default search action
Dena Firoozi
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
- [i10]Xin Yue Ren, Dena Firoozi:
Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets. CoRR abs/2403.03915 (2024) - 2023
- [i9]Hanchao Liu, Dena Firoozi, Michèle Breton:
LQG Risk-Sensitive Mean Field Games with a Major Agent: A Variational Approach. CoRR abs/2305.15364 (2023) - [i8]Yuanyuan Chang, Dena Firoozi, David Benatia:
Large Banks and Systemic Risk: Insights from a Mean-Field Game Model. CoRR abs/2305.17830 (2023) - 2022
- [j5]Dena Firoozi, Sebastian Jaimungal:
Exploratory LQG mean field games with entropy regularization. Autom. 139: 110177 (2022) - [j4]Dena Firoozi, Ali Pakniyat, Peter E. Caines:
A class of hybrid LQG mean field games with state-invariant switching and stopping strategies. Autom. 141: 110244 (2022) - [j3]Dena Firoozi:
LQG mean field games with a major agent: Nash certainty equivalence versus probabilistic approach. Autom. 146: 110559 (2022) - 2021
- [j2]Dena Firoozi, Peter E. Caines:
$\epsilon$-Nash Equilibria for Major-Minor LQG Mean Field Games With Partial Observations of All Agents. IEEE Trans. Autom. Control. 66(6): 2778-2786 (2021) - 2020
- [j1]Dena Firoozi, Sebastian Jaimungal, Peter E. Caines:
Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems. Syst. Control. Lett. 142: 104734 (2020) - [i7]Arvind Shrivats, Dena Firoozi, Sebastian Jaimungal:
A Mean-Field Game Approach to Equilibrium Pricing, Optimal Generation, and Trading in Solar Renewable Energy Certificate (SREC) Markets. CoRR abs/2003.04938 (2020) - [i6]Dena Firoozi, Sebastian Jaimungal:
Exploratory LQG Mean Field Games with Entropy Regularization. CoRR abs/2011.12946 (2020) - [i5]Dena Firoozi:
LQG Mean Field Games with a Major Agent: Nash Certainty Equivalence versus Probabilistic Approach. CoRR abs/2012.04866 (2020)
2010 – 2019
- 2019
- [c7]Dena Firoozi, Peter E. Caines:
Belief Estimation by Agents in Major Minor LQG Mean Field Games. CDC 2019: 1615-1622 - 2018
- [c6]Dena Firoozi, Sebastian Jaimungal, Peter E. Caines:
Mean Field Game Systems with Common and Latent Processes. CDC 2018: 5500-5505 - [i4]Dena Firoozi, Peter E. Caines, Sebastian Jaimungal:
Mean Field Game Systems with Common Noise and Markovian Latent Processes. CoRR abs/1809.07865 (2018) - [i3]Dena Firoozi, Ali Pakniyat, Peter E. Caines:
A Hybrid Optimal Control Approach to LQG Mean Field Games with Switching and Stopping Strategies. CoRR abs/1810.02920 (2018) - [i2]Dena Firoozi, Peter E. Caines:
ε-Nash Equilibria for Major Minor LQG Mean Field Games with Partial Observations of All Agents. CoRR abs/1810.04369 (2018) - [i1]Dena Firoozi, Sebastian Jaimungal, Peter E. Caines:
Convex Analysis for LQG Systems with Applications to Major Minor LQG Mean Field Game Systems. CoRR abs/1810.07551 (2018) - 2017
- [c5]Dena Firoozi, Peter E. Caines:
An optimal execution problem in finance targeting the market trading speed: An MFG formulation. CDC 2017: 7-14 - [c4]Dena Firoozi, Ali Pakniyat, Peter E. Caines:
A mean field game - Hybrid systems approach to optimal execution problems in finance with stopping times. CDC 2017: 3144-3151 - 2016
- [c3]Dena Firoozi, Peter E. Caines:
Mean Field Game ε-Nash equilibria for partially observed optimal execution problems in finance. CDC 2016: 268-275 - 2015
- [c2]Dena Firoozi, Peter E. Caines:
ε-Nash equilibria for partially observed LQG mean field games with major agent: Partial observations by all agents. CDC 2015: 4430-4437 - 2011
- [c1]Dena Firoozi, Mehrzad Namvar:
Noise analysis in satellite attitude estimation using angular rate and a single vector measurement. CDC/ECC 2011: 7476-7481
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from , , and to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-05-08 21:44 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint