Macroprudential Policy in a Heterogeneous Environment - An Application of Agent-Based Approach in Systemic Risk Modelling.
Jagoda Kaszowska-MojsaMateusz PipienPublished in: Entropy (2020)
Keyphrases
- heterogeneous environments
- action selection
- decision making
- markov decision process
- multi agent systems
- multi agent
- highly distributed
- multiagent systems
- intelligent agents
- partially observable
- autonomous agents
- reward function
- risk management
- software agents
- risk assessment
- agent model
- agent receives
- web services
- markov decision processes
- state action
- dynamic environments
- multiple agents
- risk factors
- optimal policy
- mobile agents
- reinforcement learning
- database
- expected reward
- infinite horizon
- agent technology
- state space
- database systems
- agent architecture
- information systems
- databases