Graewe, Paulwin

1. A Mean Field Game of Optimal Portfolio Liquidation
   2018/04/13 by Fu, Guanxing, Graewe, Paulwin, Horst, Ulrich +1 · 5 citations
   #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
2. Asymptotic approach for backward stochastic differential equation with singular terminal condition *
   2019/06/12 by Paulwin Graewe, Graewe, Paulwin, Alexandre Popier +1 · 2 citations
   Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
3. A Maximum Principle approach to deterministic Mean Field Games of\n Control with Absorption
   2021/04/13 by Paulwin Graewe, Graewe, Paulwin, Ulrich Horst +3 · 1 citation
   Economics, Econometrics and Finance · #Climate Change Policy and Economics #Economic theories and models #FOS: Economics and business #General Economics (econ.GN) #Stochastic processes and financial applications