Alekh Agarwal, Peter L. Bartlett, Max Dama. Optimal Allocation Strategies for the Dark Pool Problem. Journal of Machine Learning Research, 9:9-16, 2010. [doi]
@article{AgarwalBD10,
title = {Optimal Allocation Strategies for the Dark Pool Problem},
author = {Alekh Agarwal and Peter L. Bartlett and Max Dama},
year = {2010},
url = {http://www.jmlr.org/proceedings/papers/v9/agarwal10a.html},
researchr = {https://researchr.org/publication/AgarwalBD10},
cites = {0},
citedby = {0},
journal = {Journal of Machine Learning Research},
volume = {9},
pages = {9-16},
}