Dynamics of market making algorithms in dealer markets: Learning and tacit collusion (Q6196294): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:11, 10 July 2024
scientific article; zbMATH DE number 7818734
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamics of market making algorithms in dealer markets: Learning and tacit collusion |
scientific article; zbMATH DE number 7818734 |
Statements
Dynamics of market making algorithms in dealer markets: Learning and tacit collusion (English)
0 references
14 March 2024
0 references
differential games
0 references
decentralized learning
0 references
intensity control
0 references
learning
0 references
market microstructure
0 references
market making
0 references
multi-agent actor-critic algorithm
0 references
Nash equilibrium
0 references
reinforcement tacit collusion
0 references
