Instabilities in multi-asset and multi-agent market impact games.
Francesco CordoniFabrizio LilloPublished in: Ann. Oper. Res. (2024)
Keyphrases
- multi agent
- leader follower
- learning agents
- asset management
- financial markets
- decision making
- cooperative
- multi agent systems
- computer games
- reinforcement learning agents
- reinforcement learning
- multi agent decision making
- video games
- game theory
- game playing
- game theoretic
- coalition formation
- multiple agents
- game design
- nash equilibria
- game play
- perfect information
- game players
- strategic decisions
- educational games
- pricing mechanism
- network externalities
- multiagent systems