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 PMMay 31, 2019 11:00 AM
ISS Informal Systems Seminar
Meir N. Pachter – Department of Electrical & Computer Engineering, Air Force Institute of Technology, United States
Meir N. Pachter – Department of Electrical & Computer Engineering, Air Force Institute of Technology, United States
Room MC 437, CIM, McConnell Building, McGill University
11:00 AM–12:00 PMMay 22, 2019 11:00 AM
ISS Informal Systems Seminar
Ye Zhao – Georgia Institute of Technology, United States
Ye Zhao – Georgia Institute of Technology, United States
Room MC 437, CIM, McConnell Building, McGill University
03:00 PM–04:00 PMMay 17, 2019 03:00 PM
ISS Informal Systems Seminar
Mauro Salazar – Department of Aeronautics and Astronautics, Stanford University, United States
Mauro Salazar – Department of Aeronautics and Astronautics, Stanford University, United States
Room MC 437, CIM, McConnell Building, McGill University