Dealer markets: A reinforcement learning mean field game approach-Reference-Cited by-同舟云学术

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Dealer markets: A reinforcement learning mean field game approach

Published:2023-09 Issue: Volume:68 Page:101974
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Bernasconi Martino^ORCID,Vittori E.^ORCID,Trovò F.^ORCID,Restelli M.^ORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference70 articles.

1. Mean field games: numerical methods for the planning problem;Achdou;SIAM Journal on Control and Optimization,2012

2. Mean field games: numerical methods;Achdou;SIAM Journal on Numerical Analysis,2010

3. Equilibria of dynamic games with many players: Existence, approximation, and market structure;Adlakha;Journal of Economic Theory,2015

4. Fitted Q-learning in mean-field games;Anahtarcı,2019

5. Fitted Q-iteration in continuous action-space MDPs;Antos,2007

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