悬挂
发表于 2025-3-26 21:48:05
Equilibrium Model of Limit Order Books: A Mean-Field Game View,rol problem by the representative seller. Using a dynamic programming approach, we show that the value function is a viscosity solution of the corresponding Hamilton-Jacobi-Bellman equation, which can be used to determine the equilibrium density function of the LOB, in the spirit of .
仪式
发表于 2025-3-27 01:13:32
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BAIT
发表于 2025-3-27 08:11:14
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lymphedema
发表于 2025-3-27 13:30:24
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协奏曲
发表于 2025-3-27 16:13:31
Pathwise Approximations for the Solution of the Non-Linear Filtering Problem, discretisation of the solution of the filtering problem of arbitrary order has been established. We expand the work in by showing that robust approximations can be derived from the discretisations therein.
尖酸一点
发表于 2025-3-27 18:11:10
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GUILE
发表于 2025-3-27 23:50:00
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龙虾
发表于 2025-3-28 02:34:01
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Narrative
发表于 2025-3-28 06:51:58
Bounded Regret for Finitely Parameterized Multi-Armed Bandits,es a logarithmic regret, but with a smaller preceding constant compared to the standard UCB algorithm. We also validate the superior performance of the FP-UCB algorithm through extensive numerical simulations.
febrile
发表于 2025-3-28 13:41:02
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