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Dena Firoozi

Assistant Professor,  Department of Decision Sciences


Dena Firoozi

Contact information

HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7

Email: dena.firoozi@hec.ca
Phone: 514 340-6350
Secretary: 514 340-6472
Fax: n/a
Office: 4.811

Personal page

Education

  • Ph. D. (Electrical Engineering), McGill University
  • M. Sc. (Electrical Engineering), Sharif University of Technology

Expertise

  • Mathematical Finance
  • Mean Field Games
  • Stochastic Control
  • Estimation

Current research

  • Forthcoming

This publication selection covers the last five years.


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Journal articles (2)


FIROOZI, Dena, CAINES, Peter E.; « ϵ -Nash Equilibria for Major–Minor LQG Mean Field Games With Partial Observations of All Agents », IEEE Transactions on Automatic Control, vol. 66, no 6, 2021, p. 2778-2786.

FIROOZI, Dena, JAIMUNGAL, Sebastian, CAINES, Peter E.; « Convex analysis for LQG systems with applications to major–minor LQG mean–field game systems », Systems & Control Letters, vol. 142, 2020, p. 1-12.

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Book chapters (1)


FIROOZI, Dena, CAINES, Peter E.; « The Execution Problem in Finance with Major and Minor Traders: A Mean Field Game Formulation », Advances in Dynamic and Mean Field Games: Theory, Applications, and Numerical Method, Springer, 2017, p. 107-130.



This selection of supervision activities covers the last five years.

Winter 2021

MATH 10620A

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