Instruct: Given the title of a scientific paper, retrieve paper titles that are cited by the given paper
Query: a hamilton jacobi bellman approach to optimal trade execution ∗ .
Optimal execution of portfolio transactions
Strategic Market Choice: Frequent Call Markets vs. Continuous Double Auctions for Fast and Slow Traders
Optimization of trading systems and portfolios
An iterative adaptive dynamic programming method for solving a class of nonlinear zero-sum differential games
Markov Decision Processes: Discrete Stochastic Dynamic Programming (Martin L. Puterman)
An Empirical Comparison between Kelly Criterion and Vince's Optimal F
Inverse Optimal Control with Linearly-Solvable MDPs
Optimal Portfolio and Consumption in Modified Black-Scholes Model
Nonlinear trading models through Sharpe Ratio maximization
Asset Trading , News , and Liquidity in Markets with Asymmetric Information ∗
Chapter 1 Optimal control theory and the linear Bellman Equation
The Uncertainty Bellman Equation and Exploration
Dynamic Programming and Optimal Control
The effects of market-making on price dynamics
Portfolio choice and the Bayesian Kelly criterion
stable numerical schemes for solving hamilton - jacobi - bellman - isaacs equations .
Deep Reinforcement Learning in High Frequency Trading.
Reinforcement Learning for Trading Systems and Portfolios
A Unified Bellman Equation for Causal Information and Value in Markov Decision Processes
Efficient Near-optimal Algorithms for Barter Exchange
A framework for medical text mining using a feature weighted clustering algorithm
Systematic reappraisal of species in Phoma section Paraphoma, Pyrenochaeta and Pleurophoma
Contributions to the Theory of Optimal Control
The effects of students' motivation, cognitive load and learning anxiety in gamification software engineering education: a structural equation modeling study
PALEONTOLOGY: The 'Tamba Dragon' Has Japanese Dinosaur Hunters All Fired Up