Before revision:  The model presented in the paper attempts to provide a bridge between the approach of Almgren and Chris (ABM) and Gatheral and Schied (GBM) to optimal execution. We also study the dependence of the optimal solution on the choice of the risk aversion criterion.
After revision:  Furthermore, DD allows for changes in the support of the mid asset price distribution, allowing one to include a minimum permitted value for the mid price, either positive or negative. We study the dependence of the optimal solution on the choice of the risk aversion criterion.