DF
Dena Firoozi
math.OCcs.SYeess.SYq-fin.MFmath.PRq-fin.RMmath.DSmath.FAcs.LGcs.NA
On Valency
published · living versionsW_27vfcntr·v1 · currentpublished
Mean Field Games of Optimal Trading with an SPDE Model of the Limit Order Book
with Hanchao Liu
1 version
Preprints & journals
15 papers in the corpus · 2018–2026A Decomposition Method for LQ Conditional McKean-Vlasov Control Problems with Random Coefficients2604.12114v2 · On'esime Hounkpe, Dena Firoozi, Shuang Gao2026 · 0 citationsarXiv
Infinite-Dimensional LQ Mean Field Games with Common Noise: Small and Arbitrary Finite Time Horizons2601.13493v3 · Hanchao Liu, Dena Firoozi2026 · 0 citationsarXiv
Simultaneously Solving Infinitely Many LQ Mean Field Games In Hilbert Spaces: The Power of Neural Operators2510.20017v1 · Dena Firoozi, Anastasis Kratsios, Xuwei Yang2025 · 0 citationsarXiv
Ranking Quantilized Mean-Field Games with an Application to Early-Stage Venture Investments2507.00853v3 · Rinel Foguen Tchuendom, Dena Firoozi, Michele Breton2025 · 0 citationsarXiv
Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets2403.03915v1 · Xin Yue Ren, Dena Firoozi2024 · 0 citationsarXiv
Hilbert Space-Valued LQ Mean Field Games: An Infinite-Dimensional Analysis2403.01012v5 · Hanchao Liu, Dena Firoozi2024 · 1 citationarXiv
Large Banks and Systemic Risk: Insights from a Mean-Field Game Model2305.17830v3 · Yuanyuan Chang, Dena Firoozi, David Benatia2023 · 4 citationsarXiv
LQG Risk-Sensitive Single-Agent and Major-Minor Mean-Field Game Systems: A Variational Framework2305.15364v4 · Hanchao Liu, Dena Firoozi, Michele Breton2023 · 2 citationsarXiv
Principal agent mean field games in REC markets2112.11963v2 · Dena Firoozi, Arvind V Shrivats, Sebastian Jaimungal2021 · 7 citationsarXiv
LQG Mean Field Games with a Major Agent: Nash Certainty Equivalence versus Probabilistic Approach2012.04866v3 · Dena Firoozi2020 · 6 citationsarXiv
Exploratory LQG Mean Field Games with Entropy Regularization2011.12946v3 · Dena Firoozi, Sebastian Jaimungal2020 · 34 citationsarXiv
A Mean-Field Game Approach to Equilibrium Pricing in Solar Renewable Energy Certificate Markets2003.04938v5 · Arvind Shrivats, Dena Firoozi, Sebastian Jaimungal2020 · 35 citationsarXiv
Convex Analysis for LQG Systems with Applications to Major Minor LQG Mean-Field Game Systems1810.07551v4 · Dena Firoozi, Sebastian Jaimungal, Peter E. Caines2018 · 27 citationsarXiv
A Class of Hybrid LQG Mean Field Games with State-Invariant Switching and Stopping Strategies1810.02920v2 · Dena Firoozi, Ali Pakniyat, Peter E. Caines2018 · 7 citationsarXiv
Mean Field Game Systems with Common Noise and Markovian Latent Processes1809.07865v3 · Dena Firoozi, Peter E. Caines, Sebastian Jaimungal2018 · 1 citationarXiv
Career total: 31 works. 15 are in this corpus.
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