2 papers
stat.ML2026
Self-Normalized Inference for Constant-Stepsize Temporal-Difference Learning under Markovian Sampling
Min Zeng, Yichen Zhang, Xiaofeng Shao
Constant-stepsize temporal-difference (TD) learning is attractive for policy evaluation, but inference from a single Markov trajectory must account for serial dependence and a step…
cs.AI2026
Optimal Adaptive Market Making: A Theoretical Framework for High-Yield Liquidity Provision in Perpetual Futures Markets
Minmin Zeng, Yi Liu
We develop a rigorous theoretical framework for optimal market making in perpetual futures markets with zero maker fees. We model the market maker's problem as a stochastic optimal…