| A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets A Shrivats, D Firoozi, S Jaimungal Mathematical Finance, 2022 | 52* | 2022 |
| Exploratory lqg mean field games with entropy regularization D Firoozi, S Jaimungal Automatica, 2022 | 33 | 2022 |
| Convex analysis for LQG systems with applications to major–minor LQG mean–field game systems D Firoozi, S Jaimungal, PE Caines Systems & Control Letters 142, 104734, 2020 | 30 | 2020 |
| ϵ-Nash Equilibria for major minor LQG mean field games with partial observations of all agents D Firoozi, PE Caines IEEE Transactions on Automatic Control, 2020 | 28 | 2020 |
| Mean field game ε-Nash equilibria for partially observed optimal execution problems in finance D Firoozi, PE Caines 2016 IEEE 55th Conference on Decision and Control (CDC), 268-275, 2016 | 28 | 2016 |
| ε-Nash equilibria for partially observed LQG mean field games with major agent: Partial observations by all agents D Firoozi, PE Caines 2015 54th IEEE Conference on Decision and Control (CDC), 4430-4437, 2015 | 24 | 2015 |
| A mean field game-hybrid systems approach to optimal execution problems in finance with stopping times D Firoozi, A Pakniyat, PE Caines 2017 IEEE 56th Annual Conference on Decision and Control (CDC), 3144-3151, 2017 | 23 | 2017 |
| An optimal execution problem in finance targeting the market trading speed: An MFG formulation D Firoozi, PE Caines 2017 IEEE 56th annual conference on decision and control (CDC), 7-14, 2017 | 21 | 2017 |
| The Execution Problem in Finance with Major and Minor Traders: A Mean Field Game Formulation D Firoozi, PE Caines Advances in Dynamic and Mean Field Games, 107-130, 2016 | 20 | 2016 |
| Analysis of gyro noise in non-linear attitude estimation using a single vector measurement D Firoozi, M Namvar IET Control Theory & Applications 6 (14), 2226-2234, 2012 | 17 | 2012 |
| Principal agent mean field games in REC markets D Firoozi, AV Shrivats, S Jaimungal arXiv preprint arXiv:2112.11963, 2021 | 8 | 2021 |
| Mean field games and optimal execution problems: hybrid and partially observed major minor systems D Firoozi McGill University (Canada), 2019 | 8 | 2019 |
| An optimal execution problem in finance with acquisition and liquidation objectives: an MFG formulation D Firoozi, PE Caines IFAC-PapersOnLine 50 (1), 4960-4967, 2017 | 8 | 2017 |
| A class of hybrid LQG mean field games with state-invariant switching and stopping strategies D Firoozi, A Pakniyat, PE Caines Automatica 141, 110244, 2022 | 7* | 2022 |
| Belief estimation by agents in major minor LQG mean field games D Firoozi, PE Caines 2019 IEEE 58th Conference on Decision and Control (CDC), 1615-1622, 2019 | 6 | 2019 |
| Mean field game systems with common and latent processes D Firoozi, S Jaimungal, PE Caines 2018 IEEE Conference on Decision and Control (CDC), 5500-5505, 2018 | 5 | 2018 |
| Mean field game systems with common noise and markovian latent processes D Firoozi, PE Caines, S Jaimungal arXiv preprint arXiv:1809.07865, 2018 | 5 | 2018 |
| 2017 IEEE 56th Annual Conference on Decision and Control (CDC) D Firoozi, PE Caines | 5 | 2017 |
| Large banks and systemic risk: Insights from a mean-field game model Y Chang, D Firoozi, D Benatia arXiv preprint arXiv:2305.17830, 2023 | 4 | 2023 |
| LQG mean field games with a major agent: Nash certainty equivalence versus probabilistic approach D Firoozi Automatica 146, 110559, 2022 | 4 | 2022 |
Peter CainesMcGill University MontrealDirección de correo verificada de cim.mcgill.ca
