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q-fin.TR2026
Optimal Execution with Passive Market Impact
Alexander Barzykin, Robert Boyce, Eyal Neuman +1
We derive a mesoscopic model for optimal execution with limit orders that incorporates microstructural features of passive price impact. Our framework is based on two empirical obs…
math.OC2026
Potential Games on Unimodular Random Graphs
Eyal Neuman, Sturmius Tuschmann
We study potential games on unimodular random graphs of bounded degree, where players interact through the underlying network. Using the unimodular measure, we define a well-posed…
math.OC2026
Stochastic Games on Large Sparse Graphs
Eyal Neuman, Sturmius Tuschmann
We introduce a framework for stochastic games on large sparse graphs, covering continuous-time and discrete-time dynamic games as well as static games. Players are indexed by the v…