1 citations · 1 across the 2 of their papers we have counts for
2 papers
cs.LG2023
Action Pick-up in Dynamic Action Space Reinforcement Learning
Jiaqi Ye, Xiaodong Li, Pangjing Wu +1
Most reinforcement learning algorithms are based on a key assumption that Markov decision processes (MDPs) are stationary. However, non-stationary MDPs with dynamic action space ar…
q-fin.TR2022★ 1 cited
Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization
Xiaodong Li, Pangjing Wu, Chenxin Zou +1
Designing an intelligent volume-weighted average price (VWAP) strategy is a critical concern for brokers, since traditional rule-based strategies are relatively static that cannot…