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We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…
Deep Reinforcement Learning (RL) is unquestionably a robust framework to train autonomous agents in a wide variety of disciplines. However, traditional deep and shallow model-free RL algorithms suffer from low sample efficiency and…
Deep reinforcement learning has successfully been applied for molecular discovery as shown by the Molecule Deep Q-network (MolDQN) algorithm. This algorithm has challenges when applied to optimizing new molecules: training such a model is…
Reinforcement learning (RL) algorithms have been around for decades and employed to solve various sequential decision-making problems. These algorithms however have faced great challenges when dealing with high-dimensional environments. The…
We propose a model enabling decentralized multiple agents to share their perception of environment in a fair and adaptive way. In our model, both the current message and historical observation are taken into account, and they are handled in…
In this article, we propose a novel algorithm for deep reinforcement learning named Expert Q-learning. Expert Q-learning is inspired by Dueling Q-learning and aims at incorporating semi-supervised learning into reinforcement learning…
In this paper, we investigate whether deep reinforcement-learning agents interacting in a shared optimal-execution environment can sustain supra-competitive outcomes, in the sense of achieving lower implementation shortfalls than the…
In this work we describe a novel deep reinforcement learning architecture that allows multiple actions to be selected at every time-step in an efficient manner. Multi-action policies allow complex behaviours to be learnt that would…
Autonomous navigation is challenging for mobile robots, especially in an unknown environment. Commonly, the robot requires multiple sensors to map the environment, locate itself, and make a plan to reach the target. However, reinforcement…
Control of large-scale networked systems often necessitates the availability of complex models for the interactions amongst the agents. However in many applications, building accurate models of agents or interactions amongst them might be…
Deep learning models have been used for a wide variety of tasks. They are prevalent in computer vision, natural language processing, speech recognition, and other areas. While these models have worked well under many scenarios, it has been…
Using Machine Learning (ML) techniques for the next generation wireless networks have shown promising results in the recent years, due to high learning and adaptation capability of ML algorithms. More specifically, ML techniques have been…
The behavior decision-making subsystem is a key component of the autonomous driving system, which reflects the decision-making ability of the vehicle and the driver, and is an important symbol of the high-level intelligence of the vehicle.…
In multi-agent systems, noise reduction techniques are important for improving the overall system reliability as agents are required to rely on limited environmental information to develop cooperative and coordinated behaviors with the…
With the advantages of Millimeter wave in wireless communication network, the coverage radius and inter-site distance can be further reduced, the ultra dense network (UDN) becomes the mainstream of future networks. The main challenge faced…
This paper concerns imitation learning (IL) (i.e, the problem of learning to mimic expert behaviors from demonstrations) in cooperative multi-agent systems. The learning problem under consideration poses several challenges, characterized by…
Growing at a fast pace, modern autonomous systems will soon be deployed at scale, opening up the possibility for cooperative multi-agent systems. Sharing information and distributing workloads allow autonomous agents to better perform tasks…
We employ deep reinforcement learning (RL) to train an agent to successfully translate a high-frequency trading signal into a trading strategy that places individual limit orders. Based on the ABIDES limit order book simulator, we build a…
We consider a dynamic multichannel access problem, where multiple correlated channels follow an unknown joint Markov model. A user at each time slot selects a channel to transmit data and receives a reward based on the success or failure of…
In this work, we develop a reinforcement learning protocol for a multiagent coordination task in a discrete state and action space: an iterated prisoner's dilemma game extended into a team based, winner-take all tournament, which forces the…