Hengjian Zhang

Hengjian is a PhD candidate in Financial Mathematics in the Department of Mathematics at LSE. Hengjian’s research interests lie at stochastic control and mathematical finance. His previous work has focused on singular stochastic control.

He is now especially interested in using reinforcement learning methods to solve singular stochastic control problems with unknown parameters.

Research group: Financial Mathematics

Research topic: - Stochastic Control and Financial Mathematics

Supervisor(s): Michalis Zervos/Christoph Czichowsky