E-LIB Suche - Ergebnisse für: Ren, Zhenjie

1

Entropic Optimal Planning for Path-Dependent Mean Field Gam..:

Ren, Zhenjie ; Tan, Xiaolu ; Touzi, Nizar.
SIAM Journal on Control and Optimization. 61 (2023) 3 - p. 1415-1437 , 2023

Link: https://doi.org/10.1137/..

2

Principal-agent problem with multiple principals:

Hu, Kaitong ; Ren, Zhenjie ; Yang, Junjian
Stochastics. 95 (2022) 5 - p. 878-905 , 2022

Link: https://doi.org/10.1080/..

3

Random Horizon Principal-Agent Problems:

Lin, Yiqing ; Ren, Zhenjie ; Touzi, Nizar.
SIAM Journal on Control and Optimization. 60 (2022) 1 - p. 355-384 , 2022

Link: https://doi.org/10.1137/..

4

Viscosity Solutions of Path-Dependent PDEs with Randomized ..:

Ren, Zhenjie ; Rosestolato, Mauro
SIAM Journal on Mathematical Analysis. 52 (2020) 2 - p. 1943-1979 , 2020

Link: https://doi.org/10.1137/..

5

Comparison of Viscosity Solutions of Semilinear Path-Depend..:

Ren, Zhenjie ; Touzi, Nizar ; Zhang, Jianfeng
SIAM Journal on Control and Optimization. 58 (2020) 1 - p. 277-302 , 2020

Link: https://doi.org/10.1137/..

6

Principal-Agent Problem with Common Agency Without Communic..:

Mastrolia, Thibaut ; Ren, Zhenjie
SIAM Journal on Financial Mathematics. 9 (2018) 2 - p. 775-799 , 2018

Link: https://doi.org/10.1137/..

7

On the convergence of monotone schemes for path-dependent P..:

Ren, Zhenjie ; Tan, Xiaolu
Stochastic Processes and their Applications. 127 (2017) 6 - p. 1738-1762 , 2017

Link: https://doi.org/10.1016/..

8

Comparison of Viscosity Solutions of Fully Nonlinear Degene..:

Ren, Zhenjie ; Touzi, Nizar ; Zhang, Jianfeng
SIAM Journal on Mathematical Analysis. 49 (2017) 5 - p. 4093-4116 , 2017

Link: https://doi.org/10.1137/..

9

VISCOSITY SOLUTIONS OF FULLY NONLINEAR ELLIPTIC PATH DEPEND..:

Ren, Zhenjie
The Annals of Applied Probability. 26 (2016) 6 - p. 3381-3414 , 2016

Link: http://www.jstor.org/sta..

10

A Dual Algorithm for Stochastic Control Problems: Applicati..:

Henry-Labordère, Pierre ; Litterer, Christian ; Ren, Zhenjie
SIAM Journal on Financial Mathematics. 7 (2016) 1 - p. 159-182 , 2016

Link: https://doi.org/10.1137/..

11

Perron's method for viscosity solutions of semilinear path ..:

Ren, Zhenjie
Stochastics. 89 (2016) 6-7 - p. 843-867 , 2016

Link: https://doi.org/10.1080/..

12

Design investigation of a solar energy heating system for a..:

Ren, Zhenjie ; Chen, Zhili ; Hou, Li-an...
Energy Procedia. 14 (2012) - p. 255-259 , 2012

Link: https://doi.org/10.1016/..

13

Time-uniform log-Sobolev inequalities and applications to p..:

Monmarché, Pierre ; Ren, Zhenjie ; Wang, Songbo
http://arxiv.org/abs/2401.07966. , 2024

Link: http://arxiv.org/abs/240..

14

Mean field games with branching:

Claisse, Julien ; Ren, Zhenjie ; Tan, Xiaolu
info:eu-repo/semantics/altIdentifier/doi/10.1214/22-AAP1835. , 2023

Link: https://hal.science/hal-..

15

Self-interacting approximation to McKean-Vlasov long-time l..:

Du, Kai ; Ren, Zhenjie ; Suciu, Florin.
http://arxiv.org/abs/2311.11428. , 2023

Link: http://arxiv.org/abs/231..