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We propose and study the integration of sentiment analysis and deep reinforcement learning ensemble algorithms for stock trading by evaluating strategies capable of dynamically altering their active agent given the concurrent market…

Trading and Market Microstructure · Quantitative Finance 2024-11-21 Andrew Ye , James Xu , Vidyut Veedgav , Yi Wang , Yifan Yu , Daniel Yan , Ryan Chen , Vipin Chaudhary , Shuai Xu

Model-based Reinforcement Learning approaches have the promise of being sample efficient. Much of the progress in learning dynamics models in RL has been made by learning models via supervised learning. But traditional model-based…

Machine Learning · Computer Science 2019-06-12 Shagun Sodhani , Anirudh Goyal , Tristan Deleu , Yoshua Bengio , Sergey Levine , Jian Tang

A model among many may only be best under certain states of the world. Switching from a model to another can also be costly. Finding a procedure to dynamically choose a model in these circumstances requires to solve a complex estimation…

Machine Learning · Computer Science 2023-10-10 Francesco Cordoni , Alessio Sancetta

Motivated by a number of real-world applications from domains like healthcare and sustainable transportation, in this paper we study a scenario of repeated principal-agent games within a multi-armed bandit (MAB) framework, where: the…

Machine Learning · Computer Science 2023-05-09 Ilgin Dogan , Zuo-Jun Max Shen , Anil Aswani

In the future, artificial learning agents are likely to become increasingly widespread in our society. They will interact with both other learning agents and humans in a variety of complex settings including social dilemmas. We consider the…

Computer Science and Game Theory · Computer Science 2019-11-21 Tobias Baumann , Thore Graepel , John Shawe-Taylor

Multi-agent systems exhibit complex behaviors that emanate from the interactions of multiple agents in a shared environment. In this work, we are interested in controlling one agent in a multi-agent system and successfully learn to interact…

Machine Learning · Computer Science 2020-01-30 Georgios Papoudakis , Stefano V. Albrecht

Simulation of population dynamics is a central research theme in computational biology, which contributes to understanding the interactions between predators and preys. Conventional mathematical tools of this theme, however, are incapable…

Multiagent Systems · Computer Science 2020-02-11 Jun Yamada , John Shawe-Taylor , Zafeirios Fountas

Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

Computer Science and Game Theory · Computer Science 2025-03-11 Seyed A. Esmaeili , Suho Shin , Aleksandrs Slivkins

Heterogeneous networks comprise agents with varying capabilities in terms of computation, storage, and communication. In such settings, it is crucial to factor in the operating characteristics in allowing agents to choose appropriate…

Optimization and Control · Mathematics 2022-09-07 Yichuan Li , Petros Voulgaris , Nikolaos M. Freris

A rich class of mechanism design problems can be understood as incomplete-information games between a principal who commits to a policy and an agent who responds, with payoffs determined by an unknown state of the world. Traditionally,…

Theoretical Economics · Economics 2020-09-14 Modibo Camara , Jason Hartline , Aleck Johnsen

Many potential applications of reinforcement learning in the real world involve interacting with other agents whose numbers vary over time. We propose new neural policy architectures for these multi-agent problems. In contrast to other…

Machine Learning · Computer Science 2019-06-03 Matthew A. Wright , Roberto Horowitz

We introduce an agent-based model of delegation relationships between a principal and an agent, which is based on the standard-hidden action model introduced by Holmstr\"om and, by doing so, provide a model which can be used to further…

Multiagent Systems · Computer Science 2020-09-29 Patrick Reinwald , Stephan Leitner , Friederike Wall

When developing reinforcement learning agents, the standard approach is to train an agent to converge to a fixed policy that is as close to optimal as possible for a single fixed reward function. If different agent behaviour is required in…

Multiagent Systems · Computer Science 2021-01-29 David O'Callaghan , Patrick Mannion

We investigate a multi-agent decision-making problem where a large population of agents is responsible for carrying out a set of assigned tasks. The amount of jobs in each task varies over time governed by a dynamical system model. Each…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Shinkyu Park , Julian Barreiro-Gomez

The aggregation of conflicting preferences is a central problem in multiagent systems. The key difficulty is that the agents may report their preferences insincerely. Mechanism design is the art of designing the rules of the game so that…

Computer Science and Game Theory · Computer Science 2007-05-23 Vincent Conitzer , Tuomas Sandholm

In this paper, we propose a distributed off-policy actor critic method to solve multi-agent reinforcement learning problems. Specifically, we assume that all agents keep local estimates of the global optimal policy parameter and update…

Machine Learning · Computer Science 2019-03-25 Yan Zhang , Michael M. Zavlanos

We introduce a stochastic principal-agent model. A principal and an agent interact in a stochastic environment, each privy to observations about the state not available to the other. The principal has the power of commitment, both to elicit…

Computer Science and Game Theory · Computer Science 2024-09-13 Jiarui Gan , Rupak Majumdar , Debmalya Mandal , Goran Radanovic

The aggregation of conflicting preferences is a central problem in multiagent systems. The key difficulty is that the agents may report their preferences insincerely. Mechanism design is the art of designing the rules of the game so that…

Computer Science and Game Theory · Computer Science 2014-08-08 Vincent Conitzer , Tuomas Sandholm

We study the design of decision-making mechanism for resource allocations over a multi-agent system in a dynamic environment. Agents' privately observed preference over resources evolves over time and the population is dynamic due to the…

Systems and Control · Electrical Eng. & Systems 2020-05-20 Tao Zhang , Quanyan Zhu

In this work we present a novel approach to solving concurrent multiagent planning problems in which several agents act in parallel. Our approach relies on a compilation from concurrent multiagent planning to classical planning, allowing us…

Artificial Intelligence · Computer Science 2019-06-20 Daniel Furelos-Blanco , Anders Jonsson
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