| Li Yunzhang Associate Principal Investigator, Master Supervisor Research Institute of Intelligent Complex Systems, Fudan University E-mail: li_yunzhang@fudan.edu.cn |
Biography
Li Yunzhang received his PhD from the School of Mathematical Sciences of Fudan University in 2020. From 2020 to 2022, he was engaged in postdoctoral research at Fudan University, during which he was appointed as an honorary postdoctoral researcher at the Chinese University of Hong Kong. His research interests include high-order numerical algorithms for optimal control problems of stochastic systems. His academic results have been published in well-known academic journals such as SIAM J. Control. Optim., SIAM J. Sci. Comput., SIAM J. Financial Math., ESAIM: M2AN. He was selected into the Shanghai Chenguang Program, the National Postdoctoral Program for Innovative Talents, and the Shanghai Super Postdoctoral Incentive Program, and sponsored by the National Natural Science Foundation of China and the China Postdoctoral Science Foundation.
Education
2015.8-2020.6 Ph.D. Major of financial mathematics and control sciences, School of Mathematical Sciences, Fudan university
2018.8-2019.11 Joint Ph.D. Major of applied mathematics, Brown University
2011.9-2015.7 B.Sc. School of Sciences, Renmin University of China
Professional Background
2022.7-current Young Associate Researcher Research Institute of Intelligent Complex Systems, Fudan University
2020.6-2022.6 Postdoctoral researcher School of Mathematical Sciences, Fudan university
2021.4-2022.4 Honorary Postdoctoral researcher Department of Mathematics, The Chinese University of Hong Kong
Research Interests
stochastic optimal control theory, (backward) stochastic partial differential equation, (backward) stochastic differential equation, discontinuous Galerkin method
Representative Publications
1.Yunzhang Li*, Xiaolu Tan, Shanjian Tang; Discrete-time approximation of optimal control under partial observation, SIAM Journal on Control and Optimization, accepted.
2.Yunzhang Li, Chi-Wang Shu*, Shanjian Tang; A discontinuous Galerkin method for stochastic conservation laws, SIAM Journal on Scientific Computing, vol. 42, no. 1, pp. A54-A86, 2020.
3.Yunzhang Li*; A high-order numerical method for BSPDEs with applications to mathematical finance, SIAM Journal on Financial Mathematics, vol. 13, no. 1, pp. 147-178, 2022.
4.Yunzhang Li, Chi-Wang Shu*, Shanjian Tang; A local discontinuous Galerkin method for nonlinear parabolic SPDEs, ESAIM: Mathematical Modelling and Numerical Analysis, vol. 55, S187-S223, 2021.
5.Yunzhang Li*; A high-order numerical scheme for stochastic optimal control problem, Journal of Computational and Applied Mathematics, vol. 427: 115158, 2023.
6.Yunzhang Li, Chi-Wang Shu*, Shanjian Tang; An ultra-weak discontinuous Galerkin method with implicit-explicit time-marching for generalized stochastic KdV equations, Journal of Scientific Computing, vol. 82, no. 3: 61, 2020.
7.Yunzhang Li*, Shanjian Tang; Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence, Systems Control & Letters, vol. 153: 104952, 2021.
