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 PMAug 20, 2019 11:00 AM
ISS Informal Systems Seminar
Behrouz Touri – University of California, San Diego, United States
Behrouz Touri – University of California, San Diego, United States
Room 603, McGill University, McConnell Building
11:00 AM–12:00 PMJul 29, 2019 11:00 AM
ISS Informal Systems Seminar
Romeo Ortega – Laboratoire des Signaux et Systèmes, CNRS-CentraleSupélec, France
Romeo Ortega – Laboratoire des Signaux et Systèmes, CNRS-CentraleSupélec, France
Room MC 437, CIM, McConnell Building
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