activity
20192021
most citedMarket making and incentives design in the presence of a dark pool: a deep reinforcement learning approach

8 citations · 9 across the 3 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2019

Optimal control on graphs: existence, uniqueness, and long-term behavior

Olivier Guéant, Iuliia Manziuk

The literature on continuous-time stochastic optimal control seldom deals with the case of discrete state spaces. In this paper, we provide a general framework for the optimal cont…