Zhenjie Ren

According to our database, Zhenjie Ren authored at least 11 papers between 2016 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Entropic Optimal Planning for Path-Dependent Mean Field Games.

Zhenjie Ren, Xiaolu Tan, Nizar Touzi, Junjian Yang

SIAM J. Control. Optim., June, 2023

Game on Random Environment, Mean-Field Langevin System, and Neural Networks.

Giovanni Conforti, Anna Kazeykina, Zhenjie Ren

Math. Oper. Res., February, 2023

Entropic Fictitious Play for Mean Field Optimization Problem.

Fan Chen, Zhenjie Ren, Songbo Wang

J. Mach. Learn. Res., 2023

2022

Random Horizon Principal-Agent Problems.

Yiqing Lin, Zhenjie Ren, Nizar Touzi, Junjian Yang

SIAM J. Control. Optim., 2022

2020

Viscosity Solutions of Path-Dependent PDEs with Randomized Time.

Zhenjie Ren, Mauro Rosestolato

SIAM J. Math. Anal., 2020

Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs.

Zhenjie Ren, Nizar Touzi, Jianfeng Zhang

SIAM J. Control. Optim., 2020

Ergodicity of the underdamped mean-field Langevin dynamics.

Anna Kazeykina, Zhenjie Ren, Xiaolu Tan, Junjian Yang

CoRR, 2020

2019

Mean-field Langevin System, Optimal Control and Deep Neural Networks.

Kaitong Hu, Anna Kazeykina, Zhenjie Ren

CoRR, 2019

2018

Principal-Agent Problem with Common Agency Without Communication.

Thibaut Mastrolia, Zhenjie Ren

SIAM J. Financial Math., 2018

2017

Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs.

Zhenjie Ren, Nizar Touzi, Jianfeng Zhang

SIAM J. Math. Anal., 2017

2016

A Dual Algorithm for Stochastic Control Problems: Applications to Uncertain Volatility Models and CVA.

Pierre Henry-Labordère, Christian Litterer, Zhenjie Ren

SIAM J. Financial Math., 2016