Paulwin Graewe

Publication Activity (10 Years)

Years Active: 2015-2022
Publications (10 Years): 4

Top Topics

Belief Networks

Markov Random Field

Optimal Portfolio

Top Venues

SIAM J. Control. Optim.

Math. Oper. Res.

Publications

Paulwin Graewe, Ulrich Horst, Ronnie Sircar
A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption. SIAM J. Control. Optim. 60 (5) (2022)
Guanxing Fu, Paulwin Graewe, Ulrich Horst, Alexandre Popier
A Mean Field Game of Optimal Portfolio Liquidation. Math. Oper. Res. 46 (4) (2021)
Paulwin Graewe, Ulrich Horst
Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience. SIAM J. Control. Optim. 55 (6) (2017)
Paulwin Graewe, Ulrich Horst, Jinniao Qiu
A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions. SIAM J. Control. Optim. 53 (2) (2015)