2 papers
econ.GN2025
Algorithmic pricing with independent learners and relative experience replay
Bingyan Han
In an infinitely repeated general-sum pricing game, independent reinforcement learners may exhibit collusive behavior without any communication, raising concerns about algorithmic…
q-fin.MF2025
Distributionally robust risk evaluation with a causality constraint and structural information
Bingyan Han
This work studies the distributionally robust evaluation of expected values over temporal data. A set of alternative measures is characterized by the causal optimal transport. We p…