Derives a pro-cyclical optimal dynamic fee for AMM LPs via ergodic control that is independent of wealth and risk aversion and improves growth rate over static fees.
(2026).Competition between DEXs through Dynamic Fees
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Optimal Dynamic Fees for Automated Market Makers: A Stochastic Control Approach to Loss-Versus-Rebalancing
Derives a pro-cyclical optimal dynamic fee for AMM LPs via ergodic control that is independent of wealth and risk aversion and improves growth rate over static fees.