教育背景

博士，数学科学杏运，复旦大学🙇🏽‍♀️🟢，2009-2013

硕士，数学系，南京大学🧹，2006-2009

本科，理杏运，中国矿业大学🧖🏿‍♀️，2000-2004

工作经历

博士后，复旦大学杏运官网娱乐🙇，2013-2016

访问学者👦🏻🛗，美国布朗大学，2014-2014

主持项目

1. 国家自然科学面上项目，12071292，退化随机过程的可解性理论及其 控制问题，2021-01 至 2024-12，在研🙍🏼。

2. 国家自然科学青年基金🎵🖕🏽，11701369，基于路径依赖 PDE 粘性解 理论的路径依赖的随机控制与对策问题，2018-01 至 2020-12🧝🏿🚣🏼‍♂️，结题⛷👩🏻‍🍼。

发表论文

1. K. Du, Q. Meng and F. Zhang*, A Q-learning algorithm for discrete-time linear-quadratic control with random parameters of unknown distribution: convergence and stabilization, SIAM J. Control Optim. 60(2022), no. 4, 1991–2015.

2. F. Zhang, Y. Dong, Q. Meng*. Backward Stochastic Riccati Equation with Jumps associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients, SIAM J. Control Optim., 58(2020), no.1, 393-424.

3. F. Zhang, K. Du*. Krylov–Safonov estimates for multi-dimensional degenerated diffusions, Stochastic Process. Appl., 130(2020), no. 8, 5100-5123.

4. K. Du, J. Liu, F. Zhang*. Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs, Ann. Inst. Henri Poincaré Probab. Stat., 56(2020), no. 2, 1230–1250.

5. F. Zhang*. The existence of game value for path-dependent stochastic differential game, SIAM J. Control Optim., 55 (2017), no. 4, 2519–2542.

6. S. Tang*, F. zhang. Path-Dependent Optimal Stochastic Control and Viscosity Solution of Associated Bellman Equations, Discrete Contin. Dyn. Syst. - Series A, 2015, 35(11), 5521-5553.

7. F. Zhang, QX. Meng*, MN. Tang. Partial Information Stochastic Differential Games for Backward Stochastic Systems Driven by Lévy Processes, Mathematical Problems in Engineering, vol. 2020, Article ID 8563790, 7 pages, 2020.

8. F. Zhang*. Existence of game value and approximating Nash equilibrium for path- dependent stochastic differential game, in Control Conference (CCC), 2017 36th Chinese, 2017, 295-300.

本科课程

数学分析I👨🏽‍🏫、II、III

研究生课程

时间序列分析

强化学习与最优控制