A gradient-based reinforcement learning model of market equilibration
Zhongzhi (Lawrence) He
| Year of publication: |
2023
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|---|---|
| Authors: | He, Zhongzhi |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 152.2023, p. 1-21
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| Subject: | Reinforcement learning | Machine learning | Stochastic gradient method | Model free simulation | Call market | Market equilibration | Exploitation and exploration | Theorie | Theory | Lernprozess | Learning process | Simulation | Künstliche Intelligenz | Artificial intelligence | Lernen | Learning | Agentenbasierte Modellierung | Agent-based modeling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2023.104670 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014427608