张帅琪

Email:zhangshuaiqi2001@163.com   

英国威廉希尔唯一官网副教授，2012年毕业于中南大学，获理学博士学位，澳门大学博士后，美国数学会特邀评论员。主要从事随机分析，随机控制，保险精算领域的研究。迄今在迄今在概率领域的权威刊物 Stochastic Processes and their Applications，控制领域的权威刊物 SIAM Journal on Control and Optimization, System Control Letters, 精算领域权威刊物 Scandinavian Actuarial Journal, 中国科学:数学，中国科学：信息科学等刊物发表论文多篇:

研究方向：

随机控制，随机分析，非线性滤波，数理金融

项目：

1、国家自然科学基金青年基金，11501129、部分可观测信息下风险模型的最优投资与再保险策略，2016/01-2018/12、结题、主持。

2、江苏省自然科学基金面上项目，BK20221543、时间为重尾的风险模型：分析及控制问题研究，2022/07-2025/06、在研、主持。

3、河北省自然科学青年基金，A2014202202、几类风险模型的最优分红注资与投资策略研究、2014/01-2016/12、结题、主持。

书：

熊捷，张帅琪，随机分析与控制简明教程，科学出版社，2024  

论文：

[1]Zhang, S., Chen, Z.Q.,Stochastic maximum principle for sub-diffusions and its application. SIAM Journal on control and optimization, 2024.62, 953-981（控制三大顶刊之一）

[2]Zhang, S., Chen, Z.Q., Fokker–Planck equation for Feynman–Kac transform of anomalous processes, Stochastic Processes and their Applications., 2022,147,300-326（概率四大之一）

[3] Zhang, S., Xiong, J., Shi, J., A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information, Systems & Control Letters, 2021, 157, 105046 （SCI二区，复旦大学71高水平刊物之一）

[4]Zhang, S., Li, X, Xiong, J., 2020. Maximum principle for partially observed forward-backward stochastic differential equations with delay, System& Control Letters, 2020, 146, 104812. （SCI二区，复旦大学71高水平刊物之一）

[5] Zhang, S.，On path-independent Girsanov transform, Applied Mathematics and Computation  2021,395, 125845（SCI一区）系统工程T2, 中科院分区1

[6] Zhang, X., Xiong, J., Zhang, S., Optimal reinsurance-investment and dividends problem with fixed transaction costs, Journal of Industrial & Management Optimization, 2021, 2, 981-999(SCI三区)

[7] Xiong, J., Zeng, Y., Zhang, S., Mean-Variance Portfolio Selection for Partially-Observed Point Processes, SIAM Journal on control and optimization, 2020. 58(6), 3041-3061.（SCI 一区，控制三大顶刊之一）中科院分区2

[8] Zhang, S., Xiong, J., Zhang, X., Optimal investment with delay under partial information. Mathematical Control and Related Fields, 2020, 10(2), 365-378. （SCI二区）

[9] Zhang, S., Xiong, J., Numerical solution for forward-backward stochastic differential equations with delay and anticipate terms, Statistics and Probability Letters, 2019, 149: 107-115.（SCI四区）

[10] Xiong, J., Zhang, S., Zhuang, Y., A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance, Mathematical control and related fields, 2019, 9(2): 257-276.（SCI 二区）

[11] Zhang, S., Xiong, J., Liu, X., 2018. Stochastic maximum principle for Forward Backward equations with jumps and Markov Switching. Science China Information Sciences. 61: 070211:1-070211:13.（SCI一区）

[12] Wang, G., Xiong, J., Zhang, S. Partially observable stochastic optimal control, International Journal of Numerical Analysis and Modeling, 2016, 13(3)：493-512 （SCI三区）

[13] Zhang, S., Liu, G., Sun, M., Ruin probability in the continuous time compound Binomial model with investment, Acta Mathematica Scientia (English Series), 2015, 35B(2): 313-325. （SCI二区，中国数学会T2）

[14] Sun, G., Zhang, S., Liu, G., Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang, Frontiers of Mathematics in China, 2015, 10(6): 1433-1447.(SCI 二区，中国数学会T2)

[15] Liu, X., Xiong, J., Zhang, S., Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy, Probability and Statistics Letters, 2015, 107: 183-190 （SCI三区，中国数学会T3）

[16] Feng, R., Volkmer, H., Zhang, S., Zhu. C., Optimal dividend policies for piecewise-deterministic Poisson risk models, Scandinavian Actuarial Journal, 2015, 5: 423-454. （保险精算四大刊物之一）

[17] Xiong, J., Zhang, S., Zhao, H., Zeng, X., Optimal proportional reinsurance and investment problem with jump-diffusion risk process under the effect of inside information. Frontiers of Mathematic in China, 2014, 9(4): 965-982. (SCI 二区，中国数学会T2)  

[18] Zhang. S., Impulse stochastic control for the optimization of the dividend payments of the compound Poisson risk model perturbed by diffusion, Stochastic Analysis and Applications, 2012, 30: 642-661. （SCI三区）中科院分区4

[19] 张帅琪, 刘国欣. 复合Poisson 模型带比例与固定交易费用的最优分红与注资, 中国科学: 数学, 2012, 42(8): 827-843.（中国数学会T3）

[20] Zhang, S., Liu, G., Optimal dividend payments of the two-dimensional compound Poisson risk model with capital injections.Operations Research Transactions. 2012, 16(3): 119-131. (中国数学会T3)