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Order execution is a fundamental task in quantitative finance, aiming at finishing acquisition or liquidation for a number of trading orders of the specific assets. Recent advance in model-free reinforcement learning (RL) provides a…

Artificial Intelligence · Computer Science 2023-07-07 Yuchen Fang , Zhenggang Tang , Kan Ren , Weiqing Liu , Li Zhao , Jiang Bian , Dongsheng Li , Weinan Zhang , Yong Yu , Tie-Yan Liu

Many recent successful off-policy multi-agent reinforcement learning (MARL) algorithms for cooperative partially observable environments focus on finding factorized value functions, leading to convoluted network structures. Building on the…

Machine Learning · Computer Science 2023-10-27 Raphaël Avalos , Mathieu Reymond , Ann Nowé , Diederik M. Roijers

Poor interpretability hinders the practical applicability of multi-agent reinforcement learning (MARL) policies. Deploying interpretable surrogates of uninterpretable policies enhances the safety and verifiability of MARL for real-world…

Multiagent Systems · Computer Science 2025-08-13 Rex Chen , Stephanie Milani , Zhicheng Zhang , Norman Sadeh , Fei Fang

We extend trust region policy optimization (TRPO) to multi-agent reinforcement learning (MARL) problems. We show that the policy update of TRPO can be transformed into a distributed consensus optimization problem for multi-agent cases. By…

Artificial Intelligence · Computer Science 2023-08-08 Hepeng Li , Haibo He

Transfer learning is an important new subfield of multiagent reinforcement learning that aims to help an agent learn about a problem by using knowledge that it has gained solving another problem, or by using knowledge that is communicated…

Artificial Intelligence · Computer Science 2020-02-10 Cameron Reid

Multi-agent path finding (MAPF) is an indispensable component of large-scale robot deployments in numerous domains ranging from airport management to warehouse automation. In particular, this work addresses lifelong MAPF (LMAPF) - an online…

Robotics · Computer Science 2021-03-05 Mehul Damani , Zhiyao Luo , Emerson Wenzel , Guillaume Sartoretti

Multi-agent systems are trained to maximize shared cost objectives, which typically reflect system-level efficiency. However, in the resource-constrained environments of mobility and transportation systems, efficiency may be achieved at the…

Multiagent Systems · Computer Science 2024-10-30 Jasmine Jerry Aloor , Siddharth Nayak , Sydney Dolan , Hamsa Balakrishnan

Multi-agent reinforcement learning (MARL) methods often suffer from high sample complexity, limiting their use in real-world problems where data is sparse or expensive to collect. Although latent-variable world models have been employed to…

Machine Learning · Computer Science 2024-02-15 Aravind Venugopal , Stephanie Milani , Fei Fang , Balaraman Ravindran

Transfer learning in Reinforcement Learning (RL) has been widely studied to overcome training issues of Deep-RL, i.e., exploration cost, data availability and convergence time, by introducing a way to enhance training phase with external…

Machine Learning · Computer Science 2023-07-31 Alberto Castagna , Ivana Dusparic

In cooperative multi-agent reinforcement learning (MARL), combining value decomposition with actor-critic enables agents to learn stochastic policies, which are more suitable for the partially observable environment. Given the goal of…

Machine Learning · Computer Science 2023-02-13 Jiangxing Wang , Deheng Ye , Zongqing Lu

Multi-agent target assignment and path planning (TAPF) are two key problems in intelligent warehouse. However, most literature only addresses one of these two problems separately. In this study, we propose a method to simultaneously solve…

Artificial Intelligence · Computer Science 2024-10-29 Qi Liu , Jianqi Gao , Dongjie Zhu , Zhongjian Qiao , Pengbin Chen , Jingxiang Guo , Yanjie Li

We study multi-agent reinforcement learning (MARL) with centralized training and decentralized execution. During the training, new agents may join, and existing agents may unexpectedly leave the training. In such situations, a standard deep…

Machine Learning · Computer Science 2022-08-05 Xuting Tang , Jia Xu , Shusen Wang

Multi-Agent Reinforcement Learning (MARL) has shown clear effectiveness in coordinating multiple agents across simulated benchmarks and constrained scenarios. However, its deployment in real-world multi-agent systems (MAS) remains limited,…

Artificial Intelligence · Computer Science 2025-07-15 Siyi Hu , Mohamad A Hady , Jianglin Qiao , Jimmy Cao , Mahardhika Pratama , Ryszard Kowalczyk

Reinforcement Learning (RL) has emerged as a crucial method for training or fine-tuning large language models (LLMs), enabling adaptive, task-specific optimizations through interactive feedback. Multi-Agent Reinforcement Learning (MARL), in…

Machine Learning · Computer Science 2026-02-10 Junwei Su , Chuan Wu

In this paper, we study the problem of networked multi-agent reinforcement learning (MARL), where a number of agents are deployed as a partially connected network and each interacts only with nearby agents. Networked MARL requires all…

Machine Learning · Computer Science 2022-06-22 Yuxuan Yi , Ge Li , Yaowei Wang , Zongqing Lu

In Multi-Agent Reinforcement Learning (MARL), specialized channels are often introduced that allow agents to communicate directly with one another. In this paper, we propose an alternative approach whereby agents communicate through an…

Artificial Intelligence · Computer Science 2022-05-26 Dianbo Liu , Vedant Shah , Oussama Boussif , Cristian Meo , Anirudh Goyal , Tianmin Shu , Michael Mozer , Nicolas Heess , Yoshua Bengio

Cooperative multi-agent reinforcement learning (MARL) has achieved significant results, most notably by leveraging the representation-learning abilities of deep neural networks. However, large centralized approaches quickly become…

Multiagent Systems · Computer Science 2022-12-05 Nikunj Gupta , G Srinivasaraghavan , Swarup Kumar Mohalik , Nishant Kumar , Matthew E. Taylor

Reinforcement learning (RL) has shown great effectiveness in quadrotor control, enabling specialized policies to develop even human-champion-level performance in single-task scenarios. However, these specialized policies often struggle with…

Robotics · Computer Science 2024-12-18 Jiaxu Xing , Ismail Geles , Yunlong Song , Elie Aljalbout , Davide Scaramuzza

This paper proposes an exploration technique for multi-agent reinforcement learning (MARL) with graph-based communication among agents. We assume the individual rewards received by the agents are independent of the actions by the other…

Machine Learning · Computer Science 2025-08-11 Ainur Zhaikhan , Ali H. Sayed

Conventional multi-agent reinforcement learning (MARL) methods rely on time-triggered execution, where agents sample and communicate actions at fixed intervals. This approach is often computationally expensive and communication-intensive.…

Systems and Control · Electrical Eng. & Systems 2025-09-25 Umer Siddique , Abhinav Sinha , Yongcan Cao