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}, }