  We study the problem of allocating stocks to dark pools. We propose and
analyze an optimal approach for allocations, if continuous-valued allocations
are allowed. We also propose a modification for the case when only
integer-valued allocations are possible. We extend the previous work on this
problem to adversarial scenarios, while also improving on their results in the
iid setup. The resulting algorithms are efficient, and perform well in
simulations under stochastic and adversarial inputs.
