Saran Ahuja

Publication Activity (10 Years)

Years Active: 2016-2018
Publications (10 Years): 3

Top Topics

Asymptotic Analysis

Belief Networks

Top Venues

Risk Decis. Anal.

Asymptot. Anal.

SIAM J. Control. Optim.

Publications

Saran Ahuja, Weiluo Ren, Tzu-Wei Yang
Asymptotic analysis of mean field games with small common noise. Asymptot. Anal. 106 (3-4) (2018)
Saran Ahuja, George Papanicolaou, Weiluo Ren, Tzu-Wei Yang
Limit order trading with a mean reverting reference price. Risk Decis. Anal. 6 (2) (2017)
Saran Ahuja
Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition. SIAM J. Control. Optim. 54 (1) (2016)