Faculty

Institution

Unit

Venue

Zhang, Jianfeng

Professor

University of Southern California

Affiliations

College of Letters, Arts and Sciences

Natural Sciences

Mathematics

Zhang, Jianfeng is currently serving as a College Of Letters, Arts And Sciences Professor at University of Southern California.

Honors

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Experiences

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Education

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Zhang, Jianfeng

University of Southern California

Professor

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applied mathematics probability theory stochastic process mathematics mathematical optimization stochastic calculus differential equations stochastic differential equations partial differential equations stochastic partial differential equations game theory applied probability finance statistics boundary value problems nonlinear analysis dynamical systems stochastic dynamical systems control optimization stochastic systems viscosity solutions mean field games nonlinear science mathematical sciences mathematical programming stochastic optimization difference equations mathematical control theory differential games nonlinear dynamics automatic control stochastic phenomena computational game theory parabolic equations algorithmic game theory numerical method for partial differential equation weak formulation nonlinear phenomena theoretical economics non-cooperative game theory integrable probability combinatorial games portfolio optimization empirical finance forward-backward sdes weak solutions fluid flow combinatorial optimization distributed systems static game theory stochastic geometry dynamic optimization path dependence dynamic programming stochastic control control science portfolio allocation stochastic pdes path-dependent pdes rough pdes fluid science geometric partial differential equation non-deterministic game continuous-time models martingale representation theorem displacement monotonicity complete representation theorem closed-loop controls mckean-vlasov sdes dynamic set values multiple equilibriums pathwise viscosity solutions hyperbolic conservation laws mathematical biophysics discrete integrable system discrete dynamical systems econophysics mathematical finance financial mathematics mathematical economics

Notable Scholarly Works

Notable Federal Grants

Collaborators

Controlled Occupied Processes and Viscosity Solutions. arXiv (Cornell University) (2024)

Soner, H. MeteTissot-Daguette, ValentinZhang, Jianfeng

surface scienceinterface (matter)fluid dynamicssystems engineeringapplied mathematicsfluid mechanicsviscosity solutionscontrol systemsprocess controlactive controldiffusion processthermal engineeringapplied physicsoccupied processescontrolled releasenumerical simulationssurface tension

From Finite Population Optimal Stopping to Mean Field Optimal Stopping. The Annals of Applied Probability (2024)

mathematical optimizationabstract and applied analysisapplied mathematicsapplied probabilitymean field gamesstochastic systemsprobability theoryfield optimal stoppingstochastic processmathematicsstochastic optimization

Instability and Efficiency of Non-Cooperative Games. arXiv (Cornell University) (2024)

non-cooperative gamesgame theorycooperative gamecomplex systemscooperationcooperative game theoryswarm intelligencenon-cooperative game theory

Mean Field Game Master Equations With Anti-Monotonicity Conditions. Journal of the European Mathematical Society (2024)

Chenchen MouJianfeng Zhang

mathematical physicsapplied mathematicsanti-monotonicity conditionsmean field gamesaerospace engineeringanalytic number theoryapplied physicsmathematical analysis

Minimal Solutions of Master Equations for Extended Mean Field Games. Journal de Mathématiques Pures et Appliquées (2024)

game theorymathematical optimizationdifferential gamesabstract and applied analysisapplied mathematicsmean field gamesstochastic gamescombinatorial gamesmathematical programmingmathematicsdifferential equationsminimal solutionscomputational game theorycomputational mathematics

Minimal Solutions of Master Equations for Extended Mean Field Games. Journal des Mathematiques Pures et Appliquees (2024)

Set Values for Mean Field Games. Transactions of the American Mathematical Society (2024)

Melih IşeriJianfeng Zhang

game theoryset valuesstatistics

Set Values of Dynamic Nonzero Sum Games and Set Valued Hamiltonians. arXiv (Cornell University) (2024)

game theoryhamiltonian theoryapplied mathematicsalgorithmic game theorydynamical systemsset valued hamiltoniansmathematicsset theoryset valuescomputational game theoryhamiltonian system

Viscosity Solutions for Hjb Equations on the Process Space: Application to Mean Field Control With Common Noise. arXiv (Cornell University) (2024)

Zhou, JianjunTouzi, NizarZhang, Jianfeng

fluid dynamicssystems engineeringapplied mathematicsprocess spaceviscosity solutionscommon noisehjb equations

Cubature Method for Stochastic Volterra Integral Equations. SIAM Journal on Financial Mathematics (2023)

Q FengJ Zhang

computational financeapplied mathematicsfinancefinancial economicsmathematical financeempirical financecubature methodfinancial mathematicsfinancial analysisasset pricingfinancial econometrics

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Zhang, Jianfeng

Professor

University of Southern California

Affiliations

College of Letters, Arts and Sciences

Natural Sciences

Mathematics

Zhang, Jianfeng is currently serving as a College Of Letters, Arts And Sciences Professor at University of Southern California.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Zhang, Jianfeng

University of Southern California

Professor

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Controlled Occupied Processes and Viscosity Solutions. arXiv (Cornell University) (2024)

Soner, H. MeteTissot-Daguette, ValentinZhang, Jianfeng

From Finite Population Optimal Stopping to Mean Field Optimal Stopping. The Annals of Applied Probability (2024)

Instability and Efficiency of Non-Cooperative Games. arXiv (Cornell University) (2024)

non-cooperative gamesgame theorycooperative gamecomplex systemscooperationcooperative game theoryswarm intelligencenon-cooperative game theory

Mean Field Game Master Equations With Anti-Monotonicity Conditions. Journal of the European Mathematical Society (2024)

Chenchen MouJianfeng Zhang

mathematical physicsapplied mathematicsanti-monotonicity conditionsmean field gamesaerospace engineeringanalytic number theoryapplied physicsmathematical analysis

Minimal Solutions of Master Equations for Extended Mean Field Games. Journal de Mathématiques Pures et Appliquées (2024)

Minimal Solutions of Master Equations for Extended Mean Field Games. Journal des Mathematiques Pures et Appliquees (2024)

Set Values for Mean Field Games. Transactions of the American Mathematical Society (2024)

Melih IşeriJianfeng Zhang

game theoryset valuesstatistics

Set Values of Dynamic Nonzero Sum Games and Set Valued Hamiltonians. arXiv (Cornell University) (2024)

game theoryhamiltonian theoryapplied mathematicsalgorithmic game theorydynamical systemsset valued hamiltoniansmathematicsset theoryset valuescomputational game theoryhamiltonian system

Viscosity Solutions for Hjb Equations on the Process Space: Application to Mean Field Control With Common Noise. arXiv (Cornell University) (2024)

Zhou, JianjunTouzi, NizarZhang, Jianfeng

fluid dynamicssystems engineeringapplied mathematicsprocess spaceviscosity solutionscommon noisehjb equations

Cubature Method for Stochastic Volterra Integral Equations. SIAM Journal on Financial Mathematics (2023)

Q FengJ Zhang

computational financeapplied mathematicsfinancefinancial economicsmathematical financeempirical financecubature methodfinancial mathematicsfinancial analysisasset pricingfinancial econometrics

1
2
3
4
5
17
10 / page

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