Correlated Bandits for Dynamic Pricing via the ARC algorithm. - Samuel Cohen; Tanut Treetanthiploet (CoRR, 2021)

Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models. - Lukasz Szpruch; Tanut Treetanthiploet; Yufei Zhang 001 (CoRR, 2021)

Stochastic control approach to the multi-armed bandit problems. - Tanut Treetanthiploet (2021)

Optimal scheduling of entropy regulariser for continuous-time linear-quadratic reinforcement learning. - Lukasz Szpruch; Tanut Treetanthiploet; Yufei Zhang 001 (CoRR, 2022)

Insurance pricing on price comparison websites via reinforcement learning. - Tanut Treetanthiploet; Yufei Zhang 001; Lukasz Szpruch; Isaac Bowers-Barnard; Henrietta Ridley; James Hickey; Chris Pearce (CoRR, 2023)

ε-Policy Gradient for Online Pricing. - Lukasz Szpruch; Tanut Treetanthiploet; Yufei Zhang 001 (CoRR, 2024)

Optimal Scheduling of Entropy Regularizer for Continuous-Time Linear-Quadratic Reinforcement Learning. - Lukasz Szpruch; Tanut Treetanthiploet; Yufei Zhang 001 (SIAM J. Control. Optim., 2024)