Firoozi, Dena

1. A Mean-Field Game Approach to Equilibrium Pricing in Solar Renewable Energy Certificate Markets
   2020/03/10 by Shrivats, Arvind, Firoozi, Dena, Jaimungal, Sebastian · 3 citations
   #34H05 #37A50 #49J50 #49N70 #49N90 #93C95 #FOS: Economics and business #FOS: Electrical engineering #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Systems and Control (eess.SY) #Theoretical Economics (econ.TH) #Trading and Market Microstructure (q-fin.TR) #electronic engineering #information engineering
2. Convex Analysis for LQG Systems with Applications to Major Minor LQG Mean-Field Game Systems
   2018/10/16 by Firoozi, Dena, Jaimungal, Sebastian, Caines, Peter E. · 2 citations
   #Dynamical Systems (math.DS) #FOS: Electrical engineering #FOS: Mathematics #Systems and Control (eess.SY) #electronic engineering #information engineering
3. Mean Field Game Systems with Common Noise and Markovian Latent Processes
   2018/09/20 by Dena Firoozi, Firoozi, Dena, Peter E. Caines +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #advanced mathematical theories
4. Exploratory LQG Mean Field Games with Entropy Regularization
   2020/11/25 by Firoozi, Dena, Jaimungal, Sebastian · 1 citation
   #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Probability (math.PR) #Systems and Control (eess.SY) #electronic engineering #information engineering
5. Principal agent mean field games in REC markets
   2021/12/22 by Dena Firoozi, Firoozi, Dena, Arvind Shrivats +3 · 1 citation
   Economics, Econometrics and Finance · Energy · #Climate Change Policy and Economics #Energy Efficiency and Management #Energy, Environment, and Transportation Policies
6. LQG Risk-Sensitive Single-Agent and Major-Minor Mean-Field Game Systems: A Variational Framework
   2023/05/24 by Liu, Hanchao, Firoozi, Dena, Breton, Michèle · 1 citation
   #FOS: Economics and business #FOS: Electrical engineering #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR) #Risk Management (q-fin.RM) #Systems and Control (eess.SY) #electronic engineering #information engineering
7. Hilbert Space-Valued LQ Mean Field Games: An Infinite-Dimensional Analysis
   2024/03/01 by Hanchao Liu, Liu, Hanchao, Dena Firoozi +1 · 1 citation
   Decision Sciences · #60H20(Primary) #91A13(Secondary) #FOS: Economics and business #FOS: Mathematics #Functional Analysis (math.FA) #Game Theory and Applications #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR) #Risk Management (q-fin.RM)