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]

@inproceedings{FirooziC16,
  title = {Mean Field Game ε-Nash equilibria for partially observed optimal execution problems in finance},
  author = {Dena Firoozi and Peter E. Caines},
  year = {2016},
  doi = {10.1109/CDC.2016.7798281},
  url = {http://dx.doi.org/10.1109/CDC.2016.7798281},
  researchr = {https://researchr.org/publication/FirooziC16},
  cites = {0},
  citedby = {0},
  pages = {268-275},
  booktitle = {55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, NV, USA, December 12-14, 2016},
  publisher = {IEEE},
  isbn = {978-1-5090-1837-6},
}