Transient Impact from the Nash Equilibrium of a Permanent Market Impact Game.

Francesco Cordoni Fabrizio Lillo

Published in: Dyn. Games Appl. (2024)

Keyphrases

nash equilibrium
game theory
game theoretic
nash equilibria
profit maximizing
equilibrium strategies
solution concepts
stackelberg game
regret minimization
pareto optimal
decision making
fictitious play
pure strategy
variational inequalities
electronic commerce
worst case
cooperative
optimal solution