16 citations · 27 across the 5 of their papers we have counts for
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cs.AI2022
Reductive MDPs: A Perspective Beyond Temporal Horizons
Thomas Spooner, Rui Silva, Joshua Lockhart +2
Solving general Markov decision processes (MDPs) is a computationally hard problem. Solving finite-horizon MDPs, on the other hand, is highly tractable with well known polynomial-t…
cs.AI2018
Market Making via Reinforcement Learning
Thomas Spooner, John Fearnley, Rahul Savani +1
Market making is a fundamental trading problem in which an agent provides liquidity by continually offering to buy and sell a security. The problem is challenging due to inventory…