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



Tse ASL, Zheng H, 2023, Portfolio selection, periodic evaluations and risk taking, Operations Research, Vol:71, ISSN:0030-364X, Pages:2078-2091

Dela Vega EJ, Zheng H, 2023, Duality method for multidimensional nonsmooth constrained linear convex stochastic control, Journal of Optimization Theory and Applications, Vol:199, ISSN:0022-3239, Pages:80-111

jialiang L, Zheng H, 2023, Deep neural network solution for finite state mean field game with error estimation, Dynamic Games and Applications, Vol:13, ISSN:2153-0785, Pages:859-896

Tse ASL, Zheng H, 2022, Speculative trading, prospect theory and transaction costs, Finance and Stochastics, Vol:27, ISSN:0949-2984, Pages:49-96

Zheng H, Jang HJ, Xu Z, 2022, Optimal investment, heterogeneous consumption and best time for retirement, Operations Research, ISSN:0030-364X

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