Learning competitive pricing strategies by multi-agent reinforcement learning
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- Madhavan, Ananth, 2000. "Market microstructure: A survey," Journal of Financial Markets, Elsevier, vol. 3(3), pages 205-258, August.
- Varian, Hal R, 1980. "A Model of Sales," American Economic Review, American Economic Association, vol. 70(4), pages 651-659, September.
- Nicolaas J. Vriend, 1996. "A model of market-making," Economics Working Papers 184, Department of Economics and Business, Universitat Pompeu Fabra.