By Leonardo Baggiani, Martin Herdegen, Leandro Sánchez-Betancourt
Published 2026-03-11
Methodology: Stochastic Differential Game with HJB Equations. Problem types: Market Making, Optimization, Game Theory / Nash Equilibrium, Stochastic Control, Algorithmic Execution.
arXiv:2603.09669 · Code · Paper rankings
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