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Tanut Treetanthiploet
Tanut Treetanthiploet
The Alan Turing Institute
Verified email at turing.ac.uk
Title
Cited by
Cited by
Year
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
252021
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
162024
Asymptotic Randomised Control with applications to bandits
SN Cohen, T Treetanthiploet
arXiv preprint arXiv:2010.07252, 2020
82020
Gittins’ theorem under uncertainty
SN Cohen, T Treetanthiploet
Electronic Journal of Probability 27, 1-48, 2022
62022
Correlated bandits for dynamic pricing via the arc algorithm
SN Cohen, T Treetanthiploet
arXiv preprint arXiv:2102.04263 12, 2021
52021
Logarithmic regret in the ergodic Avellaneda-Stoikov market making model
J Cao, D Šiška, L Szpruch, T Treetanthiploet
arXiv preprint arXiv:2409.02025, 2024
22024
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
22023
Pricing and hedging of decentralised lending contracts
L Szpruch, MS Vidales, T Treetanthiploet, Y Zhang
arXiv preprint arXiv:2409.04233, 2024
12024
Generalised correlated batched bandits via the ARC algorithm with application to dynamic pricing
S Cohen, T Treetanthiploet
arXiv preprint arXiv:2102.04263, 2021
12021
-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
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Articles 1–13