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



Zhu D, Zheng H, 2022, Effective approximation methods for constrained utility maximization with drift uncertainty, Journal of Optimization Theory and Applications, ISSN:0022-3239

davey A, Zheng H, 2021, Deep learning for constrained utility maximisation, Methodology and Computing in Applied Probability, ISSN:1387-5841

Davey A, Monoyios M, Zheng H, 2021, Duality for optimal consumption with randomly terminating income, Mathematical Finance, Vol:31, ISSN:0960-1627, Pages:1275-1314

Cesari R, Zheng H, 2021, Stochastic maximum principle for optimal liquidation with control-dependent terminal time, Applied Mathematics and Optimization, ISSN:0095-4616

Wang T, Zheng H, 2021, Closed-loop equilibrium strategies for general time-inconsistent optimal control problems, Siam Journal on Control and Optimization, Vol:59, ISSN:0363-0129, Pages:3152-3178

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