3 papers
stat.ML2025
Deep Hedging Under Non-Convexity: Limitations and a Case for AlphaZero
Matteo Maggiolo, Giuseppe Nuti, Miroslav Å trupl +1
This paper examines replication portfolio construction in incomplete markets - a key problem in financial engineering with applications in pricing, hedging, balance sheet managemen…
stat.ML2025
On the Convergence and Stability of Upside-Down Reinforcement Learning, Goal-Conditioned Supervised Learning, and Online Decision Transformers
Miroslav Å trupl, 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…
cs.AI2025
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…