Basic information
Name: Yi Zhang
Gender: Male
Primary Work Address: School of Mathematics, Watson Building, University of Birmingham, Edgbaston, Birmingham, B15 2TT, UK
Email: y.zhang.29[at]bham[dot]ac[dot]uk
My previous email (at Liverpool) is still in use: yi.zhang[at]liv[dot]ac[dot]uk. (I have also used zy1985[at]liv[dot]ac[dot]uk and yi.zhang[at]liverpool[dot]ac[dot]uk. They are equivalent.)
About me
I am an Associate Professor of Mathematical Statistics at the School of Mathematics, University of Birmingham, U.K., and an honorary member of the Department of Mathematical Sciences, University of Liverpool.
Here is my page at Birmingham. I created a google scholar profile.
I joined the School of Mathematics, the University of Birmingham on 29 Nov 2021.
I was a University Teacher (fixed term, Sept 2010--Sept 2012) and then a Lecturer (permanent, Sept 2012--Nov 2021) at the Department of Mathematical Sciences, University of Liverpool.
Current research interests
Stochastic models in operational research, Markov decision processes and their applications to problems in statistics and optimal control: especially,
Markov decision processes and stochastic games.
Markov chains and pure jump processes.
Statistical decision theory and sequential analysis.
Applications to e.g., impulse control problems, telecommunication, and so on.
Publications
Monograph
Piunovskiy, A. and Zhang, Y. (2020). Continuous-time Markov decision processes: Borel space models and general control strategies. Springer.
Journal publications (33 in total)
Full publication list can be found here or here.
Errata (Here I will gradually correct some mistakes found in my published works)
Guo, X., Kurushima, A., Piunovskiy, A. and Zhang, Y. (2021). On gradual-impulse control of continuous-time Markov decision processes with exponential utility. Advances in Applied Probability 53, 301--334. Lemma 4 in this paper is correct but its proof is wrong. The corrected version is in the proof of Lemma 5.4 here, where some other typos are also corrected.