A gradient-based reinforcement learning model of market equilibration
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Publication:6111438
DOI10.1016/j.jedc.2023.104670zbMath1518.91092MaRDI QIDQ6111438
Publication date: 6 July 2023
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
reinforcement learningmachine learningstochastic gradient methodcall marketexploitation and explorationmarket equilibrationmodel free simulation
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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