Treetanthiploet, Tanut

1. Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models
   2021/12/19 by Szpruch, Lukasz, Treetanthiploet, Tanut, Zhang, Yufei · 4 citations
   #62G35 #68Q32 #93E11 #93E35 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Probability (math.PR)
2. Logarithmic regret in the ergodic Avellaneda-Stoikov market making model
   2024/09/03 by Cao, Jialun, Šiška, David, Szpruch, Lukasz +1 · 1 citation
   #91G80 #93C41 #93E20 #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Primary 93E35 #Secondary 93C40 #Trading and Market Microstructure (q-fin.TR)