4 citations · 7 across the 2 of their papers we have counts for
2 papers
q-fin.PR2023★ 3 cited
Insurance pricing on price comparison websites via reinforcement learning
Tanut Treetanthiploet, Yufei Zhang, Lukasz Szpruch +4
The emergence of price comparison websites (PCWs) has presented insurers with unique challenges in formulating effective pricing strategies. Operating on PCWs requires insurers to…
cs.LG2021★ 4 cited
Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models
Lukasz Szpruch, Tanut Treetanthiploet, Yufei Zhang
We develop a probabilistic framework for analysing model-based reinforcement learning in the episodic setting. We then apply it to study finite-time horizon stochastic control prob…