Dynamics of market making algorithms in dealer markets: Learning and tacit collusion (Q6196294)
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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)
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14 March 2024
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differential games
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decentralized learning
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intensity control
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learning
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market microstructure
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market making
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multi-agent actor-critic algorithm
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Nash equilibrium
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reinforcement tacit collusion
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