Dena Firoozi

Dena Firoozi

HEC Montréal École de Gestion - Montreal / Canada
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5618942
École des hautes études commerciales de Montréal
person_outline Dena Firoozi's MOST POPULAR ARTICLES
1-) A mean‐field game approach to equilibrium pricing in solar renewable energy certificate marketsA Shrivats, D Firoozi, S JaimungalMathematical Finance, 202248*2022
2-) Exploratory lqg mean field games with entropy regularizationD Firoozi, S JaimungalAutomatica, 2022302022
3-) Convex analysis for LQG systems with applications to major–minor LQG mean–field game systemsD Firoozi, S Jaimungal, PE CainesSystems & Control Letters 142, 104734, 2020302020
4-) ϵ-Nash Equilibria for major minor LQG mean field games with partial observations of all agentsD Firoozi, PE CainesIEEE Transactions on Automatic Control, 2020282020
5-) Mean field game ε-Nash equilibria for partially observed optimal execution problems in financeD Firoozi, PE Caines2016 IEEE 55th Conference on Decision and Control (CDC), 268-275, 2016282016