Zhenjie Ren

Publication Activity (10 Years)

Years Active: 2016-2023
Publications (10 Years): 12

Top Topics

Fictitious Play

Optimal Planning

Stochastic Control

Top Venues

SIAM J. Control. Optim.

SIAM J. Financial Math.

SIAM J. Math. Anal.

Publications

Giovanni Conforti, Anna Kazeykina, Zhenjie Ren
Game on Random Environment, Mean-Field Langevin System, and Neural Networks. Math. Oper. Res. 48 (1) (2023)
Fan Chen, Zhenjie Ren, Songbo Wang
Entropic Fictitious Play for Mean Field Optimization Problem. J. Mach. Learn. Res. 24 (2023)
Zhenjie Ren, Xiaolu Tan, Nizar Touzi, Junjian Yang
Entropic Optimal Planning for Path-Dependent Mean Field Games. SIAM J. Control. Optim. 61 (3) (2023)
Yiqing Lin, Zhenjie Ren, Nizar Touzi, Junjian Yang
Random Horizon Principal-Agent Problems. SIAM J. Control. Optim. 60 (1) (2022)
Zhenjie Ren, Nizar Touzi, Jianfeng Zhang
Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs. SIAM J. Control. Optim. 58 (1) (2020)
Zhenjie Ren, Mauro Rosestolato
Viscosity Solutions of Path-Dependent PDEs with Randomized Time. SIAM J. Math. Anal. 52 (2) (2020)
Giovanni Conforti, Anna Kazeykina, Zhenjie Ren
Game on Random Environment, Mean-field Langevin System and Neural Networks. CoRR (2020)
Anna Kazeykina, Zhenjie Ren, Xiaolu Tan, Junjian Yang
Ergodicity of the underdamped mean-field Langevin dynamics. CoRR (2020)
Kaitong Hu, Anna Kazeykina, Zhenjie Ren
Mean-field Langevin System, Optimal Control and Deep Neural Networks. CoRR (2019)
Thibaut Mastrolia, Zhenjie Ren
Principal-Agent Problem with Common Agency Without Communication. SIAM J. Financial Math. 9 (2) (2018)
Zhenjie Ren, Nizar Touzi, Jianfeng Zhang
Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs. SIAM J. Math. Anal. 49 (5) (2017)
Pierre Henry-Labordère, Christian Litterer, Zhenjie Ren
A Dual Algorithm for Stochastic Control Problems: Applications to Uncertain Volatility Models and CVA. SIAM J. Financial Math. 7 (1) (2016)