Related papers: Robust Market Making via Adversarial Reinforcement…
Reinforcement learning (RL) provides a powerful framework for decision-making, but its application in practice often requires a carefully designed reward function. Adversarial Imitation Learning (AIL) sheds light on automatic policy…
Deep reinforcement learning (DRL) policies have been shown to be deceived by perturbations (e.g., random noise or intensional adversarial attacks) on state observations that appear at test time but are unknown during training. To increase…
This thesis presents the results of a comprehensive research project focused on applying Reinforcement Learning (RL) to the problem of market making in financial markets. Market makers (MMs) play a fundamental role in providing liquidity,…
Offline reinforcement learning (RL) defines a sample-efficient learning paradigm, where a policy is learned from static and previously collected datasets without additional interaction with the environment. The major obstacle to offline RL…
Multi-Agent Reinforcement Learning (MARL) is vulnerable to Adversarial Machine Learning (AML) attacks and needs adequate defences before it can be used in real world applications. We have conducted a survey into the use of execution-time…
Reinforcement Learning (RL) is a learning paradigm concerned with learning to control a system so as to maximize an objective over the long term. This approach to learning has received immense interest in recent times and success manifests…
The growing literature of Federated Learning (FL) has recently inspired Federated Reinforcement Learning (FRL) to encourage multiple agents to federatively build a better decision-making policy without sharing raw trajectories. Despite its…
With the widespread use of machine learning, concerns over its security and reliability have become prevalent. As such, many have developed defenses to harden neural networks against adversarial examples, imperceptibly perturbed inputs that…
We study a game between liquidity provider and liquidity taker agents interacting in an over-the-counter market, for which the typical example is foreign exchange. We show how a suitable design of parameterized families of reward functions…
Cooperative multi-agent reinforcement learning (cMARL) has many real applications, but the policy trained by existing cMARL algorithms is not robust enough when deployed. There exist also many methods about adversarial attacks on the RL…
Online reinforcement learning (RL) enhances policies through direct interactions with the environment, but faces challenges related to sample efficiency. In contrast, offline RL leverages extensive pre-collected data to learn policies, but…
Standard reinforcement learning (RL) algorithms assume that the observation of the next state comes instantaneously and at no cost. In a wide variety of sequential decision making tasks ranging from medical treatment to scientific…
Reinforcement Learning (RL) methods have emerged as a popular choice for training an efficient and effective dialogue policy. However, these methods suffer from sparse and unstable reward signals returned by a user simulator only when a…
We consider the problem of robust multi-agent reinforcement learning (MARL) for cooperative communication and coordination tasks. MARL agents, mainly those trained in a centralized way, can be brittle because they can adopt policies that…
We develop Upside-Down Reinforcement Learning (UDRL), a method for learning to act using only supervised learning techniques. Unlike traditional algorithms, UDRL does not use reward prediction or search for an optimal policy. Instead, it…
Due to the broad range of applications of multi-agent reinforcement learning (MARL), understanding the effects of adversarial attacks against MARL model is essential for the safe applications of this model. Motivated by this, we investigate…
Reinforcement learning provides a powerful and general framework for decision making and control, but its application in practice is often hindered by the need for extensive feature and reward engineering. Deep reinforcement learning…
Agent-based models (ABMs) have shown promise for modelling various real world phenomena incompatible with traditional equilibrium analysis. However, a critical concern is the manual definition of behavioural rules in ABMs. Recent…
Deep reinforcement learning (DRL) has emerged as a promising paradigm for autonomous driving. However, despite their advanced capabilities, DRL-based policies remain highly vulnerable to adversarial attacks, posing serious safety risks in…
Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…