Optimizing execution cost using stochastic control

dc.contributor.author	Bansal, Akshay
dc.date.accessioned	2017-07-17T10:07:03Z
dc.date.available	2017-07-17T10:07:03Z
dc.date.issued	2017
dc.identifier.citation	29p.	en_US
dc.identifier.uri	http://hdl.handle.net/10263/6814
dc.description	Dissertation under the supervision of Dr. Diganta Mukherjee, SOSU	en_US
dc.language.iso	en	en_US
dc.publisher	Indian Statistical Institute, Kolkata	en_US
dc.relation.ispartofseries	Dissertation;17-355
dc.subject	Control theory	en_US
dc.subject	Optimal policy	en_US
dc.subject	Horizon problem	en_US
dc.subject	Algorithm	en_US
dc.title	Optimizing execution cost using stochastic control	en_US
dc.type	Article	en_US