Peter E. Caines
Member, GERAD
Professor, Department of Electrical and Computer Engineering, McGill University, Canada
Cahiers du GERAD
Publications
Dec 2017
An optimal execution problem in finance targeting the market trading speed: An MFG formulation
Dena Firoozi and Peter E. Caines
56th IEEE Conference on Decision and Control, Melbourne, Australia, 2017
BibTeX reference
Dec 2017
A mean field game - Hybrid systems approach to optimal execution problems in finance with stopping times
Dena Firoozi, Ali Pakniyat, and Peter E. Caines
56th IEEE Conference on Decision and Control, Melbourne, Australia, 2017
BibTeX reference
News
Jun 21, 2017
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!
Aug 11, 2014
Title: Linear Consensus Algorithms Structural Properties and Connections with Markov Chains
Events
11:00 AM–12:00 PMNov 15, 2019 11:00 AM
ISS Informal Systems Seminar
Jean-François Chamberland – Texas A&M University, United States
Jean-François Chamberland – Texas A&M University, United States
Room MC 437, CIM, McConnell Building, McGill University
03:30 PM–04:30 PMOct 30, 2019 03:30 PM
“Meet a GERAD researcher!” seminar
Rinel Foguen Tchuendom – Polytechnique Montréal, Canada
Rinel Foguen Tchuendom – Polytechnique Montréal, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
11:00 AM–12:00 PMOct 11, 2019 11:00 AM
On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits
ISS Informal Systems Seminar
David Levanony – Ben-Gurion University of the Negev, Israel
David Levanony – Ben-Gurion University of the Negev, Israel
Room MC 437, CIM, McConnell Building, McGill University