Dena Firoozi
Orcid: 0000-0001-9639-3889
According to our database1,
Dena Firoozi
authored at least 19 papers
between 2011 and 2024.
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Bibliography
2024
Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets.
CoRR, 2024
2023
CoRR, 2023
2022
A class of hybrid LQG mean field games with state-invariant switching and stopping strategies.
Autom., 2022
LQG mean field games with a major agent: Nash certainty equivalence versus probabilistic approach.
Autom., 2022
2021
$\epsilon$-Nash Equilibria for Major-Minor LQG Mean Field Games With Partial Observations of All Agents.
IEEE Trans. Autom. Control., 2021
2020
Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems.
Syst. Control. Lett., 2020
A Mean-Field Game Approach to Equilibrium Pricing, Optimal Generation, and Trading in Solar Renewable Energy Certificate (SREC) Markets.
CoRR, 2020
2019
Proceedings of the 58th IEEE Conference on Decision and Control, 2019
2018
ε-Nash Equilibria for Major Minor LQG Mean Field Games with Partial Observations of All Agents.
CoRR, 2018
A Hybrid Optimal Control Approach to LQG Mean Field Games with Switching and Stopping Strategies.
CoRR, 2018
Proceedings of the 57th IEEE Conference on Decision and Control, 2018
2017
A mean field game - Hybrid systems approach to optimal execution problems in finance with stopping times.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017
An optimal execution problem in finance targeting the market trading speed: An MFG formulation.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017
2016
Mean Field Game ε-Nash equilibria for partially observed optimal execution problems in finance.
Proceedings of the 55th IEEE Conference on Decision and Control, 2016
2015
ε-Nash equilibria for partially observed LQG mean field games with major agent: Partial observations by all agents.
Proceedings of the 54th IEEE Conference on Decision and Control, 2015
2011
Noise analysis in satellite attitude estimation using angular rate and a single vector measurement.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011