Zongjun Tan

According to our database, Zongjun Tan authored at least 5 papers between 2018 and 2020.

Collaborative distances:

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

2020

Linear-Quadratic Zero-Sum Mean-Field Type Games: Optimality Conditions and Policy Optimization.

René Carmona, Kenza Hamidouche, Mathieu Laurière, Zongjun Tan

CoRR, 2020

Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games.

René Carmona, Kenza Hamidouche, Mathieu Laurière, Zongjun Tan

Proceedings of the 59th IEEE Conference on Decision and Control, 2020

2019

Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning.

René Carmona, Mathieu Laurière, Zongjun Tan

CoRR, 2019

Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods.

René Carmona, Mathieu Laurière, Zongjun Tan

CoRR, 2019

2018

Optimal Trading Policies for Wind Energy Producer.

Zongjun Tan, Peter Tankov

SIAM J. Financial Math., 2018