Author/Creator: Firoozi, Dena - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Firoozi, Dena

1. A class of hybrid LQG mean field games with state-invariant switching and stopping strategies. (July 2022)

Authors:: Firoozi, Dena; Pakniyat, Ali; Caines, Peter E.
Journal:: Automatica
Issue:: Volume 141(2022)
Page Start:
Record Type:: Journal Article
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2. A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets. (21st February 2022)

Authors:: Shrivats, Arvind V.; Firoozi, Dena; Jaimungal, Sebastian
Journal:: Mathematical finance
Issue:: Volume 32:Number 3(2022)
Page Start:: 779
Record Type:: Journal Article
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3. An Optimal Execution Problem in Finance with Acquisition and Liquidation Objectives: an MFG Formulation*. Issue 1 (July 2017)

Authors:: Firoozi, Dena; Caines, Peter E.
Journal:: IFAC-PapersOnLine
Issue:: Volume 50:Issue 1(2017)
Page Start:: 4960
Record Type:: Journal Article
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4. Exploratory LQG mean field games with entropy regularization. (May 2022)

Authors:: Firoozi, Dena; Jaimungal, Sebastian
Journal:: Automatica
Issue:: Volume 139(2022)
Page Start:
Record Type:: Journal Article
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5. LQG mean field games with a major agent: Nash certainty equivalence versus probabilistic approach. (December 2022)

Authors:: Firoozi, Dena
Journal:: Automatica
Issue:: Volume 146(2022)
Page Start:
Record Type:: Journal Article
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