Market Making via Reinforcement Learning.

Thomas Spooner John Fearnley Rahul Savani Andreas Koukorinis

Published in: CoRR (2018)

Keyphrases

reinforcement learning
function approximation
multi agent
model free
reinforcement learning algorithms
real time
temporal difference
decision making
optimal control
learning process
monte carlo
action selection
robotic control
optimal policy
electronic commerce
database
stochastic approximation
competitive market