Pages that link to "Item:Q5382635"

The following pages link to Mean-Field Game Strategies for Optimal Execution (Q5382635):

Displaying 29 items.

• Mean field game of controls and an application to trade crowding (Q1648897) (← links)
• Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria (Q2070031) (← links)
• Reinforcement learning and stochastic optimisation (Q2072112) (← links)
• Portfolio liquidation under factor uncertainty (Q2117436) (← links)
• A mean field game inverse problem (Q2149026) (← links)
• Linear quadratic mean field games with a major player: the multi-scale approach (Q2173955) (← links)
• Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems (Q2203457) (← links)
• A two-player portfolio tracking game (Q2675370) (← links)
• Mean-Field Leader-Follower Games with Terminal State Constraint (Q3300842) (← links)
• Mean Field Games with Singular Controls (Q4596858) (← links)
• Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
• Optimal Trading with Differing Trade Signals (Q4994352) (← links)
• Mechanics of good trade execution in the framework of linear temporary market impact (Q5014181) (← links)
• A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)
• A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption (Q5045004) (← links)
• Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations (Q5074077) (← links)
• Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
• Fracking, Renewables, and Mean Field Games (Q5348330) (← links)
• Deep Q-Learning for Nash Equilibria: Nash-DQN (Q5879350) (← links)
• Optimal Execution: A Review (Q5879357) (← links)
• Extended Mean Field Games with Singular Controls (Q5883153) (← links)
• A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets (Q6054427) (← links)
• Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
• A Mean-Field Game of Market-Making against Strategic Traders (Q6070673) (← links)
• Trading with the crowd (Q6146670) (← links)
• Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients (Q6169626) (← links)
• Transient impact from the Nash equilibrium of a permanent market impact game (Q6556811) (← links)
• Optimal trading and competition with information in the price impact model (Q6592284) (← links)
• Mean-field liquidation games with market drop-out (Q6641082) (← links)