Imperial College London


Faculty of Natural SciencesDepartment of Mathematics

Professor of Mathematics



+44 (0)20 7594 8539h.zheng Website




6M16Huxley BuildingSouth Kensington Campus





Dr Zheng's research is stochastic control and optimization and financial mathematics.

Dr Zheng's personal web page can be found at



Davey A, Monoyios M, Zheng H, 2021, Duality for optimal consumption with randomly terminating income, Mathematical Finance, ISSN:0960-1627

Wang T, Zheng H, 2021, Closed-loop equilibrium strategies for general time-inconsistent optimal control problems, Siam Journal on Control and Optimization, ISSN:0363-0129

Ching W, Gu J, Zheng H, 2021, On correlated defaults and incomplete information, Journal of Industrial and Management Optimization, Vol:17, ISSN:1547-5816, Pages:889-908

Gu J-W, Steffensen M, Zheng H, 2021, A note on P- vs. Q-expected loss portfolio constraints, Quantitative Finance, Vol:21, ISSN:1469-7688, Pages:263-270

Luo J, Zheng H, 2020, Dynamic equilibrium of market making with price competition, Dynamic Games and Applications, Vol:11, ISSN:2153-0785, Pages:556-579

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