张焕君
职 称:讲师
办公室:长清湖校区文渊楼B520
邮 箱:zhhuanjun@163.com
研究方向:随机控制、金融数学
个人简介
张焕君,女,中共党员,工学博士。主要从事随机最优控制、微分对策理论及应用方面的研究,获得一些基础性研究成果。在国际权威期刊发表论文5篇,其中,在数学领域顶级刊物Applied Mathematics and Computation上发表论文1篇。
研究兴趣
状态受约束的随机最优控制问题;微分博弈问题
科研项目
1.国家自然科学基金“随机斯塔克伯格微分博弈及相关问题”(2020.01-2023.12),参与
代表性成果
1.H. Zhang, Z. Yan, Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control, Applied Mathematics and Computation, 2020, 369, https://doi.org/10.1016/j.amc.
2019.124842.
2.G. Wang, H. Zhang, Mean-field backward stochastic differential equation with non-Lipschitz coefficient, Asian Journal of Control, 2020, 22: 1986-1994.
3.H. Zhang, A kind of non-zero sum mixed differential game of backward stochastic differential equation, Advances in Difference equations, 2020, 37,
https://doi.org/10.1186/s13662-020-2509-2.
4.P. Huang, G. Wang, H. Zhang, A partial information linear-quadratic optimal control problem of backward stochastic differential equation with its applications, Science China- information Sciences, 2020, 63: 192204, doi: 10.1007/s11432-019-1473-3.