Šiška, David

1. Weak Existence and Uniqueness for McKean-Vlasov SDEs with Common Noise
   2019/08/02 by Hammersley, William R. P., Šiška, David, Szpruch, Łukasz · 6 citations
   #FOS: Mathematics #Probability (math.PR)
2. Convergence of Policy Gradient for Entropy Regularized MDPs with Neural Network Approximation in the Mean-Field Regime
   2022/01/18 by Kerimkulov, Bekzhan, Leahy, James-Michael, Šiška, David +1 · 5 citations
   #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Probability (math.PR)
3. Robust pricing and hedging via neural SDEs
   2020/07/08 by Gierjatowicz, Patryk, Sabate-Vidales, Marc, Šiška, David +2 · 3 citations
   #60H30 #60H35 #65C30 #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mathematical Finance (q-fin.MF)
4. McKean-Vlasov SDEs under Measure Dependent Lyapunov Conditions
   2018/02/12 by Hammersley, William, Šiška, David, Szpruch, Lukasz · 1 citation
   #FOS: Mathematics #Probability (math.PR)
5. A modified MSA for stochastic control problems
   2020/07/10 by Kerimkulov, Bekzhan, Šiška, David, Szpruch, Łukasz · 1 citation
   #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
6. Solving path dependent PDEs with LSTM networks and path signatures
   2020/11/20 by Sabate-Vidales, Marc, Šiška, David, Szpruch, Lukasz · 1 citation
   #Computational Finance (q-fin.CP) #FOS: Economics and business
7. Entropy annealing for policy mirror descent in continuous time and space
   2024/05/30 by Sethi, Deven, Šiška, David, Zhang, Yufei · 2 citations
   #35J61 #60H30 #68Q25 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Primary 93E20 #Probability (math.PR) #Secondary 49M29
8. 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)
9. Mirror Descent for Stochastic Control Problems with Measure-valued Controls
   2024/01/02 by Kerimkulov, Bekzhan, Šiška, David, Szpruch, Łukasz +1 · 1 citation
   #49M05 #60H30 #68Q25 #93E20 #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR)