An Efficient Algorithm for Optimal Routing Through Constant Function Market Makers.
Theo DiamandisMax ResnickTarun ChitraGuillermo AngerisPublished in: FC (2023)
Keyphrases
- dynamic programming
- optimal solution
- worst case
- learning algorithm
- experimental evaluation
- high accuracy
- detection algorithm
- computational cost
- optimality criterion
- locally optimal
- globally optimal
- piecewise linear
- k means
- np hard
- computational complexity
- simulated annealing
- reinforcement learning
- objective function
- data structure
- times faster
- genetic algorithm
- constant factor
- similarity measure
- optimal path
- exhaustive search
- path planning
- optimization algorithm
- segmentation algorithm
- linear programming
- lower bound
- upper bound
- probabilistic model
- search space