Michael Giegrich

According to our database, Michael Giegrich authored at least 4 papers between 2022 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Convergence of Policy Gradient Methods for Finite-Horizon Exploratory Linear-Quadratic Control Problems.

Michael Giegrich, Christoph Reisinger, Yufei Zhang

SIAM J. Control. Optim., 2024

Limit Order Book Simulation and Trade Evaluation with <i>K</i>-Nearest-Neighbor Resampling.

Michael Giegrich, Roel Oomen, Christoph Reisinger

CoRR, 2024

2023

K-Nearest-Neighbor Resampling for Off-Policy Evaluation in Stochastic Control.

Michael Giegrich, Roel Oomen, Christoph Reisinger

CoRR, 2023

2022

Convergence of policy gradient methods for finite-horizon stochastic linear-quadratic control problems.

Michael Giegrich, Christoph Reisinger, Yufei Zhang

CoRR, 2022