Publications
72 results found
Allen DE, Thomas LC, Zheng H, 2003, The Duration Derby: A Comparision of Duration Strategies in Asset Liability Management, Journal of Bond Trading and Management, Vol: 1, Pages: 371-380
De Pinho MDR, Vinter RB, Zheng H, 2001, A maximum principle for optimal control problems with mixed constraints, IMA Journal of Mathematical Control and Information, Vol: 18, Pages: 189-205, ISSN: 0265-0754
Pinho MR, Vinter RB, Zheng H, 2001, A maximum principle for optimal control problems with mixed constraints, IMA Journal of Mathematical Control and Information, Vol: 18, Pages: 189-205
Vinter RB, Zheng H, 2000, Necessary Conditions for Free End-Time, Measurably Time Dependent Optimal Control Problems with State Constraints, Set-Valued Analysis, Vol: 8, Pages: 11-29
Allen DE, Thomas LC, Zheng H, 2000, Stripping coupons with linear programming, The Journal of Fixed Income, Vol: 10, Pages: 80-87
Pinho MR, Zheng H, 1999, Conjugate points for optimal control problems with state-dependent control constraints, Editors: Polis, Publisher: Chapman and Hall, Pages: 162-170
Gautier A, Granot F, Zheng H, 1998, Qualitative sensitivity analysis in monotropic programming, Mathematics of Operations Research, Vol: 23, Pages: 695-707
Vinter R, Zheng H, 1997, The extended Euler-Lagrange condition for nonconvex variational problems, SIAM JOURNAL ON CONTROL AND OPTIMIZATION, Vol: 35, Pages: 56-77, ISSN: 0363-0129
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Vinter RB, Zheng H, 1997, Necessary Conditions for Optimal Control Problems with State Constraints, Trans.American Mathematical Society
Loewen P, Zheng H, 1995, Epi-differentiability of integral functionals with applications, Transactions of the American Mathematical Society, Pages: 443-459
Loewen P, Zheng H, 1994, Generalized conjugate points for optimal control problems, Nonlinear Analysis-Theory Methods & Applications, Vol: 22, Pages: 771-791
Zheng H, 1994, Second order necessary conditions for differential inclusion problemso, Applied Mathematics and Optimization, Vol: 30, Pages: 1-14
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