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  • Search: subject:"multi-agent actor-critic algorithm"
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Agent-based modeling 1 Agentenbasierte Modellierung 1 Algorithm 1 Algorithmus 1 Börsenmakler 1 Game theory 1 Learning process 1 Lernprozess 1 Market mechanism 1 Market microstructure 1 Marktmechanismus 1 Marktmikrostruktur 1 Nash equilibrium 1 Nash-Gleichgewicht 1 Repeated games 1 Restraints of competition 1 Securities trading 1 Spieltheorie 1 Stockbrokers 1 Wertpapierhandel 1 Wettbewerbsbeschränkung 1 Wiederholte Spiele 1 decentralized learning 1 differential games 1 intensity control 1 learning 1 market making 1 multi-agent actor-critic algorithm 1 reinforcement tacit collusion 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cont, Rama 1 Xiong, Wei 1
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Mathematical finance : an international journal of mathematics, statistics and financial economics 1
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ECONIS (ZBW) 1
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Dynamics of market making algorithms in dealer markets : learning and tacit collusion
Cont, Rama; Xiong, Wei - In: Mathematical finance : an international journal of … 34 (2024) 2, pp. 467-521
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