A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions. - Paulwin Graewe; Ulrich Horst; Jinniao Qiu (SIAM J. Control. Optim., 2015)

Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience. - Paulwin Graewe; Ulrich Horst (SIAM J. Control. Optim., 2017)

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

A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption. - Paulwin Graewe; Ulrich Horst; Ronnie Sircar (SIAM J. Control. Optim., 2022)