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Market Making and Incentives Design in the Presence of a Dark Pool: A Stackelberg Actor-Critic Approach.

Bastien BaldacciIuliia ManziukThibaut MastroliaMathieu Rosenbaum
Published in: Oper. Res. (2023)
Keyphrases
  • least squares
  • actor critic
  • neural network
  • decision making
  • monte carlo
  • function approximation