hars-singh/Liquidation-Strategy-Analysis-using-Multi-Agent-Deep-Reinforcement-Learning hars-singh/Liquidation-Strategy-Analysis-using-Multi-Agent-Deep-Reinforcement-Learning

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  • Created almost 5 years ago
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hars-singh/Liquidation-Strategy-Analysis-using-Multi-Agent-Deep-Reinforcement-Learning
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Modelling an auction as a multi-layer neural network and framing optimal auction design as a constrained learning problem. Extending Myerson’s work for single item case to multi-item and multi-bidder settings.

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