1 citations · 1 across the 4 of their papers we have counts for
5 papers
Recursive contracts in non-convex environments
Chengfeng Shen, Felix Kübler, Zhennan Zhou
In this paper we examine non-convex dynamic optimization problems with forward looking constraints. We prove that the recursive multiplier formulation in \cite{marcet2019recursive}…
A Lagrangian Approach to Optimal Randomization
Chengfeng Shen, Felix Kübler, Yucheng Yang +1
We develop an efficient method for solving non-convex constrained optimization problems that are pervasive in economics. The optimal solution to these problems often involves rando…
Prompt Engineering Through the Lens of Optimal Control
Yifan Luo, Yiming Tang, Chengfeng Shen +2
Prompt Engineering (PE) has emerged as a critical technique for guiding Large Language Models (LLMs) in solving intricate tasks. Its importance is highlighted by its potential to s…
Tumor growth with a necrotic core as an obstacle problem in pressure
Xu'an Dou, Chengfeng Shen, Zhennan Zhou
Motivated by the incompressible limit of a cell density model, we propose a free boundary tumor growth model where the pressure satisfies an obstacle problem on an evolving domain…
Fictitious Play for Mean Field Games with Optimal Stopping: Convergence and Computation
Chengfeng Shen, Yifan Luo, Zhennan Zhou +1
This paper studies mean field games with optimal stopping time (OSMFGs) where agents make optimal exit decisions. Such a model features a coupled obstacle problem and Fokker-Planck…