Renjie Shao

I'm a PhD candidate in Financial Mathematics at Florida State University, advised by Qi Feng. My research interests include stochastic control, reinforcement learning, and autonomous self-improving agents.

Previously, I earned my M.S. and B.S. in Mathematics from the University of Michigan, graduating with honors and high distinction.

Beyond math, I box, play board games and poker, and share my home with Xiuxiu — a British Shorthair who has put up with me for nine years.

Papers

1. Continuous Policy and Value Iteration for Stochastic Control Problems with Inhomogeneous Synchronous Coupling
   Qi Feng, Renjie Shao, Gu Wang
   arXiv preprint arXiv:2610.10744, 2026. [arXiv] [PDF]

Experience

• 2026 – present
  Teaching Assistant, Linear Algebra
  Department of Mathematics, Florida State University