Adaptive execution : exploration and learning of price impact
Beomsoo Park; Benjamin Van Roy
| Year of publication: |
2015
|
|---|---|
| Authors: | Park, Beomsoo ; Van Roy, Benjamin |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 63.2015, 5, p. 1058-1076
|
| Subject: | adaptive execution | price impact | reinforcement learning | regret bound | Führungskräfte | Managers | Lernprozess | Learning process | Preismanagement | Pricing strategy | Lernen | Learning | USA | United States | Theorie | Theory | Begrenzte Rationalität | Bounded rationality |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011397801