1 citations · 2 across the 6 of their papers we have counts for
3 papers · 1 filter
Deep Hedging Under Non-Convexity: Limitations and a Case for AlphaZero
Matteo Maggiolo, Giuseppe Nuti, Miroslav Štrupl +1
This paper examines replication portfolio construction in incomplete markets - a key problem in financial engineering with applications in pricing, hedging, balance sheet managemen…
Understanding Action Effects through Instrumental Empowerment in Multi-Agent Reinforcement Learning
Ardian Selmonaj, Miroslav Strupl, Oleg Szehr +1
To reliably deploy Multi-Agent Reinforcement Learning (MARL) systems, it is crucial to understand individual agent behaviors. While prior work typically evaluates overall team perf…
On the Convergence and Stability of Upside-Down Reinforcement Learning, Goal-Conditioned Supervised Learning, and Online Decision Transformers
Miroslav Štrupl, Oleg Szehr, Francesco Faccio +3
This article provides a rigorous analysis of convergence and stability of Episodic Upside-Down Reinforcement Learning, Goal-Conditioned Supervised Learning and Online Decision Tran…