A Symbolic Closed-Form Solution to Sequential Market Making with Inventory.

Shamin Kinathil Scott Sanner Sanmay Das Nicolás Della Penna

Published in: IJCAI (2016)

Keyphrases

closed form solutions
managerial insights
closed form
point correspondences
special case

constrained optimization
relative pose
dynamic pricing
line correspondences

decision making
lot sizing
stock market
service level

lead time
inventory control
supply chain
three dimensional