Dena Firoozi

27 papers Journal 20Unranked 7
YearRankTypeTitle / Venue / Authors
2025 J jnl
Hilbert Space-Valued LQ Mean Field Games: An Infinite-Dimensional Analysis.
SIAM J. Control. Optim.
Hanchao Liu, Dena Firoozi
2025 J jnl
LQG Risk-Sensitive Single-Agent and Major-Minor Mean-Field Game Systems: A Variational Framework.
SIAM J. Control. Optim.
Hanchao Liu, Dena Firoozi, Michèle Breton
2025 J jnl
Large Banks and Systemic Risk: Insights from a Mean-Field Game Model.
J. Syst. Sci. Complex.
Yuanyuan Chang, Dena Firoozi, David Benatia
2025 J jnl
Ranking Quantilized Mean-Field Games with an Application to Early-Stage Venture Investments.
CoRR
Rinel Foguen Tchuendom, Dena Firoozi, Michèle Breton
2025 J jnl
Simultaneously Solving Infinitely Many LQ Mean Field Games In Hilbert Spaces: The Power of Neural Operators.
CoRR
Dena Firoozi, Anastasis Kratsios, Xuwei Yang
2024 J jnl
Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets.
CoRR
Xin Yue Ren, Dena Firoozi
2023 J jnl
LQG Risk-Sensitive Mean Field Games with a Major Agent: A Variational Approach.
CoRR
Hanchao Liu, Dena Firoozi, Michèle Breton
2023 J jnl
Large Banks and Systemic Risk: Insights from a Mean-Field Game Model.
CoRR
Yuanyuan Chang, Dena Firoozi, David Benatia
2022 J jnl
A class of hybrid LQG mean field games with state-invariant switching and stopping strategies.
Autom.
Dena Firoozi, Ali Pakniyat, Peter E. Caines
2022 J jnl
Exploratory LQG mean field games with entropy regularization.
Autom.
Dena Firoozi, Sebastian Jaimungal
2022 J jnl
LQG mean field games with a major agent: Nash certainty equivalence versus probabilistic approach.
Autom.
Dena Firoozi
2021 J jnl
$\epsilon$-Nash Equilibria for Major-Minor LQG Mean Field Games With Partial Observations of All Agents.
IEEE Trans. Autom. Control.
Dena Firoozi, Peter E. Caines
2020 J jnl
A Mean-Field Game Approach to Equilibrium Pricing, Optimal Generation, and Trading in Solar Renewable Energy Certificate (SREC) Markets.
CoRR
Arvind Shrivats, Dena Firoozi, Sebastian Jaimungal
2020 J jnl
Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems.
Syst. Control. Lett.
Dena Firoozi, Sebastian Jaimungal, Peter E. Caines
2020 J jnl
Exploratory LQG Mean Field Games with Entropy Regularization.
CoRR
Dena Firoozi, Sebastian Jaimungal
2020 J jnl
LQG Mean Field Games with a Major Agent: Nash Certainty Equivalence versus Probabilistic Approach.
CoRR
Dena Firoozi
2019 — conf
Belief Estimation by Agents in Major Minor LQG Mean Field Games.
CDC
Dena Firoozi, Peter E. Caines
2018 J jnl
A Hybrid Optimal Control Approach to LQG Mean Field Games with Switching and Stopping Strategies.
CoRR
Dena Firoozi, Ali Pakniyat, Peter E. Caines
2018 J jnl
Convex Analysis for LQG Systems with Applications to Major Minor LQG Mean Field Game Systems.
CoRR
Dena Firoozi, Sebastian Jaimungal, Peter E. Caines
2018 J jnl
Mean Field Game Systems with Common Noise and Markovian Latent Processes.
CoRR
Dena Firoozi, Peter E. Caines, Sebastian Jaimungal
2018 — conf
Mean Field Game Systems with Common and Latent Processes.
CDC
Dena Firoozi, Sebastian Jaimungal, Peter E. Caines
2018 J jnl
ε-Nash Equilibria for Major Minor LQG Mean Field Games with Partial Observations of All Agents.
CoRR
Dena Firoozi, Peter E. Caines
2017 — conf
A mean field game - Hybrid systems approach to optimal execution problems in finance with stopping times.
CDC
Dena Firoozi, Ali Pakniyat, Peter E. Caines
2017 — conf
An optimal execution problem in finance targeting the market trading speed: An MFG formulation.
CDC
Dena Firoozi, Peter E. Caines
2016 — conf
Mean Field Game ε-Nash equilibria for partially observed optimal execution problems in finance.
CDC
Dena Firoozi, Peter E. Caines
2015 — conf
ε-Nash equilibria for partially observed LQG mean field games with major agent: Partial observations by all agents.
CDC
Dena Firoozi, Peter E. Caines
2011 — conf
Noise analysis in satellite attitude estimation using angular rate and a single vector measurement.
CDC/ECC
Dena Firoozi, Mehrzad Namvar