv]
  3. The convergence rate of the equilibrium measure for the hybrid LQG mean field game.
    With Peiyao Lai, Qingshuo Song, and Jiaxuan Ye.
    Nonlinear Analysis: Hybrid Systems, Vol. 52, 28 pages, 2024. [Journal], [arXiv]
  4. On the graphon mean field game equations: Individual agent affine dynamics and mean field dependent performance functions.
    With Peter E. Caines, Daniel Ho, Minyi Huang, and Qingshuo Song.
    ESAIM: Control, Optimisation and Calculus of Variations, Vol. 28, Article 24, 24 pages, 2022. [Journal], [arXiv]