Mean Field Game ε-Nash equilibria for partially observed optimal execution problems in finance

Dena Firoozi, Peter E. Caines. Mean Field Game ε-Nash equilibria for partially observed optimal execution problems in finance. In 55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, NV, USA, December 12-14, 2016. pages 268-275, IEEE, 2016. [doi]

Authors

Dena Firoozi

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Peter E. Caines

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