MultiArmed

Dynamic Pricing with Multi-Armed Bandit: Learning by Doing

Applying Reinforcement Learning strategies to real-world use cases, especially in dynamic pricing, can reveal many surprisesThat is the implementation of the simulation loop:The inputs to this function are:prices: An inventory of candidate prices we...

Multi-Armed Bandits Applied to Order Allocation amongst Execution Algorithms

Finding the suitable balance between exploitation and explorationAllocating orders? Embrace uncertainty!The dummy example simulation results strongly indicate that relying solely on a greedy approach may not yield optimal outcomes. It's, due to this fact,...

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