Mathematics Genealogy

Static mirror of the Mathematics Genealogy Project

Institution
National University of Singapore
Year
2022
Country
Singapore
MGP identifier
285949

Dissertation: Reinforcement Learning For Financial Stochastic Control: Optimal Market Making With Rebate And Optimal Liquidation With Hidden Order

Mathematics Subject Classification: 90—Operations research, mathematical programming

Advisor 1

  • Ying ChenHumboldt-Universität zu Berlin · 2007

Students 0

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Genealogy