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In mix-game which is an extension of minority game, there are two groups of agents; group1 plays the majority game, but the group2 plays the minority game. This paper studies the change of the average winnings of agents and volatilities vs.…

Physics and Society · Physics 2015-06-26 Chengling Gou

Simultaneous reproduction of all financial stylized facts is so difficult that most existing stochastic process-based and agent-based models are unable to achieve the goal. In this study, by extending the decision-making structure of…

Statistical Finance · Quantitative Finance 2019-05-22 Kei Katahira , Yu Chen , Gaku Hashimoto , Hiroshi Okuda

Multi-agent reinforcement learning (MARL) has achieved great progress in cooperative tasks in recent years. However, in the local reward scheme, where only local rewards for each agent are given without global rewards shared by all the…

Machine Learning · Computer Science 2023-02-21 Yunbo Qiu , Yue Jin , Lebin Yu , Jian Wang , Xudong Zhang

Value factorisation is a useful technique for multi-agent reinforcement learning (MARL) in global reward game, however its underlying mechanism is not yet fully understood. This paper studies a theoretical framework for value factorisation…

Machine Learning · Computer Science 2023-01-10 Jianhong Wang , Yuan Zhang , Yunjie Gu , Tae-Kyun Kim

At a first glance lottery is a form of gambling, a game in which the chances of winning is extremely small. But upon a deeper look, considering that the Jackpot prize of lotteries is a result of the active participation of millions of…

Data Analysis, Statistics and Probability · Physics 2024-02-20 István Gere , Szabolcs Kelemen , Zoltán Néda , Tamás S. Biró

Many Multi-Agent Reinforcement Learning (MARL) agents fail to adapt properly to cooperating with agents trained with the same objectives but different seeds, algorithms, or other training differences. This is the problem of Zero-Shot…

Machine Learning · Computer Science 2026-04-29 Keenan Powell , Peihong Yu , Pratap Tokekar

In this paper we experiment with a 2-player strategy board game where playing models are evolved using reinforcement learning and neural networks. The models are evolved to speed up automatic game development based on human involvement at…

Artificial Intelligence · Computer Science 2007-05-23 Dimitris Kalles

This paper augments the reward received by a reinforcement learning agent with potential functions in order to help the agent learn (possibly stochastic) optimal policies. We show that a potential-based reward shaping scheme is able to…

Machine Learning · Computer Science 2019-07-23 Baicen Xiao , Bhaskar Ramasubramanian , Andrew Clark , Hannaneh Hajishirzi , Linda Bushnell , Radha Poovendran

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…

Machine Learning · Computer Science 2015-03-23 Shaojie Tang , Yaqin Zhou

We introduce a mean field game with rank-based reward: competing agents optimize their effort to achieve a goal, are ranked according to their completion time, and paid a reward based on their relative rank. First, we propose a tractable…

Optimization and Control · Mathematics 2017-08-07 Marcel Nutz , Yuchong Zhang

We consider a number of questions related to tradeoffs between reward and regret in repeated gameplay between two agents. To facilitate this, we introduce a notion of $\textit{generalized equilibrium}$ which allows for asymmetric regret…

Computer Science and Game Theory · Computer Science 2023-12-19 William Brown , Jon Schneider , Kiran Vodrahalli

We first prove that solving Mahjong Solitaire boards with peeking is NP-complete, even if one only allows isolated stacks of the forms /aab/ and /abb/. We subsequently show that layouts of isolated stacks of heights one and two can always…

Computational Complexity · Computer Science 2012-04-04 Michiel de Bondt

This paper examines multiplayer symmetric constant-sum games with more than two players in a competitive setting, including examples like Mahjong, Poker, and various board and video games. In contrast to two-player zero-sum games,…

Machine Learning · Computer Science 2024-10-04 Jiawei Ge , Yuanhao Wang , Wenzhe Li , Chi Jin

We study online reinforcement learning in average-reward stochastic games (SGs). An SG models a two-player zero-sum game in a Markov environment, where state transitions and one-step payoffs are determined simultaneously by a learner and an…

Machine Learning · Computer Science 2017-12-05 Chen-Yu Wei , Yi-Te Hong , Chi-Jen Lu

This paper studies the game of guessing riffle-shuffled cards with complete feedback. A deck of $n$ cards labelled 1 to $n$ is riffle-shuffled once and placed on a table. A player tries to guess the cards from top and is given complete…

Probability · Mathematics 2021-07-20 Pengda Liu

Reinforcement learning, which acquires a policy maximizing long-term rewards, has been actively studied. Unfortunately, this learning type is too slow and difficult to use in practical situations because the state-action space becomes huge…

Machine Learning · Computer Science 2021-04-14 Takato Okudo , Seiji Yamada

The article presents research on the use of Monte-Carlo Tree Search (MCTS) methods to create an artificial player for the popular card game "The Lord of the Rings". The game is characterized by complicated rules, multi-stage round…

Machine Learning · Computer Science 2021-09-27 Konrad Godlewski , Bartosz Sawicki

A simple model for cooperation between "selfish" agents, which play an extended version of the Prisoner's Dilemma(PD) game, in which they use arbitrary payoffs, is presented and studied. A continuous variable, representing the probability…

Condensed Matter · Physics 2009-11-10 H. Fort

We revisit the game in which each of several players chooses a pattern and then a coin is flipped repeatedly until one of these patterns is generated. In particular, we demonstrate how to compute the probability of any one player winning…

Probability · Mathematics 2015-07-07 Jan Vrbik , Paul Vrbik

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…

Machine Learning · Computer Science 2019-08-27 Konrad Zolna , Negar Rostamzadeh , Yoshua Bengio , Sungjin Ahn , Pedro O. Pinheiro
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