Zhenjie Ren

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Time-uniform log-Sobolev inequalities and applications to propagation of chaos	2024-12-20	Paper
Ergodicity of the underdamped mean-field Langevin dynamics	2024-08-22	Paper
Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics	2024-04-10	Paper
Game on Random Environment, Mean-Field Langevin System, and Neural Networks	2024-02-23	Paper
Principal-agent problem with multiple principals	2023-07-27	Paper
On path-dependent multidimensional forward-backward SDEs	2023-07-26	Paper
Entropic Optimal Planning for Path-Dependent Mean Field Games	2023-06-14	Paper
Mean field games with branching	2023-06-05	Paper
Mean Field Optimization Problem Regularized by Fisher Information	2023-02-12	Paper
Uniform-in-time propagation of chaos for mean field Langevin dynamics	2022-12-06	Paper
Entropic turnpike estimates for the kinetic Schrödinger problem	2022-10-13	Paper
Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs	2022-07-15	Paper
Random Horizon Principal-Agent Problems	2022-03-01	Paper
Mean-field Langevin dynamics and energy landscape of neural networks	2022-02-25	Paper
Entropic Fictitious Play for Mean Field Optimization Problem	2022-02-11	Paper
Second order backward SDE with random terminal time	2020-09-29	Paper
Viscosity Solutions of Path-Dependent PDEs with Randomized Time	2020-04-23	Paper
Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs	2020-01-22	Paper
Continuous-Time Principal-Agent Problem in Degenerate Systems	2019-10-23	Paper
Perron’s method for viscosity solutions of semilinear path dependent PDEs	2018-09-04	Paper
Principal-Agent Problem with Common Agency Without Communication	2018-08-10	Paper
An Overview of Viscosity Solutions of Path-Dependent PDEs	2018-04-09	Paper
Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs	2017-11-09	Paper
On the convergence of monotone schemes for path-dependent PDEs	2017-06-22	Paper
Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations	2017-02-21	Paper
Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation	2016-10-26	Paper
A dual algorithm for stochastic control problems: applications to uncertain volatility models and CVA	2016-05-20	Paper
Comparison of viscosity solutions of fully nonlinear degenerate parabolic Path-dependent PDEs	2015-11-18	Paper
Viscosity Solutions of Fully Nonlinear Elliptic Path Dependent PDEs	2014-01-21	Paper
Self-interacting approximation to McKean-Vlasov long-time limit: a Markov chain Monte Carlo method	N/A	Paper
Time-uniform log-Sobolev inequalities and applications to propagation of chaos	N/A	Paper

Research outcomes over time

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