Deep Q-Learning for Nash Equilibria: Nash-DQN
Author:
Affiliation:
1. Deparment Mathematics, ETH Zurich, Zurich, Switzerland
2. Department of Statistical Sciences, University of Toronto, Toronto, Canada
Funder
Natural Sciences and Engineering Research Council of Canada
Publisher
Informa UK Limited
Subject
Applied Mathematics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1350486X.2022.2136727
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4. Casgrain, P., and S. Jaimungal. 2018. Mean Field Games with Partial Information for Algorithmic Trading. Preprint arXiv:1803.04094.
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