Dena Firoozi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Hilbert space-valued LQ mean field games: an infinite-dimensional analysis SIAM Journal on Control and Optimization	2025-09-25	Paper
Large banks and systemic risk: insights from a mean-field game model Journal of Systems Science and Complexity	2025-07-30	Paper
LQG risk-sensitive single-agent and major-minor mean-field game systems: a variational framework SIAM Journal on Control and Optimization	2025-07-09	Paper
A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets Mathematical Finance	2023-09-28	Paper
LQG mean field games with a major agent: Nash certainty equivalence versus probabilistic approach Automatica	2022-11-14	Paper
A class of hybrid LQG mean field games with state-invariant switching and stopping strategies Automatica	2022-05-17	Paper
Exploratory LQG mean field games with entropy regularization Automatica	2022-03-18	Paper
$\epsilon$-Nash Equilibria for Major–Minor LQG Mean Field Games With Partial Observations of All Agents IEEE Transactions on Automatic Control	2021-07-26	Paper
Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems Systems & Control Letters	2020-10-07	Paper
The execution problem in finance with major and minor traders: a mean field game formulation	2018-11-19	Paper

Research outcomes over time

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