4 papers
Online Market Making and the Value of Observing the Order Book
Davide Maran, Marcello Restelli
We study an online market-making problem in which a learner sequentially posts bid and ask prices for a single asset while interacting with traders holding private valuations. Unli…
Sharper Guarantees for Misspecified Kernelized Bandit Optimization
Davide Maran, Csaba Szepesvári
Existing guarantees for misspecified kernelized bandit optimization pay for misspecification through kernel complexity: in generic offline bounds, the misspecification level $\vare…
Finite Sample Bounds for Non-Parametric Regression: Optimal Sample Efficiency and Space Complexity
Davide Maran, Marcello Restelli
We address the problem of learning an unknown smooth function and its derivatives from noisy pointwise evaluations under the supremum norm. While classical nonparametric regression…
Learning in Markov Decision Processes with Exogenous Dynamics
Davide Maran, Davide Salaorni, Marcello Restelli
Reinforcement learning algorithms are typically designed for generic Markov Decision Processes (MDPs), where any state-action pair can lead to an arbitrary transition distribution.…