Zhenjie Ren

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TOUZI NizarEcole PolytechniqueVerified email at polytechnique.edu
Kaitong HUCMAP, Ecole PolytechniqueVerified email at polytechnique.edu
Jianfeng ZhangDepartment of Mathematics, University of Southern CaliforniaVerified email at usc.edu
Songbo WangPhD student, École polytechniqueVerified email at polytechnique.edu
Tan XiaoluThe Chinese University of Hong KongVerified email at cuhk.edu.hk
David SiskaSchool of Mathematics, University of Edinburgh and Vega ResearchVerified email at ed.ac.uk
Lukasz SzpruchUniversity of Edinburgh and The Alan Turing InstituteVerified email at ed.ac.uk
Anna KazeykinaCMAP, Ecole PolytechniqueVerified email at cmap.polytechnique.fr
Fan CHENPh. D. Student, Shanghai Jiao Tong University, Université Paris Dauphine-PSLVerified email at dauphine.psl.eu
Giovanni ConfortiEcole PolytechniqueVerified email at polytechnique.edu
Yiqing LINCMAP, École PolytechniqueVerified email at polytechnique.edu
Thibaut MastroliaUC BerkeleyVerified email at berkeley.edu
Jin MaProfessor of MathematicsVerified email at usc.edu
Alberto ChiariniUniversità degli studi di PadovaVerified email at math.unipd.it
Giacomo GrecoEindhoven University of TechnologyVerified email at tue.nl
Pierre MonmarchéMaître de Conférence, Sorbonne universitéVerified email at sorbonne-universite.fr
Florin SuciuUniversité Paris Dauphine-PSL (CEREMADE)Verified email at dauphine.psl.eu
Mauro RosestolatoUniversità di Genova

Zhenjie Ren

CEREMADE, Université Paris Dauphine-PSL

Verified email at ceremade.dauphine.fr - Homepage

Viscosity Solutions Backward SDE Mean-Field Games Principal-Agent Problems Machine Learning


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Mean-field Langevin dynamics and energy landscape of neural networks K Hu, Z Ren, D Siska, L Szpruch Ann. Inst. H. Poincaré Probab. Statist. 57 (4), 2043-2065, 2021	91	2021
Comparison of viscosity solutions of fully nonlinear degenerate parabolic path-dependent PDEs Z Ren, N Touzi, J Zhang SIAM Journal on Mathematical Analysis 49 (5), 4093-4116, 2017	45	2017
An overview of viscosity solutions of path-dependent PDEs Z Ren, N Touzi, J Zhang Stochastic Analysis and Applications 2014: In Honour of Terry Lyons, 397-453, 2014	44	2014
On the convergence of monotone schemes for path-dependent PDEs Z Ren, X Tan Stochastic Processes and their Applications 127 (6), 1738-1762, 2017	39	2017
Second order backward SDE with random terminal time Y Lin, Z Ren, N Touzi, J Yang Electron. J. Probab. 25, 1-43, 2020	31	2020
Principal-agent problem with multiple principals K Hu, Z Ren, J Yang Stochastics 95 (5), 878-905, 2023	25	2023
Comparison of viscosity solutions of semi-linear path-dependent PDEs Z Ren, N Touzi, J Zhang SIAM Journal on Control and Optimization 58 (1), 277-302, 2020	25*	2020
Random horizon principal-agent problems Y Lin, Z Ren, N Touzi, J Yang SIAM Journal on Control and Optimization 60 (1), 355-384, 2022	23	2022
Principal-agent problem with common agency without communication T Mastrolia, Z Ren SIAM Journal on Financial Mathematics 9 (2), 775-799, 2018	23	2018
Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations Z Ren Ann. Appl. Probab. 26 (6), 3381-3414, 2016	20	2016
Uniform-in-time propagation of chaos for mean field Langevin dynamics F Chen, Z Ren, S Wang arXiv preprint arXiv:2212.03050, 2022	18	2022
Viscosity solutions of path-dependent PDEs with randomized time Z Ren, M Rosestolato SIAM Journal on Mathematical Analysis 52 (2), 1943-1979, 2020	16	2020
Mean-field langevin system, optimal control and deep neural networks K Hu, A Kazeykina, Z Ren arXiv preprint arXiv:1909.07278, 2019	16	2019
Ergodicity of the underdamped mean-field Langevin dynamics A Kazeykina, Z Ren, X Tan, J Yang arXiv preprint arXiv:2007.14660, 2020	15	2020
Game on Random Environment, Mean-field Langevin System and Neural Networks G Conforti, A Kazeykina, Z Ren Mathematics of Operations Research 48 (1), 78-99, 2020	15	2020
Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation J Ma, Z Ren, N Touzi, J Zhang Ann. Inst. H. Poincaré Probab. Statist. 52 (3), 1196-1216, 2016	15	2016
A dual algorithm for stochastic control problems: Applications to uncertain volatility models and CVA P Henry-Labordere, C Litterer, Z Ren SIAM Journal on Financial Mathematics 7 (1), 159-182, 2016	11	2016
Mean field games with branching J Claisse, Z Ren, X Tan The Annals of Applied Probability 33 (2), 1034-1075, 2023	10	2023
Perron’s method for viscosity solutions of semilinear path dependent PDEs Z Ren Stochastics 89 (6-7), 843-867, 2017	10	2017
Mean field optimization problem regularized by fisher information J Claisse, G Conforti, Z Ren, S Wang arXiv preprint arXiv:2302.05938, 2023	7	2023

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