AI RESEARCH
RAmmStein: Regime Adaptation in Mean-reverting Markets with Stein Thresholds -- Optimal Impulse Control in Concentrated AMMs
arXiv CS.LG
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ArXi:2602.19419v2 Announce Type: replace Concentrated liquidity provision in decentralized exchanges presents a fundamental Impulse Control problem. Liquidity Providers (LPs) face a non-trivial trade-off between maximizing fee accrual through tight price-range concentration and minimizing the friction costs of rebalancing, including gas fees and swap slippage. Existing methods typically employ heuristic or threshold strategies that fail to account for market dynamics.