The Complexity of Gradient Descent: CLS = PPAD $\cap$ PLS

1 code implementation • 3 Nov 2020 • John Fearnley, Paul W. Goldberg, Alexandros Hollender, Rahul Savani

We study search problems that can be solved by performing Gradient Descent on a bounded convex polytopal domain and show that this class is equal to the intersection of two well-known classes: PPAD and PLS.

Market Making via Reinforcement Learning

1 code implementation • 11 Apr 2018 • Thomas Spooner, John Fearnley, Rahul Savani, Andreas Koukorinis

Market making is a fundamental trading problem in which an agent provides liquidity by continually offering to buy and sell a security.

Position reinforcement-learning +1