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Sturmius Tuschmann

9 papers hereh-index 320 citations10 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author9

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • math.OC4
  • q-fin.TR2
  • math.FA1
  • q-fin.MF1
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

works on
limit order strategies 1optimal execution 1order flow imbalance 1passive market impact 1price impact modeling 1

From the 1 of 9 linked papers with an AI index.

activity
20242026
collaborators
Showing math.OCShow all

4 papers · 1 filter

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…

math.OC2025

Stochastic Graphon Games with Interventions

Eyal Neuman, Sturmius Tuschmann

We consider a class of targeted intervention problems in dynamic network and graphon games. First, we study a general dynamic network game in which players interact over a graph an…

math.OC2024

Stochastic Graphon Games with Memory

Eyal Neuman, Sturmius Tuschmann

We study finite-player dynamic stochastic games with heterogeneous interactions and non-Markovian linear-quadratic objective functionals. We derive the Nash equilibrium explicitly…

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