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Please use this identifier to cite or link to this item: http://hdl.handle.net/10263/6821
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dc.contributor.authorMishra, Ranjan-
dc.date.accessioned2017-07-19T05:52:08Z-
dc.date.available2017-07-19T05:52:08Z-
dc.date.issued2017-
dc.identifier.citation33p.en_US
dc.identifier.urihttp://hdl.handle.net/10263/6821-
dc.descriptionDissertation under the supervision of Dr. Diganta Mukherjee, SOS Uniten_US
dc.language.isoenen_US
dc.publisherIndian Statistical Institute, Kolkataen_US
dc.relation.ispartofseriesDissertation;17-362-
dc.subjectPortfolio liquidationen_US
dc.subjectDark poolen_US
dc.subjectDynamic programmingen_US
dc.subjectMarkov decision processen_US
dc.titleOptimal portfolio liquidation in dark poolen_US
dc.typeArticleen_US
Appears in Collections:Dissertations - M Tech (CS)

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