Regular biography
Dr Yufei Zhang is an Associate Prof in Mathematical Finance and Machine Learning at the Department of MATH, Imperial College London. Their research interests include mathematical finance and machine learning, though specific details are not provided. Dr Zhang's profile page indicates their affiliation with the institution and title, but further information about their research and achievements is not available through the provided sources.
Scholar-generated biography
Yufei Zhang is a researcher at Imperial College London specializing in Stochastic Control, Reinforcement Learning, and Mathematical Finance. Their work focuses on developing advanced algorithms for solving complex control and learning problems, particularly in high-dimensional and non-smooth settings. Zhang's research includes policy iteration methods, entropy regularization, and neural network-based approaches for stochastic games and continuous-time reinforcement learning. They have also explored the convergence properties of policy gradient methods and the application of deep learning in dynamic potential games. Their contributions emphasize the intersection of control theory, machine learning, and financial mathematics.