I'm studying Algorithmic Trading Strategies now.

I'm wondering what's the difference between Agency Algorithmic Trading Strategies and Proprietary Algorithmic Trading Strategies. Can anyone give me an explanation? Any help will be really appreciated.  

I have read several papers of Robert Almgren, like "Optimal Trading in a Dynamic Market", "Optimal Execution of Portfolio Transactions", where he tried to solve a liquidation problem using dynamic programming.  

And in Coggins' paper "Optimal Trade Execution: An Evolutionary Approach" where he tried to solve the trade execution problem called Trader's dilemma using a Genetic Algorithm approach.

Are they talking about the same execution problem? Although I finished the two papers, I'm still confused. Almgren focused on order schedule (Kissell's work is also like this). And Coggins seemed to evolve an order submission strategy (limit order/ market order).

In Almgren's approach, why doesn't he consider choice of order (limit/market order), limit price, submission time?　

Is Almgren's strategy an Agency Strategy?  Is Coggins's strategy a Proprietary Strategy?

Is there any definition of Agency Strategy?

I do not have any work experience before.  Is there any significance in the Industry to research on proprietary strategies?

Thanks a lot.