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Dena Firoozi
Dena Firoozi
HEC Montréal - University of Montreal
Verified email at hec.ca - Homepage
Title
Cited by
Cited by
Year
A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets
A Shrivats, D Firoozi, S Jaimungal
Mathematical Finance, 2022
47*2022
Mean field game ε-Nash equilibria for partially observed optimal execution problems in finance
D Firoozi, PE Caines
2016 IEEE 55th Conference on Decision and Control (CDC), 268-275, 2016
282016
Convex analysis for LQG systems with applications to major–minor LQG mean–field game systems
D Firoozi, S Jaimungal, PE Caines
Systems & Control Letters 142, 104734, 2020
262020
ϵ-Nash Equilibria for major minor LQG mean field games with partial observations of all agents
D Firoozi, PE Caines
IEEE Transactions on Automatic Control, 2020
252020
Exploratory lqg mean field games with entropy regularization
D Firoozi, S Jaimungal
Automatica, 2022
242022
ε-Nash equilibria for partially observed LQG mean field games with major agent: Partial observations by all agents
D Firoozi, PE Caines
2015 54th IEEE Conference on Decision and Control (CDC), 4430-4437, 2015
242015
A mean field game-hybrid systems approach to optimal execution problems in finance with stopping times
D Firoozi, A Pakniyat, PE Caines
2017 IEEE 56th Annual Conference on Decision and Control (CDC), 3144-3151, 2017
212017
An optimal execution problem in finance targeting the market trading speed: An MFG formulation
D Firoozi, PE Caines
2017 IEEE 56th annual conference on decision and control (CDC), 7-14, 2017
192017
The Execution Problem in Finance with Major and Minor Traders: A Mean Field Game Formulation
D Firoozi, PE Caines
Advances in Dynamic and Mean Field Games, 107-130, 2016
192016
Analysis of gyro noise in non-linear attitude estimation using a single vector measurement
D Firoozi, M Namvar
IET Control Theory & Applications 6 (14), 2226-2234, 2012
172012
Mean field games and optimal execution problems: hybrid and partially observed major minor systems
D Firoozi
McGill University (Canada), 2019
92019
A class of hybrid LQG mean field games with state-invariant switching and stopping strategies
D Firoozi, A Pakniyat, PE Caines
Automatica 141, 110244, 2022
8*2022
Principal agent mean field games in REC markets
D Firoozi, AV Shrivats, S Jaimungal
arXiv preprint arXiv:2112.11963, 2021
72021
An optimal execution problem in finance with acquisition and liquidation objectives: an MFG formulation
D Firoozi, PE Caines
IFAC-PapersOnLine 50 (1), 4960-4967, 2017
72017
Belief estimation by agents in major minor LQG mean field games
D Firoozi, PE Caines
2019 IEEE 58th Conference on Decision and Control (CDC), 1615-1622, 2019
52019
Mean field game systems with common and latent processes
D Firoozi, S Jaimungal, PE Caines
2018 IEEE Conference on Decision and Control (CDC), 5500-5505, 2018
52018
LQG mean field games with a major agent: Nash certainty equivalence versus probabilistic approach
D Firoozi
Automatica 146, 110559, 2022
42022
Mean field game systems with common noise and markovian latent processes
D Firoozi, PE Caines, S Jaimungal
arXiv preprint arXiv:1809.07865, 2018
42018
Noise analysis in satellite attitude estimation using angular rate and a single vector measurement
D Firoozi, M Namvar
2011 50th IEEE Conference on Decision and Control and European Control …, 2011
42011
Large Banks and Systemic Risk: Insights from a Mean-Field Game Model
Y Chang, D Firoozi, D Benatia
arXiv preprint arXiv:2305.17830, 2023
12023
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