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We consider a trading marketplace that is populated by traders with diverse trading strategies and objectives. The marketplace allows the suppliers to list their goods and facilitates matching between buyers and sellers. In return, such a…

Computer Science and Game Theory · Computer Science 2022-10-03 Kshama Dwarakanath , Svitlana S Vyetrenko , Tucker Balch

The rapid progress of large foundation models has accelerated the development of task-specialized agents across diverse domains. However, the effectiveness of agents remains tightly coupled with the quality of training data, while curating…

Artificial Intelligence · Computer Science 2026-02-04 Yeonsung Jung , Trilok Padhi , Sina Shaham , Dipika Khullar , Joonhyun Jeong , Ninareh Mehrabi , Eunho Yang

We characterize zonal ancillary market coupling relying on noncooperative game theory. To that purpose, we formulate the ancillary market as a multi-leader single follower bilevel problem, that we subsequently cast as a generalized Nash…

Multiagent Systems · Computer Science 2025-11-13 Francesco Morri , Hélène Le Cadre , Pierre Gruet , Luce Brotcorne

This article presents an architecture for multi-agent task allocation and task execution, through the unification of a market-inspired task-auctioning system with Behavior Trees for managing and executing lower level behaviors. We consider…

Robotics · Computer Science 2023-04-05 Niklas Dahlquist , Björn Lindqvist , Akshit Saradagi , George Nikolakopoulos

A practical challenge in reinforcement learning are combinatorial action spaces that make planning computationally demanding. For example, in cooperative multi-agent reinforcement learning, a potentially large number of agents jointly…

We propose an adaptive incentive mechanism that learns the optimal incentives in environments where players continuously update their strategies. Our mechanism updates incentives based on each player's externality, defined as the difference…

Computer Science and Game Theory · Computer Science 2025-03-04 Chinmay Maheshwari , Kshitij Kulkarni , Manxi Wu , Shankar Sastry

The increasing deployment of AI is shaping the future landscape of the internet, which is set to become an integrated ecosystem of AI agents. Orchestrating the interaction among AI agents necessitates decentralized, self-sustaining…

Computer Science and Game Theory · Computer Science 2024-10-08 Dima Ivanov , Paul Dütting , Inbal Talgam-Cohen , Tonghan Wang , David C. Parkes

The two-sided markets such as ride-sharing companies often involve a group of subjects who are making sequential decisions across time and/or location. With the rapid development of smart phones and internet of things, they have…

Machine Learning · Statistics 2023-03-28 Chengchun Shi , Runzhe Wan , Ge Song , Shikai Luo , Rui Song , Hongtu Zhu

Assistive agents should make humans' lives easier. Classically, such assistance is studied through the lens of inverse reinforcement learning, where an assistive agent (e.g., a chatbot, a robot) infers a human's intention and then selects…

Artificial Intelligence · Computer Science 2025-01-17 Vivek Myers , Evan Ellis , Sergey Levine , Benjamin Eysenbach , Anca Dragan

This study develops and evaluates a deep reinforcement learning framework for dynamic portfolio allocation across global equity markets. The Soft Actor-Critic algorithm is used to learn continuous portfolio weights within a Markov Decision…

Portfolio Management · Quantitative Finance 2026-05-19 Kamil Kashif , Robert Ślepaczuk

When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments…

Machine Learning · Computer Science 2023-05-05 Mattijs Baert , Pietro Mazzaglia , Sam Leroux , Pieter Simoens

This study proposes a distributed algorithm that makes agents' adaptive grouping entrap multiple targets via automatic decision making, smooth flocking, and well-distributed entrapping. Agents make their own decisions about which targets to…

Multiagent Systems · Computer Science 2022-06-30 Chen Wang , Minqiang Gu , Wenxi Kuang , Dongliang Wang , Weicheng Luo , Zhaohui Shi , Zhun Fan

Reinforcement learning algorithms in multi-agent systems deliver highly resilient and adaptable solutions for common problems in telecommunications,aerospace, and industrial robotics. However, achieving an optimal global goal remains a…

Multiagent Systems · Computer Science 2021-05-18 Changgang Zheng , Shufan Yang , Juan Parra-Ullauri , Antonio Garcia-Dominguez , Nelly Bencomo

Multi-agent systems exhibit complex behaviors that emanate from the interactions of multiple agents in a shared environment. In this work, we are interested in controlling one agent in a multi-agent system and successfully learn to interact…

Machine Learning · Computer Science 2020-01-30 Georgios Papoudakis , Stefano V. Albrecht

Following a long tradition of physicists who have noticed that the Ising model provides a general background to build realistic models of social interactions, we study a model of financial price dynamics resulting from the collective…

Statistical Mechanics · Physics 2008-12-02 Didier Sornette , Wei-Xing Zhou

Reinforcement Learning algorithms can learn complex behavioral patterns for sequential decision making tasks wherein an agent interacts with an environment and acquires feedback in the form of rewards sampled from it. Traditionally, such…

Machine Learning · Computer Science 2020-09-23 Sahil Sharma , Aravind Srinivas , Balaraman Ravindran

Automated decision-making tools increasingly assess individuals to determine if they qualify for high-stakes opportunities. A recent line of research investigates how strategic agents may respond to such scoring tools to receive favorable…

Machine Learning · Computer Science 2021-10-28 Keegan Harris , Hoda Heidari , Zhiwei Steven Wu

This paper is intended to explain, in simple terms, some of the mechanisms and agents common to multiagent financial market simulations. We first discuss the necessity to include an exogenous price time series ("the fundamental value") for…

Multiagent Systems · Computer Science 2019-09-26 David Byrd

Autonomous agents optimize the reward function we give them. What they don't know is how hard it is for us to design a reward function that actually captures what we want. When designing the reward, we might think of some specific training…

Artificial Intelligence · Computer Science 2020-10-08 Dylan Hadfield-Menell , Smitha Milli , Pieter Abbeel , Stuart Russell , Anca Dragan

Reinforcement learning works best when the impact of the agent's actions on its environment can be perfectly simulated or fully appraised from available data. Some systems are however both hard to simulate and very sensitive to small…

Trading and Market Microstructure · Quantitative Finance 2025-01-30 Vincent Ragel , Damien Challet
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