Zhenjie Ren

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2026 J jnl
Dimension-free error estimate for diffusion model and optimal scheduling.
Trans. Mach. Learn. Res.
Valentin De Bortoli, Romuald Elie, Anna Kazeykina, Zhenjie Ren, Jiacheng Zhang
2025 J jnl
Dimension-free error estimate for diffusion model and optimal scheduling.
CoRR
Valentin De Bortoli, Romuald Elie, Anna Kazeykina, Zhenjie Ren, Jiacheng Zhang
2023 J jnl
Entropic Fictitious Play for Mean Field Optimization Problem.
J. Mach. Learn. Res.
Fan Chen, Zhenjie Ren, Songbo Wang
2023 J jnl
Entropic Optimal Planning for Path-Dependent Mean Field Games.
SIAM J. Control. Optim.
Zhenjie Ren, Xiaolu Tan, Nizar Touzi, Junjian Yang
2023 J jnl
Game on Random Environment, Mean-Field Langevin System, and Neural Networks.
Math. Oper. Res.
Giovanni Conforti, Anna Kazeykina, Zhenjie Ren
2022 J jnl
Random Horizon Principal-Agent Problems.
SIAM J. Control. Optim.
Yiqing Lin, Zhenjie Ren, Nizar Touzi, Junjian Yang
2020 J jnl
Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs.
SIAM J. Control. Optim.
Zhenjie Ren, Nizar Touzi, Jianfeng Zhang
2020 J jnl
Ergodicity of the underdamped mean-field Langevin dynamics.
CoRR
Anna Kazeykina, Zhenjie Ren, Xiaolu Tan, Junjian Yang
2020 J jnl
Game on Random Environment, Mean-field Langevin System and Neural Networks.
CoRR
Giovanni Conforti, Anna Kazeykina, Zhenjie Ren
2020 J jnl
Viscosity Solutions of Path-Dependent PDEs with Randomized Time.
SIAM J. Math. Anal.
Zhenjie Ren, Mauro Rosestolato
2019 J jnl
Mean-field Langevin System, Optimal Control and Deep Neural Networks.
CoRR
Kaitong Hu, Anna Kazeykina, Zhenjie Ren
2018 J jnl
Principal-Agent Problem with Common Agency Without Communication.
SIAM J. Financial Math.
Thibaut Mastrolia, Zhenjie Ren
2017 J jnl
Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs.
SIAM J. Math. Anal.
Zhenjie Ren, Nizar Touzi, Jianfeng Zhang
2016 J jnl
A Dual Algorithm for Stochastic Control Problems: Applications to Uncertain Volatility Models and CVA.
SIAM J. Financial Math.
Pierre Henry-Labordère, Christian Litterer, Zhenjie Ren