Alan Pennacchio, Leliane Barros, and Denis Mauá. 2022. Differentiable Planning for Optimal Liquidation. In Anais do I Brazilian Workshop on Artificial Intelligence in Finance, julho 31, 2022, Niterói, Brasil. SBC, Porto Alegre, Brasil, 48-57. DOI: https://doi.org/10.5753/bwaif.2022.223144.