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

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

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