9 citations · 27 across the 12 of their papers we have counts for
Showing 2020Show all
2 papers · 1 filter
math.PR2020★ 2 cited
Ergodicity of the underdamped mean-field Langevin dynamics
Anna Kazeykina, Zhenjie Ren, Xiaolu Tan +1
We study the long time behavior of an underdamped mean-field Langevin (MFL) equation, and provide a general convergence as well as an exponential convergence rate result under diff…
math.OC2020
Random horizon principal-agent problems
Yiqing Lin, Zhenjie Ren, Nizar Touzi +1
We consider a general formulation of the random horizon Principal-Agent problem with a continuous payment and a lump-sum payment at termination. In the European version of the prob…