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  • Search: subject:"actor–critic method"
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Financial Engineering 1 Financial engineering 1 Financial market regulation 1 Finanzmarktregulierung 1 Securities trading 1 Theorie 1 Theory 1 Wertpapierhandel 1 actor–critic method 1 dark pools 1 deep reinforcement learning 1 make–take fees 1 market making 1 principal–agent problem 1 regulation 1 stochastic control 1
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Baldacci, Bastien 1 Manziuk, Iuliia 1 Mastrolia, Thibaut 1 Rosenbaum, Mathieu 1
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Market making and incentives design in the presence of a dark pool : a Stackelberg actor-critic approach
Baldacci, Bastien; Manziuk, Iuliia; Mastrolia, Thibaut; … - In: Operations research 71 (2023) 2, pp. 727-749
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