1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.TR2025
Reinforcement Learning-Based Market Making as a Stochastic Control on Non-Stationary Limit Order Book Dynamics
Rafael Zimmer, Oswaldo Luiz do Valle Costa
Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on…
math.PR2008★ 1 cited
Average Continuous Control of Piecewise Deterministic Markov Processes
O. L. V. Costa, F. Dufour
This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP's) taking values in a general Borel space and with compact a…