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Reinforcement learning works best when the impact of the agent's actions on its environment can be perfectly simulated or fully appraised from available data. Some systems are however both hard to simulate and very sensitive to small…

Trading and Market Microstructure · Quantitative Finance 2025-01-30 Vincent Ragel , Damien Challet

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

The training process of reinforcement learning often suffers from severe oscillations, leading to instability and degraded performance. In this paper, we propose a Constant in an Ever-Changing World (CIC) framework that enhances algorithmic…

Machine Learning · Computer Science 2025-10-07 Andy Wu , Chun-Cheng Lin , Yuehua Huang , Rung-Tzuo Liaw

A reinforcement learning (RL) control policy could fail in a new/perturbed environment that is different from the training environment, due to the presence of dynamic variations. For controlling systems with continuous state and action…

Robotics · Computer Science 2022-08-31 Y. Cheng , P. Zhao , F. Wang , D. J. Block , N. Hovakimyan

Multi-agent systems (MAS) and reinforcement learning (RL) are widely used to enhance the agentic capabilities of large language models (LLMs). MAS improves task performance through role-based orchestration, while RL uses environmental…

Machine Learning · Computer Science 2026-02-02 Yujie Zhao , Lanxiang Hu , Yang Wang , Minmin Hou , Hao Zhang , Ke Ding , Jishen Zhao

Transmission expansion planning in electricity markets is tightly coupled with the strategic bidding behaviors of generation companies. This paper proposes a Reinforcement Learning (RL)-based co-optimization framework that simultaneously…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Tomonari Kanazawa , Hikaru Hoshino , Eiko Furutani

Many real-world multi-party negotiations unfold as sequences of binding, action-level commitments rather than a single final outcome, yet this regime remains under-studied in existing benchmarks. We introduce a benchmark and evaluation…

Multiagent Systems · Computer Science 2026-05-14 Leo Benac , Jonas Raedler , Zilin Ma , Finale Doshi-Velez

Model-based reinforcement learning methods learn a dynamics model with real data sampled from the environment and leverage it to generate simulated data to derive an agent. However, due to the potential distribution mismatch between…

Machine Learning · Computer Science 2020-10-29 Jian Shen , Han Zhao , Weinan Zhang , Yong Yu

Machine learning (especially reinforcement learning) methods for trading are increasingly reliant on simulation for agent training and testing. Furthermore, simulation is important for validation of hand-coded trading strategies and for…

Trading and Market Microstructure · Quantitative Finance 2019-12-12 Svitlana Vyetrenko , David Byrd , Nick Petosa , Mahmoud Mahfouz , Danial Dervovic , Manuela Veloso , Tucker Hybinette Balch

In urban planning, land use readjustment plays a pivotal role in aligning land use configurations with the current demands for sustainable urban development. However, present-day urban planning practices face two main issues. Firstly, land…

Artificial Intelligence · Computer Science 2023-11-10 Kejiang Qian , Lingjun Mao , Xin Liang , Yimin Ding , Jin Gao , Xinran Wei , Ziyi Guo , Jiajie Li

Resource balancing within complex transportation networks is one of the most important problems in real logistics domain. Traditional solutions on these problems leverage combinatorial optimization with demand and supply forecasting.…

Multiagent Systems · Computer Science 2019-03-05 Xihan Li , Jia Zhang , Jiang Bian , Yunhai Tong , Tie-Yan Liu

Climate change is expected to intensify rainfall and, consequently, pluvial flooding, leading to increased disruptions in urban transportation systems over the coming decades. Designing effective adaptation strategies is challenging due to…

Driven by inherent uncertainty and the sim-to-real gap, robust reinforcement learning (RL) seeks to improve resilience against the complexity and variability in agent-environment sequential interactions. Despite the existence of a large…

Machine Learning · Computer Science 2025-02-28 Shangding Gu , Laixi Shi , Muning Wen , Ming Jin , Eric Mazumdar , Yuejie Chi , Adam Wierman , Costas Spanos

In this article, we develop a modular framework for the application of Reinforcement Learning to the problem of Optimal Trade Execution. The framework is designed with flexibility in mind, in order to ease the implementation of different…

Computational Engineering, Finance, and Science · Computer Science 2022-08-15 Fernando de Meer Pardo , Christoph Auth , Florin Dascalu

Autonomous UAV infiltration in dynamic contested environments remains a significant challenge due to the partially observable nature of threats and the conflicting objectives of mission efficiency versus survivability. Traditional…

Machine Learning · Computer Science 2026-03-03 Jiahao Fu , Feng Yang

We introduce Mix&Match (M&M) - a training framework designed to facilitate rapid and effective learning in RL agents, especially those that would be too slow or too challenging to train otherwise. The key innovation is a procedure that…

While advances in multi-agent learning have enabled the training of increasingly complex agents, most existing techniques produce a final policy that is not designed to adapt to a new partner's strategy. However, we would like our AI agents…

Machine Learning · Computer Science 2022-01-06 Andy Shih , Stefano Ermon , Dorsa Sadigh

Transfer learning is an important new subfield of multiagent reinforcement learning that aims to help an agent learn about a problem by using knowledge that it has gained solving another problem, or by using knowledge that is communicated…

Artificial Intelligence · Computer Science 2020-02-10 Cameron Reid

Cooperation is fundamental in Multi-Agent Systems (MAS) and Multi-Agent Reinforcement Learning (MARL), often requiring agents to balance individual gains with collective rewards. In this regard, this paper aims to investigate strategies to…

Computer Science and Game Theory · Computer Science 2024-05-06 Vaigarai Sathi , Sabahat Shaik , Jaswanth Nidamanuri

This paper develops a novel multi-agent reinforcement learning (MARL) framework for reinsurance treaty bidding, addressing long-standing inefficiencies in traditional broker-mediated placement processes. We pose the core research question:…

Artificial Intelligence · Computer Science 2026-03-24 Stella C. Dong , James R. Finlay