Incomplete markets with jumps and informed agents.
Robert J. ElliottMonique JeanblancPublished in: Math. Methods Oper. Res. (1999)
Keyphrases
- multi agent systems
- multi agent
- cooperative
- autonomous agents
- multiple agents
- multiagent systems
- incomplete knowledge
- intelligent agents
- software agents
- electronic marketplaces
- decision making
- trading agents
- agent behavior
- incomplete information
- artificial agents
- agent architecture
- coalition formation
- agent model
- markov chain
- interacting agents
- bidding strategies
- learning agents
- agent based simulation
- multi agent planning
- market conditions
- partial information
- missing values
- dynamic environments
- game theoretic
- market participants
- agent receives
- double auction
- trading strategies
- single agent
- agent technology
- incomplete data
- reinforcement learning