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Zhenjie Ren is currently an assistant professor at CEREMADE. After the undergraduate and master study on pure and applied Mathematics in Fudan University (Shanghai, China), he moved to France and got a PhD in Financial Mathematics. His research is mainly concerned with the problems arising from optimization and control, and motivated by the applications in finance, economics and machine learning. More generally, he is interested in various topics across probability, partial differential equation, game theory etc.
Claisse J., Ren Z., Tan X. (2023), Mean field games with branching, Annals of Applied Probability, vol. 33, n°2, p. 834-875 
Ren Z., Touzi N., Yang j. (2022), Nonlinear predictable representation and L1-solutions of second-order backward SDEs, Annales de l'Institut Henri Poincaré, Probabilités et statistiques, vol. 58, n°2, p. 639-666
Conforti G., Kazeykina A., Ren Z. (2022), Game on Random Environement, Mean-field Langevin System and Neural Networks, Mathematics of Operations Research, p. 24
Chiarini A., Conforti G., Greco G., Ren Z. (2022), Entropic turnpike estimates for the kinetic Schrödinger problem, Electronic Journal of Probability, vol. 27, p. 1-32
Lin Y., Ren Z., Touzi N., Yang J. (2022), Random Horizon Principal-Agent Problems, SIAM Journal on Control and Optimization, vol. 60, n°1, p. 355-384
HU K., Ren Z., Yang J. (2022), Principal-agent problem with multiple principals, Stochastics: An International Journal of Probability and Stochastic Processes , p. 18
Hu K., Ren Z., Touzi N. (2022), On path-dependent multidimensional forward-backward SDEs, Numerical Algebra, Control and Optimization (NACO)
Hu K., Ren Z., Siska D., Szpruch L. (2021), Mean-Field Langevin Dynamics and Energy Landscape of Neural Networks, Annales de l'Institut Henri Poincaré, Probabilités et statistiques, vol. 57, n°4, p. 2043-2065
Lin Y., Ren Z., Touzi N., Yang J. (2020), Second order backward SDE with random terminal time, Electronic Journal of Probability, vol. 25, p. 1-43
Ren Z., Rosestolato M. (2020), Viscosity solutions of path-dependent PDEs with randomized time, SIAM Journal on Mathematical Analysis, vol. 52, n°2, p. 34
Ren Z., Touzi N., Zhang J. (2020), Comparison of viscosity solutions of semi-linear path-dependent PDEs, SIAM Journal on Control and Optimization, vol. 58, n°1, p. 277–302
Mastrolia T., Ren Z. (2018), Principal-Agent Problem with Common Agency without Communication, SIAM Journal on Financial Mathematics, vol. 9, n°2, p. 32
Ren Z. (2017), Perron’s method for viscosity solutions of semilinear path dependent PDEs, Stochastics: An International Journal of Probability and Stochastic Processes , vol. 89, n°6-7, p. 843-867
Ren Z., Touzi N., Zhang J. (2017), Comparison of viscosity solutions of fully nonlinear degenerate parabolic path-dependent PDEs, SIAM Journal on Mathematical Analysis, vol. 49, n°5, p. 4093-4116
Ren Z., Tan X. (2017), On the convergence of monotone schemes for path-dependent PDE, Stochastic Processes and their Applications, vol. 127, n°6, p. 1738-1762
Ren Z. (2016), Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations, Annals of Applied Probability, vol. 26, n°6, p. 3381-3414
Litterer C., Henry-Labordere P., Ren Z. (2016), A dual algorithm for stochastic control problems: Applications to Uncertain Volatility Models and CVA, SIAM Journal on Financial Mathematics, vol. 7, n°1, p. 159–182
Ma J., Ren Z., Touzi N., Zhang J. (2016), Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation, Annales Henri Poincaré, vol. 52, n°3, p. 1196-1216
Ren Z., Touzi N., Zhang J. (2014), An overview of viscosity solutions of path-dependent PDEs, Stochastic Analysis and Applications, p. 397-453
Ren Z., Tan X., Touzi N., Yang J. (2022), Entropic optimal planning for path-dependent mean field games, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 23 p.
Chen F., Ren Z., Wang S. (2022), Uniform-in-Time Propagation of Chaos for Mean Field Langevin Dynamics, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 31 p.
Ren Z., Wang S. (2022), Entropic fictitious play for mean field optimization problem, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 18 p.
Hu K., Kazeykina A., Ren Z. (2019), Mean-field Langevin System, Optimal Control and Deep Neural Networks, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 25 p.
