Trading Constraints in Continuous-Time Kyle Models.

Jin Hyuk Choi Heeyoung Kwon Kasper Larsen

Published in: SIAM J. Control. Optim. (2023)

Keyphrases

constrained optimization
database
feature selection
hidden markov models
probabilistic model
markov chain
parameter estimation
search engine
objective function
probability distribution
statistical models
dynamical systems
linear constraints