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Assessing the systemic effects of uncertainty that arises from agents' partial observation of the true states of the world is critical for understanding a wide range of scenarios. Yet, previous modeling work on agent learning and…
This work leverages adaptive social learning to estimate partially observable global states in multi-agent reinforcement learning (MARL) problems. Unlike existing methods, the proposed approach enables the concurrent operation of social…
The reproduction of realistic dynamics in financial markets is of great significance, as it enhances our understanding of market evolution beyond other physical processes, and facilitates the development and backtesting of investment…
Learning how to learn efficiently is a fundamental challenge for biological agents and a growing concern for artificial ones. To learn effectively, an agent must regulate its learning speed, balancing the benefits of rapid improvement…
Multi-Agent Reinforcement Learning involves agents that learn together in a shared environment, leading to emergent dynamics sensitive to initial conditions and parameter variations. A Dynamical Systems approach, which studies the evolution…
As reinforcement learning agents become increasingly deployed in real-world scenarios, predicting future agent actions and events during deployment is important for facilitating better human-agent interaction and preventing catastrophic…
Imitation learning is an effective alternative approach to learn a policy when the reward function is sparse. In this paper, we consider a challenging setting where an agent and an expert use different actions from each other. We assume…
In sequential machine teaching, a teacher's objective is to provide the optimal sequence of inputs to sequential learners in order to guide them towards the best model. In this paper we extend this setting from current static one-data-set…
We present a novel negotiation model that allows an agent to learn how to negotiate during concurrent bilateral negotiations in unknown and dynamic e-markets. The agent uses an actor-critic architecture with model-free reinforcement…
We introduce a framework to study the effective objectives at different time scales of financial market microstructure. The financial market can be regarded as a complex adaptive system, where purposeful agents collectively and…
We use model-free reinforcement learning, extensive simulation, and transfer learning to develop a continuous control algorithm that has good zero-shot performance in a real physical environment. We train a simulated agent to act optimally…
As AI technology advances, research in playing text-based games with agents has becomeprogressively popular. In this paper, a novel approach to agent design and agent learning ispresented with the context of reinforcement learning. A model…
In this paper, reinforcement learning is applied to the problem of optimizing market making. A multi-agent reinforcement learning framework is used to optimally place limit orders that lead to successful trades. The framework consists of…
There has been a recent surge in interest in the application of artificial intelligence to automated trading. Reinforcement learning has been applied to single- and multi-instrument use cases, such as market making or portfolio management.…
Modelling the behaviours of other agents is essential for understanding how agents interact and making effective decisions. Existing methods for agent modelling commonly assume knowledge of the local observations and chosen actions of the…
Autonomous vehicles inevitably encounter a vast array of scenarios in real-world environments. Addressing long-tail scenarios, particularly those involving intensive interactions with numerous traffic participants, remains one of the most…
Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…
This paper explores the utility of agent-based simulations in realistically modelling market structures and sheds light on the nuances of optimal dealer strategies. It underscores the contrast between conclusions drawn from probabilistic…
Existing approaches in reinforcement learning train an agent to learn desired optimal behavior in an environment with rule based surrounding agents. In safety critical applications such as autonomous driving it is crucial that the rule…
Event-triggered communication and control provide high control performance in networked control systems without overloading the communication network. However, most approaches require precise mathematical models of the system dynamics,…