[IEEE 2017 IEEE 56th Annual Conference on Decision and Control (CDC) - Melbourne, Australia (2017.12.12-2017.12.15)] 2017 IEEE 56th Annual Conference on Decision and Control (CDC) - A mean field game — Hybrid systems approach to optimal execution problems in finance with stopping times
Firoozi, Dena; Pakniyat, Ali; Caines, Peter E.
- 作者Firoozi, Dena; Pakniyat, Ali; Caines, Peter E.
- 文件大小175.08KB
- 发表时间2017
- DOI10.1109/CDC.2017.8264119
- 页码3144-3151