| Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models L Szpruch, T Treetanthiploet, Y Zhang arXiv preprint arXiv:2112.10264, 2021 | 21 | 2021 |
| Optimal Scheduling of Entropy Regularizer for Continuous-Time Linear-Quadratic Reinforcement Learning L Szpruch, T Treetanthiploet, Y Zhang SIAM Journal on Control and Optimization 62 (1), 135-166, 2024 | 12 | 2024 |
| Asymptotic Randomised Control with applications to bandits SN Cohen, T Treetanthiploet arXiv preprint arXiv:2010.07252, 2020 | 8 | 2020 |
| Gittins’ theorem under uncertainty SN Cohen, T Treetanthiploet Electronic Journal of Probability 27, 1-48, 2022 | 6 | 2022 |
| Correlated bandits for dynamic pricing via the arc algorithm SN Cohen, T Treetanthiploet arXiv preprint arXiv:2102.04263 12, 2021 | 5 | 2021 |
| Insurance pricing on price comparison websites via reinforcement learning T Treetanthiploet, Y Zhang, L Szpruch, I Bowers-Barnard, H Ridley, ... arXiv preprint arXiv:2308.06935, 2023 | 3 | 2023 |
| Pricing and hedging of decentralised lending contracts L Szpruch, MS Vidales, T Treetanthiploet, Y Zhang arXiv preprint arXiv:2409.04233, 2024 | 1 | 2024 |
| Logarithmic regret in the ergodic Avellaneda-Stoikov market making model J Cao, D Šiška, L Szpruch, T Treetanthiploet arXiv preprint arXiv:2409.02025, 2024 | 1 | 2024 |
| Generalised correlated batched bandits via the ARC algorithm with application to dynamic pricing S Cohen, T Treetanthiploet arXiv preprint arXiv:2102.04263, 2021 | 1 | 2021 |
| -Policy Gradient for Online Pricing L Szpruch, T Treetanthiploet, Y Zhang arXiv preprint arXiv:2405.03624, 2024 | | 2024 |
| Competitive Insurance Pricing Using Model-Based Bandits L Sliwinski, T Treetanthiploet, D Siska, L Szpruch Available at SSRN 4755027, 2024 | | 2024 |
| Correlated Bandits for Dynamic Pricing Via the Arc Algorithm T Treetanthiploet, SN Cohen Available at SSRN 3781766, 2021 | | 2021 |
| Stochastic control approach to the multi-armed bandit problems T Treetanthiploet University of Oxford, 2021 | | 2021 |
Lukasz SzpruchUniversity of Edinburgh and The Alan Turing InstituteVerified email at ed.ac.uk
