Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior.
Zhiyuan YaoZheng LiMatthew ThomasIonut FlorescuPublished in: CoRR (2024)
Keyphrases
- reinforcement learning
- real robot
- simulation model
- multi agent
- agent based simulation
- mathematical model
- agent based models
- temporal difference
- qualitative simulation
- high fidelity
- mobile robot
- multi agent systems
- decision making
- agent behavior
- simulation environment
- machine learning
- human behavior
- market participants
- agent based modeling
- simulation models
- real world
- learning algorithm
- knowledge base
- cooperative
- agent based simulations
- pedestrian dynamics
- robot behavior
- market share
- function approximation
- real life
- dynamic programming
- learning capabilities
- optimal policy
- background knowledge
- action selection
- markov decision processes