教育背景与工作经历

教育背景

• 2000-2004，本科，理学院，中国矿业大学。
• 2006-2009，硕士，数学系，南京大学。
• 2009-2013，博士，数学科学学院，复旦大学。

工作经历

• 2013-2016，博士后，复旦大学管理学院。
• 2014，访问学者，美国布朗大学。

科研项目

• 1. 国家自然科学基金青年基金（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，主持，2018.01-2020.12，结题
• 2. 国家自然科学基金面上项目（12071292），退化随机过程的可解性理论及其控制问题，主持，经费60.02万元，2021.01-2024.12，结题
• 3. 国家自然科学基金指南引导类原创探索计划项目（42450269），融合机器学习的非线性滤波算法及其在非高斯数据同化中的应用（联合申请），参与，2025.01-2027.12，在研

代表性论著

• 1. You Weilong, Zhang Fu. Pontryagin’s Principle-Based Algorithms for Optimal Control Problems of Parabolic Equations. Mathematics, 2025, 13(7): 1143
• 2. Du K., Meng Q., Zhang F*. A Q-learning algorithm for discrete-time linear-quadratic control with random parameters of unknown distribution: convergence and stabilization. SIAM Journal on Control and Optimization, 2022, 60(4): 1991-2015
• 3. Zhang F., Dong Y., Meng Q*. Backward Stochastic Riccati Equation with Jumps associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients. SIAM Journal on Control and Optimization, 2020, 58(1): 393-424
• 4. Zhang F., Du K*. Krylov-Safonov estimates for multi-dimensional degenerated diffusions. Stochastic Processes and their Applications, 2020, 130(8): 5100-5123
• 5. Du K., Liu J., Zhang F*. Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2020, 56(2): 1230-1250
• 6. Zhang F*. The existence of game value for path-dependent stochastic differential game. SIAM Journal on Control and Optimization, 2017, 55(4): 2519-2542
• 7. Tang S*, Zhang F. Path-Dependent Optimal Stochastic Control and Viscosity Solution of Associated Bellman Equations. Discrete and Continuous Dynamical Systems - Series A, 2015, 35(11): 5521-5553
• 8. Zhang F., Meng Q.X.*, Tang M.N. Partial Information Stochastic Differential Games for Backward Stochastic Systems Driven by Lévy Processes. Mathematical Problems in Engineering, 2020, Article ID 8563790, 7 pages
• 9. Zhang F*. Existence of game value and approximating Nash equilibrium for path-dependent stochastic differential game. 36th Chinese Control Conference (CCC), 2017: 295-300

主讲课程

• 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。

荣誉与社会服务

荣誉与社会服务

• 中国工业与应用数学会系统与控制数学专业委员会委员，上海市非线性科学研究会理事

Education & Work Experience

Education

• 2000 - 2004, B.S., School of Science, China University of Mining and Technology.
• 2006 - 2009, M.S., Department of Mathematics, Nanjing University.
• 2009 - 2013, Ph.D., School of Mathematical Sciences, Fudan University.

Work Experience

• 2013 - 2016, Postdoctoral Fellow, School of Management, Fudan University.
• 2014, Visiting Scholar, Brown University, USA.

Research Projects

• Hosted projects: 1. Special Funds of the National Natural Science Foundation of China, 42450269, Nonlinear Filtering Algorithms Integrating Machine Learning and Their Applications in Non-Gaussian Data Assimilation, 2025.01-2027.12. 2. National Natural Science General Project, 12071292, solvability theory and control problems of degenerate stochastic processes, 2021-01 to 2024-12, finalized. 3. National Natural Science Foundation of China, 11701369, path-dependent stochastic control and countermeasures problem based on path-dependent PDE viscous solution theory, 2018-01 to 2020-12, finalized

Selected Publications

• 1. You Weilong, Zhang Fu. Pontryagin’s Principle-Based Algorithms for Optimal Control Problems of Parabolic Equations. Mathematics, 2025, 13(7): 1143
• 2. Du K., Meng Q., Zhang F*. A Q-learning algorithm for discrete-time linear-quadratic control with random parameters of unknown distribution: convergence and stabilization. SIAM Journal on Control and Optimization, 2022, 60(4): 1991-2015
• 3. Zhang F., Dong Y., Meng Q*. Backward Stochastic Riccati Equation with Jumps associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients. SIAM Journal on Control and Optimization, 2020, 58(1): 393-424
• 4. Zhang F., Du K*. Krylov-Safonov estimates for multi-dimensional degenerated diffusions. Stochastic Processes and their Applications, 2020, 130(8): 5100-5123
• 5. Du K., Liu J., Zhang F*. Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2020, 56(2): 1230-1250
• 6. Zhang F*. The existence of game value for path-dependent stochastic differential game. SIAM Journal on Control and Optimization, 2017, 55(4): 2519-2542
• 7. Tang S*, Zhang F. Path-Dependent Optimal Stochastic Control and Viscosity Solution of Associated Bellman Equations. Discrete and Continuous Dynamical Systems - Series A, 2015, 35(11): 5521-5553
• 8. Zhang F., Meng Q.X.*, Tang M.N. Partial Information Stochastic Differential Games for Backward Stochastic Systems Driven by Lévy Processes. Mathematical Problems in Engineering, 2020, Article ID 8563790, 7 pages
• 9. Zhang F*. Existence of game value and approximating Nash equilibrium for path-dependent stochastic differential game. 36th Chinese Control Conference (CCC), 2017: 295-300

Courses

• Undergraduate Courses: Mathematical Analysis I, II, III

• Postgraduate Courses: Time Series Analysis, Reinforcement Learning and Optimal Control

Honors and Service

Honors and Service

• Member of the System and Control Mathematics Professional Committee of the Chinese Society of Industrial and Applied Mathematics，Member of Shanghai Society of Nonlinear Science