You can do two things. Doll hair is made of a form of nylon. First soak it in fabric softener, let it set for about an hour, then washing it with a mild hand soap. This will sometimes get rid of the frizzies. If that doesn't fix the problem then you can try a hot water set.
Boil some water and hold the figure with her head down over a sink or tub. then pour the boiling water over her hair. Let the figure dry someplace with her hair hanging down away from her face. When the hair is dry, comb it out. If that doesn't fix the problem then the hair is shot and it's time for a re-root.
Hope that helps and good luck,
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