Reinforcement learning and rational expectation equilibrium in limit order markets

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Original language	English
Article number	104991
Journal	Journal of Economic Dynamics and Control
Volume	172
Issue number	3
DOIs	https://doi.org/10.1016/j.jedc.2024.104991
Publication status	Published - 2025

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title = "Reinforcement learning and rational expectation equilibrium in limit order markets",

author = "Xuan Zhou and Shen Lin and Xue-Zhong He",

year = "2025",

doi = "10.1016/j.jedc.2024.104991",

language = "English",

volume = "172",

journal = "Journal of Economic Dynamics and Control",

issn = "0165-1889",

number = "3",

}

TY - JOUR

T1 - Reinforcement learning and rational expectation equilibrium in limit order markets

AU - Zhou, Xuan

AU - Lin, Shen

AU - He, Xue-Zhong

PY - 2025

Y1 - 2025

U2 - 10.1016/j.jedc.2024.104991

DO - 10.1016/j.jedc.2024.104991

M3 - Article

SN - 0165-1889

VL - 172

JO - Journal of Economic Dynamics and Control

JF - Journal of Economic Dynamics and Control

IS - 3

M1 - 104991

ER -