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[IEEE 2016 IEEE 55th Conference on Decision and Control (CDC) - Las Vegas, NV, USA (2016.12.12-2016.12.14)] 2016 IEEE 55th Conference on Decision and Control (CDC) - Mean Field Game ε-Nash equilibria for partially observed optimal execution problems in finance

[IEEE 2016 IEEE 55th Conference on Decision and Control (CDC) - Las Vegas, NV, USA (2016.12.12-2016.12.14)] 2016 IEEE 55th Conference on Decision and Control (CDC) - Mean Field Game ε-Nash equilibria for partially observed optimal execution problems in finance

Firoozi, Dena; Caines, Peter E.

作者Firoozi, Dena; Caines, Peter E.
文件大小613.91KB
发表时间2016
DOI10.1109/CDC.2016.7798281
页码268-275

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