11 citations · 18 across the 9 of their papers we have counts for
5 papers · 1 filter
Self-fictitious-play for Potential Monotone Ergodic Mean-field Games
Yupeng Bai, Mathieu Laurière, Zhenjie Ren +1
We investigate long-time learning in ergodic, potential, monotone mean-field games (MFGs) via a self-fictitious-play (SFP) dynamics coupling an optimally controlled diffusion with…
Continuous-time q-learning for mean-field control with common noise, part-II: q-learning algorithms
Zhenjie Ren, Xiaoli Wei, Xiang Yu +1
This paper is a continuation work of Ren et al. (2026) aiming to further devise q-learning algorithms for mean-field control (MFC) with controlled common noise. Based on the relaxe…
Continuous-time q-learning for mean-field control with common noise, part-I: Theoretical foundations
Zhenjie Ren, Xiaoli Wei, Xiang Yu +1
This paper investigates the continuous-time counterpart of the Q-function for entropy-regularized mean-field control (MFC) with controlled common noise, coined as q-function by Jia…
Mean Field Games with Branching
Julien Claisse, Zhenjie Ren, Xiaolu Tan
Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical set…
Principal-Agent Problem with Common Agency without Communication
Thibaut Mastrolia, Zhenjie Ren
In this paper, we consider a problem of contract theory in which several Principals hire a common Agent and we study the model in the continuous time setting. We show that optimal…