@article{optimalexecutionoflimitandmarketorders,
  title = {Optimal Execution of Limit and Market Orders with Trade Director, Speed Limiter, and Fill Uncertainty},
  year = {2017},
  eprint = {1604.04963},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1604.04963v5},
}