Group for Research in Decision Analysis
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Student (Ph.D.), GERAD

McGill University, Canada

Education

since Sep 2013
Ph.D. Mean field and state estimation theory for major-minor agent MFG systems
McGill University – Department of Electrical and Computer Engineering, Peter E. Caines, director

Cahiers du GERAD

Publications

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
See all 7 publications…

Events

See all 12 events…