A new approach to asset pricing with rational agents behaving strategically.
Alain BrettoJoel PriolonPublished in: CIFEr (2012)
Keyphrases
- rational agents
- financial markets
- game theoretic
- mental states
- autonomous agents
- coalition formation
- decision theory
- belief revision
- multi agent
- bounded rationality
- goal directed
- nonmonotonic logics
- dynamic pricing
- stock market
- decision making
- stock price
- intelligent agents
- multi agent systems
- utility function
- machine learning