Optimal Make-Take Fees in a Multi Market-Maker Environment.

Bastien Baldacci Dylan Possamaï Mathieu Rosenbaum

Published in: SIAM J. Financial Math. (2021)

Keyphrases

dynamic programming
complex environments
mobile robot
real time
decision making
autonomous agents
closed form
optimal design
initially unknown
feature selection
dynamic environments
virtual world
business processes
optimal control
optimal pricing