Koopman-Assisted Reinforcement Learning

no code implementations • 4 Mar 2024 • Preston Rozwood, Edward Mehrez, Ludger Paehler, Wen Sun, Steven L. Brunton

In particular, the Koopman operator is able to capture the expectation of the time evolution of the value function of a given system via linear dynamics in the lifted coordinates.

reinforcement-learning Reinforcement Learning (RL)

Improving Capital Efficiency and Impermanent Loss: Multi-Token Proactive Market Maker

1 code implementation • 17 Aug 2023 • Wayne Chen, Songwei Chen, Preston Rozwood

Current approaches to the cryptocurrency automated market makers result in poor impermanent loss and fragmented liquidity.