Education Experiences:
2003/09-2007/07, Bachelor degree, School of Mathematics, Shandong University, Information and Computing Science;
2007/09-2013/12, Ph.D., School of Mathematics, Shandong University 2010/03-2011/08, Ph.D, Faculty of Mathematics, Université de Bretagne Occidentale, France;
2012/07-2012/11, Research associate, Department of Applied Mathematics, Hong Kong Polytechnic University;
2013/06-2013/09, Research assistant, Department of Mathematics, City University of Hong Kong.
Working Experiences:
2014/01-2015/06, Post-doctoral Fellow, INRIA, Rennes, France;
2015/09-2021/11, Lecturer, Associate Professor, School of Science, Beijing University of Posts and Telecommunications;
2021/11-present, Associate Professor, School of Mathematics, Renmin University of China;
2023/02-Now, Dean of the Department of Financial Mathematics and Financial Computing, School of Mathematics, Renmin University of China and Vice Chairman of the school union;
2019/01-2019/02, 2023/09-2023/08, 2024/01-2024/02, 2024/06-2024/08, Research associate, Department of Applied Mathematics, Hong Kong Polytechnic University.
Research Areas: Stochastic control; Mathematical finance, Random perturbation
Courses: Linear algebra; Probability and mathematical statistics; Advanced probability theory; Stochastic Control, etc.
Hobbies: Sprint, Fitness, etc.
Papers:
International peer reviewed journals
[1] Zhang, L.Q. and Zhang W.H, H ‐representation to stochastic observability conservation by output feedback and Gramian bounds, Asian Journal of Control 2023-08-18.
[2] Zhang, L.Q. and Li X. Mean–variance portfolio selection under no-shorting rules: A BSDE approach, Systems & Control Letters 2023-07.
[3] Zhang, L.Q. and Zhang W., Infinite Horizon Stackelberg Differential Games with Random Coefficients under Control Input Constraint, International Journal of Control , (2023).
[4] Zhang, L.Q., Zhang W., Global Solutions of Stochastic Stackelberg Differential Games with Control Convex Constraint, Systems Control Lett. 156 (2021)
[5] Zhang, L.Q. A BSDE Approach to Stochastic Differential Games Involving Impulse Controls and HJBI Equation. Journal of Systems Science and Complexity (2021).
[6] Zhang, W. and Zhang, L.Q. A BSDE Approach to Stochastic Linear Quadratic Control Problem. Optimal Control Appl. Methods 42 (2021), no. 4, 1206–1224.
[7] .Zhang, L.Q. Singular Optimal Controls for Stochastic Recursive Systems under Convex Control Constraint. J. Math. Anal. Appl. 497 (2021), no. 2.
[8] Zhu Q.F. Zhang L.Q., Shi Y.F., Infinite Horizon Forward-Backward Doubly Stochastic Differential Equations and Related SPDEs, Acta Mathematicae Applicatae Sinica , (2020).
[9] Zhang, L.Q., Li, X., Mean Field Game for Linear Quadratic Stochastic Recursive Systems. Systems & Control Letters, 134, 104544, (2020).
[10] Zhang, L.Q.Zhou Q. Yang J., Necessary Condition for Optimality in Stochastic Control of Doubly Stochastic Systems. Mathematical Control and Related Fields , (2020), 10(2): 365-378, doi: 10.3934/mcrf.2020002.
[11] Zhang, Q.H., Zhang, L.Q., Stability Analysis of the Kalman Predictor. International Journal of Control , 1-8, (2019).
[12] Zhang, L.Q. Singular Optimal Controls of Stochastic Recursive Systems and Hamilton-Jacobi-Bellman Inequality, Journal of Differential Equations , Volume 266, Issue 10, 5 May (2019), Pages 6383-6425.
[13] Zhang, L.Q. Zhou, Q. Near Optimal Control of Stochastic Recursive Systems via Viscosity Solution, J Optim Theory Appl . (2018) 178:363–382.
[14] Zhang, L.Q. Sufficient Condition for Near-Optimal Control of General Controlled Linear Forward-backward Stochastic Differential Equations, International Journal of Dynamics and Control , June (2017), Vo 5(2), 306-313.
[15] Zhang，L.Q., Zhang, Q.H.Observability Conservation by Output Feedback and Observability Gramian Bounds. Volume 60, October 2015, Pages 38-42 Automatica .
[16] Zhang, L.Q.The Viability Property for Path-Dependent SDEs under Open Constraints. Acta Mathematica Scientia, Series A , (2015) Vol.35(6):1168-1179.
[17] Zhang, L.Q., Huang,J.H. and Li, X.Necessary Condition for Near Optimal Control of Linear Forward-backward Stochastic Differential Equations, International Journal of Control , 88(8), 1594-1608 (2015).
[18] Cruzeiro, A. B., Gomes, A.O. Zhang, L.Q.Asymptotic Properties of Coupled Forward-Backward Stochastic Differential Equations. Stoch.Dyn. 14, 1450004 (2014).
[19] Zhang, L.Q. Stochastic Verification Theorem of Forward-Backward Controlled Systems for Viscosity Solutions, Systems & Control Letters , 61 (2012) 649-654.
[20] Zhang, L.Q., Shi, Y.F. Maximum Principle for Forward-Backward Doubly Stochastic Control Systems and Applications, ESAIM-COCV , 17 (2011),1174-1197.
Reviewed conference proceedings:
[1] Zhang, Q.H., Zhang, L.Q. Boundedness of the Kalman Filter Applied to non-Gaussian Time Varying Systems. To appear in 19th IFAC Symposium on System Identification (SYSID 2021) .
[2] Zhang, Q.H., Zhang, L.Q. State Estimation for Stochastic Time Varying Systems with Unknown Input, The 18th IFAC Symposium on System Identification July 9-11, 2018, Stockholm, Sweden.
[3] Zhang, L.Q., Zhang, Q.H. Hybrid Descriptor System State Estimation through an IMM Approach. IFAC Symposium on System Identification SYSID 2015-Beijing, China, 19-21 October, Volume 48, Issue 28, 2015, Pages 579-584.17th.
Books/ Monograph:
[1] Zhang, L.Q. Optimal Control of Forward-Backward Stochastic Differential Equations,Science Press, (2019).
[2] Zhang, L.Q. Optimal Singular Control Under Stochastic Recursive Utilities, Science Press, (2024), Chinese, in press.
Services & Awards:
1. American mathematical social reviewer;
2. Accreditation expert, Center for academic degree and graduate education development, ministry of education of China;
3. National Natural Science Foundation Review expert;
4. China Scholarship Council government-sponsored review expert;
5. Second Prize of Science and Technology Award of Shandong Province in 2021.
