Author

Dena Firoozi

Observed names: D. Firoozi, Firoozi, Dena

Institution: University of Toronto

Observed institutions: HEC Montréal, Sharif University of Technology, University of Toronto, McGill University

ORCID: 0000-0001-9639-3889

Observed ORCID: 0000-0001-9639-3889

OpenAlex ID: A5077119930

A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets

2022 · Arvind V. Shrivats, Dena Firoozi, et al. · Mathematical Finance · 35

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Exploratory LQG mean field games with entropy regularization

2022 · Dena Firoozi, Sebastian Jaimungal · Automatica · 34

Convex analysis for LQG systems with applications to major–minor LQG mean–field game systems

2020 · Dena Firoozi, Sebastian Jaimungal, et al. · Systems & Control Letters · 27

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Mean Field Game ε-Nash equilibria for partially observed optimal execution problems in finance

2016 · Dena Firoozi, Peter E. Caines · Proceedings of the IEEE Conference on Decision & Control, including the Symposium on Adaptive Processes · 19

Analysis of gyro noise in non-linear attitude estimation using a single vector measurement

2012 · D. Firoozi, M. Namvar · IET Control Theory and Applications · 16

An optimal execution problem in finance targeting the market trading speed: An MFG formulation

2017 · Dena Firoozi, Peter E. Caines · Proceedings of the IEEE Conference on Decision & Control, including the Symposium on Adaptive Processes · 15

The Execution Problem in Finance with Major and Minor Traders: A Mean Field Game Formulation

2017 · Dena Firoozi, Peter E. Caines · Annals of the International Society of Dynamic Games · 15

ε-Nash equilibria for partially observed LQG mean field games with major agent: Partial observations by all agents

2015 · Dena Firoozi, Peter E. Caines · Proceedings of the IEEE Conference on Decision & Control, including the Symposium on Adaptive Processes · 15

A mean field game — Hybrid systems approach to optimal execution problems in finance with stopping times

2017 · Dena Firoozi, Ali Pakniyat, et al. · Proceedings of the IEEE Conference on Decision & Control, including the Symposium on Adaptive Processes · 14

A class of hybrid LQG mean field games with state-invariant switching and stopping strategies

2022 · Dena Firoozi, Ali Pakniyat, et al. · Automatica · 7

Principal agent mean field games in REC markets

2021 · Firoozi, Dena, Shrivats, Arvind V, et al. · RePEc: Research Papers in Economics · 7

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Mean Field Game Systems with Common and Latent Processes

2018 · Dena Firoozi, Sebastian Jaimungal, et al. · Proceedings of the IEEE Conference on Decision & Control, including the Symposium on Adaptive Processes · 7

An Optimal Execution Problem in Finance with Acquisition and Liquidation Objectives: an MFG Formulation

2017 · Dena Firoozi, Peter E. Caines · IFAC-PapersOnLine · 7

LQG mean field games with a major agent: Nash certainty equivalence versus probabilistic approach

2022 · Dena Firoozi · Automatica · 6

Belief Estimation by Agents in Major Minor LQG Mean Field Games

2019 · Dena Firoozi, Peter E. Caines · Proceedings of the IEEE Conference on Decision & Control, including the Symposium on Adaptive Processes · 5

Large Banks and Systemic Risk: Insights from a Mean-Field Game Model

2025 · Yuanyuan Chang, Dena Firoozi, et al. · Journal of Systems Science and Complexity · 4

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A Mean-Field Game Approach to Equilibrium Pricing, Optimal Generation, and Trading in Solar Renewable Energy Certificate (SREC) Markets.

2020 · Arvind Shrivats, Dena Firoozi, et al. · arXiv (Cornell University) · 4

Noise analysis in satellite attitude estimation using angular rate and a single vector measurement