Zongjun Tan

Publication Activity (10 Years)

Years Active: 2018-2020
Publications (10 Years): 6

Top Topics

Natural Actor Critic

Policy Gradient Methods

Reinforcement Learning

Top Venues

SIAM J. Financial Math.

Publications

René Carmona, Kenza Hamidouche, Mathieu Laurière, Zongjun Tan
Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games. CoRR (2020)
René Carmona, Kenza Hamidouche, Mathieu Laurière, Zongjun Tan
Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games. CDC (2020)
René Carmona, Kenza Hamidouche, Mathieu Laurière, Zongjun Tan
Linear-Quadratic Zero-Sum Mean-Field Type Games: Optimality Conditions and Policy Optimization. CoRR (2020)
René Carmona, Mathieu Laurière, Zongjun Tan
Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning. CoRR (2019)
René Carmona, Mathieu Laurière, Zongjun Tan
Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods. CoRR (2019)
Zongjun Tan, Peter Tankov
Optimal Trading Policies for Wind Energy Producer. SIAM J. Financial Math. 9 (1) (2018)