Photo of Dr Yi Zhang

Dr Yi Zhang B.Sc (Hons), Ph.D

Lecturer Mathematical Sciences

    Research

    Applied probability, operational research and statistics.

    Markov decision processes (continuous-time, discrete-time) and stochastic games. Markov chains and pure jump processes. Statsitical decision theory and sequential analysis. Impulse control of dynamical systems.

    Research Grants

    Visits to the UK grant

    LONDON MATHEMATICAL SOCIETY (UK)

    October 2019

    Support UK-Japan visits by academics at the University of Liverpool and Sophia University (Japan) to collaborate on developing the theory of risk-sensitive control of Markov jump processes

    THE DAIWA ANGLO-JAPANESE FOUNDATION (UK)

    December 2017 - November 2018

    Constrained Impulsive Optimal Control

    ROYAL SOCIETY (CHARITABLE)

    November 2016 - November 2018

    Controlled stochastic processes: theory and applications

    ROYAL SOCIETY (CHARITABLE)

    January 2013 - July 2013