Yufei Zhang

Yufei Zhang is a Senior Lecturer in Mathematical Finance and Machine Learning at the Department of Mathematics, Imperial College London, with previous appointments as Assistant Professor at the London School of Economics. He completed his PhD at the University of Oxford's Mathematical Institute. His research integrates machine learning, stochastic control, and mathematical finance to develop theoretically grounded algorithms for high-stakes decision-making in finance and engineering.

Dr. Zhang's primary research interests focus on developing efficient algorithms for:

• Reinforcement learning in continuous-time systems
• Stochastic control and game theory applications
• Mean field game formulations
• Mathematical finance problems
• High-dimensional optimization techniques

His publications demonstrate strong focus on reinforcement learning algorithms, stochastic control frameworks, and financial mathematics. Recent work emphasizes entropy-regularized Markov decision processes, policy gradient methods, and mean field games with practical applications in algorithmic trading and risk management.

Dr. Zhang actively recruits PhD students with backgrounds in stochastic control, mathematical statistics, and machine learning theory. He co-organizes the 'Algorithmic Learning in Games' seminar series and leads research projects on high-dimensional reinforcement learning through Imperial's EPSRC Centre for Doctoral Training.