Pages that link to "Item:Q5855947"

The following pages link to Mean‐field games with differing beliefs for algorithmic trading (Q5855947):

Displaying 18 items.

• The entry and exit game in the electricity markets: a mean-field game approach (Q2068791) (← links)
• Reinforcement learning and stochastic optimisation (Q2072112) (← links)
• Mean field games with heterogeneous groups: application to banking systems (Q2073048) (← links)
• Exploratory LQG mean field games with entropy regularization (Q2116646) (← links)
• Extended mean field control problem: a propagation of chaos result (Q2119694) (← links)
• A class of hybrid LQG mean field games with state-invariant switching and stopping strategies (Q2139373) (← links)
• Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems (Q2203457) (← links)
• An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
• A two-player portfolio tracking game (Q2675370) (← links)
• Equilibrium price formation with a major player and its mean field limit (Q5066570) (← links)
• A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets (Q6054427) (← links)
• Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
• A Mean-Field Game of Market-Making against Strategic Traders (Q6070673) (← links)
• High order computation of optimal transport, mean field planning, and potential mean field games (Q6095080) (← links)
• Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations (Q6138485) (← links)
• Trading with the crowd (Q6146670) (← links)
• Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients (Q6169626) (← links)
• Closed‐loop Nash competition for liquidity (Q6187366) (← links)