"A mean field game - Hybrid systems approach to optimal execution problems ..."

Dena Firoozi, Ali Pakniyat, Peter E. Caines (2017)

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DOI: 10.1109/CDC.2017.8264119

access: closed

type: Conference or Workshop Paper

metadata version: 2024-05-07

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Dena Firoozi, Ali Pakniyat, Peter E. Caines:
A mean field game - Hybrid systems approach to optimal execution problems in finance with stopping times. CDC 2017: 3144-3151

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