Dealer markets : a reinforcement learning mean field game approach
Year of publication: |
2023
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Authors: | Bernasconi, Martino ; Vittori, E. ; Trovò, F. ; Restelli, M. |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-15
|
Subject: | Dealer markets | Game theory | Market making | Mean field games | Reinforcement learning | Spieltheorie | Lernprozess | Learning process | Lernen | Learning |
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