Dr Zheng's research is stochastic control and optimization and financial mathematics.
Dr Zheng's personal web page can be found at http://www.ma.ic.ac.uk/~hz
Ma J, Li W, Zheng H, 2020, Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model, European Journal of Operational Research, Vol:280, ISSN:0377-2217, Pages:428-440
Ching W, Gu J, Zheng H, On correlated defaults and incomplete information, Journal of Industrial and Management Optimization, ISSN:1547-5816
Dong Y, Zheng H, Optimal investment with S-shaped utility and trading and value at risk constraints: An application to defined contribution pension plan, European Journal of Operational Research, ISSN:0377-2217
ma J, Xing J, Zheng H, Global Closed-form Approximation of Free Boundary for Optimal Investment Stopping Problems, Siam Journal on Control and Optimization, ISSN:0363-0129
Dong Y, Zheng H, 2019, Optimal investment of DC pension plan under short-selling constraints and portfolio insurance, Insurance: Mathematics and Economics, Vol:85, ISSN:0167-6687, Pages:47-59