The 2026 Karl Menger Lecture and Activities
April 13-14, 2026
Featured Speaker:
Liu Family Professor of Financial Engineering; Director of the Nie Center for Intelligent Asset Management
Speaker bio:
His current research focuses on developing a foundational theory for continuous-time reinforcement learning and its applications to financial decision making. Previously, he has worked on quantitative behavioral finance, time inconsistency and stochastic control.
Zhou is known for his work in indefinite stochastic LQ control theory and application to dynamic mean-variance portfolio selection, in asset allocation and pricing under cumulative prospect theory, and in general time inconsistent problems. He has addressed the 2010 International Congress of Mathematicians, and has been awarded the Wolfson Research Award from The Royal Society (UK), the Outstanding Paper Prize from the Society for Industrial and Applied Mathematics, the Humboldt Distinguished Lecturer and the Alexander von Humboldt Research Fellowship. He is both an IEEE Fellow and a SIAM Fellow. He was awarded Distinguished Faculty Teaching Award at Columbia University in 2023.
Zhou received his Ph.D. in Operations Research and Control Theory from Fudan University in China in 1989. He was the Nomura Professor of Mathematical Finance and the Director of Nomura Center for Mathematical Finance at University of Oxford during 2007-2016 before joining Columbia.
Made possible with the generous support of the Menger family; Department of Applied Mathematics, 91重口 Institute of Technology; and the Menger Fund.
