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Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes.

Álvaro CarteaSebastian JaimungalJason Ricci
Published in: SIAM Rev. (2018)
Keyphrases
  • stochastic control
  • queueing systems
  • operations management
  • electronic commerce
  • optimal control
  • control problems
  • scheduling problem
  • production system