A gradient-based reinforcement learning model of market equilibration

DOI10.1016/J.JEDC.2023.104670MaRDI QIDQ6111438zbMATH OpenFDO

Authors Zhongzhi (Lawrence) He

Publication date 6 July 2023

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JEDC.2023.104670

zbMATH Keywords

call marketexploitation and explorationmachine learningmarket equilibrationmodel free simulationreinforcement learningstochastic gradient method

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• Aspiration-based reinforcement learning in repeated interaction games: An overview
• Average testing and Pareto efficiency
• Coordination, ``Magic, and reinforcement learning in a market entry game
• Experience-weighted Attraction Learning in Normal Form Games
• scientific article; zbMATH DE number 1233801 (Why is no real title available?)
• Learning aspiration in repeated games
• Learning by trial and error
• Learning in extensive-form games: Experimental data and simple dynamic models in the intermediate term
• Learning mixed equilibria
• Learning through reinforcement and replicator dynamics
• Optimization methods for large-scale machine learning
• Quantal response equilibrium. A stochastic theory of games
• Reinforcement learning. An introduction
• Two Competing Models of How People Learn in Games

Cited in

(1)

• A unifying learning framework for building artificial game-playing agents

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