Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game
| Title: | Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game |
|---|---|
| Authors: | Lin, Jimin; Angiuli, Andrea; Detering, Nils; Fouque, Jean-Pierre; Laurière, Mathieu |
| Source: | Proceedings of the Third ACM International Conference on AI in Finance. :369-376 |
| Availability: | http://dl.acm.org/doi/10.1145/3533271.3561743 |
| Database: | ACM Full-Text Collection |