Summary
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
Publications
Journals
jialiang L, Zheng H, 2022, Deep neural network solution for finite state mean field game with error estimation, Dynamic Games and Applications, ISSN:2153-0785
Zhu D, Zheng H, 2022, Effective approximation methods for constrained utility maximization with drift uncertainty, Journal of Optimization Theory and Applications, Vol:194, ISSN:0022-3239, Pages:191-219
Zheng H, Jang HJ, Xu Z, 2022, Optimal investment, heterogeneous consumption and best time for retirement, Operations Research, ISSN:0030-364X
Cesari R, Zheng H, 2022, Stochastic maximum principle for optimal liquidation with control-dependent terminal time, Applied Mathematics and Optimization, Vol:85, ISSN:0095-4616, Pages:1-32
davey A, Zheng H, 2021, Deep learning for constrained utility maximisation, Methodology and Computing in Applied Probability, Vol:24, ISSN:1387-5841, Pages:661-692