Group for Research in Decision Analysis
410.cainesp portrait

Member, GERAD

Professor, Department of Electrical and Computer Engineering, McGill University, Canada

514 398-7129
514-340-6053 x4884
Office 5457

Cahiers du GERAD

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Publications

Linear stochastic systems
SIAM Classic, 874 pages, 2017 BibTeX reference
An optimal execution problem in finance targeting the market trading speed: An MFG formulation
and
56th IEEE Conference on Decision and Control, Melbourne, Australia, 2017 BibTeX reference
A mean field game - Hybrid systems approach to optimal execution problems in finance with stopping times
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56th IEEE Conference on Decision and Control, Melbourne, Australia, 2017 BibTeX reference
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News

Two scholarships of $10 000 each respectively will be attributed to:

  • Romina Hassani, cosupervised by Peter E. Caines and Aditya Mahajan;
  • Thiago Pereira, cosupervised by Daniel Aloise and Andrea Lodi.

Congratulations!

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Events

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