Deep Neural Network Solution for Finite State Mean Field Game with Error Estimation
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DOI: 10.1007/s13235-022-00477-5
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References listed on IDEAS
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- Olivier Gu'eant, 2016. "Optimal market making," Papers 1605.01862, arXiv.org, revised May 2017.
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More about this item
Keywords
Finite state mean field game; Forward backward ODE; Deep neural network; Error estimation;All these keywords.
JEL classification:
- C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
- G1 - Financial Economics - - General Financial Markets
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