Nash equilibria for relative investors via no-arbitrage arguments.
Nicole BäuerleTamara GöllPublished in: Math. Methods Oper. Res. (2023)
Keyphrases
- nash equilibria
- portfolio management
- incomplete information
- game theory
- stochastic games
- financial markets
- fictitious play
- nash equilibrium
- game theoretic
- pure strategy
- stock market
- stock price
- solution concepts
- congestion games
- multiagent learning
- portfolio optimization
- portfolio selection
- autonomous agents
- multistage
- knowledge base
- learning algorithm
- machine learning