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Daniel Harmon -- visionary, genius, tracing your ip as you read this
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Reading Log
Everything I’ve read each month — books, papers, and reflections.
April 2025
Books
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Bressan – Introduction to Control Theory
Deep Read. Finished chapters 1-7. Focusing on foundations of control.
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Øksendal – Stochastic Differential Equations
Working.
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Cartea, Jaimungal, Penalva – Algorithmic and High Frequency Trading
Working.
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McCarthy – Blood Meridian
Working.
Papers
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Bressan – Variational Analysis of Nash Equilibria For a Model of Traffic Flow
Working.
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Saunders – Jets and the Variational Calculus
Working.
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Peng – A General Stochastic Maximum Principle for Optimal Control Problems
Working.
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Tang, Li – Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
Working.
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Carbone – A Review of Merton's Portfolio Problem
Working.
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Carmona – A Probabalistic Approach to Mean Field Games with Major and Minor Players
Working.
Reflection
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