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Financial markets investors are involved in many games -- they must interact with other agents to achieve their goals. Among them are those directly connected with their activity on markets but one cannot neglect other aspects that…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 Edward W. Piotrowski , Jan Sladkowski , Anna Szczypinska

In some game scenarios, due to the uncertainty of the number of enemy units and the priority of various attributes, the evaluation of the threat level of enemy units as well as the screening has been a challenging research topic, and the…

Machine Learning · Computer Science 2025-04-28 Wuzhou Sun , Siyi Li , Qingxiang Zou , Zixing Liao

Trading markets represent a real-world financial application to deploy reinforcement learning agents, however, they carry hard fundamental challenges such as high variance and costly exploration. Moreover, markets are inherently a…

Machine Learning · Computer Science 2021-07-20 Yue Gao , Kry Yik Chau Lui , Pablo Hernandez-Leal

Deep learning has enabled traditional reinforcement learning methods to deal with high-dimensional problems. However, one of the disadvantages of deep reinforcement learning methods is the limited exploration capacity of learning agents. In…

Machine Learning · Computer Science 2019-07-30 Thanh Nguyen , Ngoc Duy Nguyen , Saeid Nahavandi

Reinforcement learning (RL) has significantly advanced the control of physics-based and robotic characters that track kinematic reference motion. However, methods typically rely on a weighted sum of conflicting reward functions, requiring…

Robotics · Computer Science 2025-05-30 Lucas N. Alegre , Agon Serifi , Ruben Grandia , David Müller , Espen Knoop , Moritz Bächer

Multi-agent reinforcement learning has shown promise in learning cooperative behaviors in team-based environments. However, such methods often demand extensive training time. For instance, the state-of-the-art method TiZero takes 40 days to…

Machine Learning · Computer Science 2025-03-18 Amir Baghi , Jens Sjölund , Joakim Bergdahl , Linus Gisslén , Alessandro Sestini

Reinforcement learning (RL) has recently achieved tremendous successes in many artificial intelligence applications. Many of the forefront applications of RL involve multiple agents, e.g., playing chess and Go games, autonomous driving, and…

Computer Science and Game Theory · Computer Science 2021-11-24 Asuman Ozdaglar , Muhammed O. Sayin , Kaiqing Zhang

We present an approach for designing swarm-based optimizers for the global optimization of expensive black-box functions. In the proposed approach, the problem of finding efficient optimizers is framed as a reinforcement learning problem,…

Artificial Intelligence · Computer Science 2023-04-12 Eloghosa Ikponmwoba , Ope Owoyele

Reinforcement learning has shown promise in learning policies that can solve complex problems. However, manually specifying a good reward function can be difficult, especially for intricate tasks. Inverse reinforcement learning offers a…

Machine Learning · Computer Science 2017-11-28 Peter Henderson , Wei-Di Chang , Pierre-Luc Bacon , David Meger , Joelle Pineau , Doina Precup

Decision-making under uncertainty is a fundamental problem encountered frequently and can be formulated as a stochastic multi-armed bandit problem. In the problem, the learner interacts with an environment by choosing an action at each…

Machine Learning · Statistics 2024-05-24 Jonathan Gornet , Bruno Sinopoli

Multi-agent collaboration has emerged as a powerful paradigm for enhancing the reasoning capabilities of large language models, yet it suffers from interaction-level ambiguity that blurs generation, critique, and revision, making credit…

Artificial Intelligence · Computer Science 2026-03-24 Zhongyi Li , Wan Tian , Jingyu Chen , Kangyao Huang , Huiming Zhang , Hui Yang , Tao Ren , Jinyang Jiang , Yijie Peng , Yikun Ban , Fuzhen Zhuang

Robust reinforcement learning (RL) considers the problem of learning policies that perform well in the worst case among a set of possible environment parameter values. In real-world environments, choosing the set of possible values for…

Machine Learning · Computer Science 2022-10-05 JB Lanier , Stephen McAleer , Pierre Baldi , Roy Fox

Deep reinforcement learning has proven remarkably useful in training agents from unstructured data. However, the opacity of the produced agents makes it difficult to ensure that they adhere to various requirements posed by human engineers.…

Machine Learning · Computer Science 2022-02-10 Raz Yerushalmi , Guy Amir , Achiya Elyasaf , David Harel , Guy Katz , Assaf Marron

Assignment problems are a classic combinatorial optimization problem in which a group of agents must be assigned to a group of tasks such that maximum utility is achieved while satisfying assignment constraints. Given the utility of each…

Multiagent Systems · Computer Science 2024-12-23 Joshua Holder , Natasha Jaques , Mehran Mesbahi

A natural goal in multiagent learning besides finding equilibria is to learn rationalizable behavior, where players learn to avoid iteratively dominated actions. However, even in the basic setting of multiplayer general-sum games, existing…

Machine Learning · Computer Science 2022-10-21 Yuanhao Wang , Dingwen Kong , Yu Bai , Chi Jin

This paper investigates whether learning contingency-awareness and controllable aspects of an environment can lead to better exploration in reinforcement learning. To investigate this question, we consider an instantiation of this…

Machine Learning · Computer Science 2019-03-05 Jongwook Choi , Yijie Guo , Marcin Moczulski , Junhyuk Oh , Neal Wu , Mohammad Norouzi , Honglak Lee

Interactive reinforcement learning has become an important apprenticeship approach to speed up convergence in classic reinforcement learning problems. In this regard, a variant of interactive reinforcement learning is policy shaping which…

Artificial Intelligence · Computer Science 2019-04-16 Francisco Cruz , Sven Magg , Yukie Nagai , Stefan Wermter

In adversarial environments, one side could gain an advantage by identifying the opponent's strategy. For example, in combat games, if an opponents strategy is identified as overly aggressive, one could lay a trap that exploits the…

Machine Learning · Computer Science 2021-08-03 Mark Rucker , Stephen Adams , Roy Hayes , Peter A. Beling

In this paper, we propose a passivity-based methodology for analysis and design of reinforcement learning in multi-agent finite games. Starting from a known exponentially-discounted reinforcement learning scheme, we show that convergence to…

Optimization and Control · Mathematics 2024-10-30 Bolin Gao , Lacra Pavel

Reward machines are an established tool for dealing with reinforcement learning problems in which rewards are sparse and depend on complex sequences of actions. However, existing algorithms for learning reward machines assume an overly…

Machine Learning · Computer Science 2025-10-20 Jan Corazza , Ivan Gavran , Daniel Neider