Paulwin Graewe

According to our database1, Paulwin Graewe authored at least 4 papers between 2015 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2022
A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption.
SIAM J. Control. Optim., October, 2022

2021
A Mean Field Game of Optimal Portfolio Liquidation.
Math. Oper. Res., 2021

2017
Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience.
SIAM J. Control. Optim., 2017

2015
A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions.
SIAM J. Control. Optim., 2015


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