A Finite Horizon Optimal Multiple Switching Problem. - Boualem Djehiche; Said Hamadène; Alexandre Popier (SIAM J. Control. Optim., 2009)

A Mean Field Game of Optimal Portfolio Liquidation. - Guanxing Fu; Paulwin Graewe; Ulrich Horst; Alexandre Popier (Math. Oper. Res., 2021)