On Simulation of the Nash Equilibrium in the Stock Exchange Contest.
Jonas MockusPublished in: Informatica (2012)
Keyphrases
- nash equilibrium
- stock exchange
- game theory
- stock market
- game theoretic
- stock price
- stock trading
- pure strategy
- mixed strategy
- nash equilibria
- solution concepts
- financial time series
- variational inequalities
- regret minimization
- stochastic games
- reinforcement learning
- fictitious play
- stackelberg game
- portfolio optimization
- electronic commerce
- non stationary
- equilibrium strategies
- worst case
- multi agent systems
- cooperative