Groupe d’études et de recherche en analyse des décisions

Publications

Dena Firoozi

Articles

\(\epsilon\)-Nash equilibria for major-minor LQG mean field games with partial observations of all agents
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À paraître dans : IEEE Transactions on Automatic Control, 2019 référence BibTeX

Chapitres de livre

Actes de conférence

Belief estimation by agents in major minor LQG mean field games
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IEEE 58th Conference on decision and control, Nice, France, 1615–1622, 2019 référence BibTeX
The execution problem in finance: A partially observed mean field game formulation
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AMS Fall Meeting, Bowdoin College, Brunswick, USA, 2016 référence BibTeX
The execution problem in finance: A mean field game formulation
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17th International Symposium on Dynamic Games and Applications, Urbino, Italie, 2016 référence BibTeX