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Investors and regulators can greatly benefit from a realistic market simulator that enables them to anticipate the consequences of their decisions in real markets. However, traditional rule-based market simulators often fall short in…

Trading and Market Microstructure · Quantitative Finance 2024-04-01 Zhiyuan Yao , Zheng Li , Matthew Thomas , Ionut Florescu

A carbon market is a market-based tool that incentivizes economic agents to align individual profits with the global utility, i.e., reducing carbon emissions to tackle climate change. Cap and trade stands as a critical principle based on…

Machine Learning · Computer Science 2024-06-14 Han Wang , Wenhao Li , Hongyuan Zha , Baoxiang Wang

The Intelligent Transportation System (ITS) environment is known to be dynamic and distributed, where participants (vehicle users, operators, etc.) have multiple, changing and possibly conflicting objectives. Although Reinforcement Learning…

Machine Learning · Computer Science 2024-03-19 Jing Tan , Ramin Khalili , Holger Karl

Fair workload enforcement in heterogeneous multi-agent systems that pursue shared objectives remains challenging. Fixed fairness penalties often introduce inefficiencies, training instability, and conflicting agent incentives.…

Machine Learning · Computer Science 2026-04-27 Promise Ekpo , Saesha Agarwal , Felix Grimm , Lekan Molu , Angelique Taylor

We propose using deep reinforcement learning to solve dynamic stochastic general equilibrium models. Agents are represented by deep artificial neural networks and learn to solve their dynamic optimisation problem by interacting with the…

Econometrics · Economics 2023-01-06 Mingli Chen , Andreas Joseph , Michael Kumhof , Xinlei Pan , Xuan Zhou

Offline Reinforcement Learning (RL) focuses on learning policies solely from a batch of previously collected data. offering the potential to leverage such datasets effectively without the need for costly or risky active exploration. While…

Machine Learning · Computer Science 2025-06-06 Riccardo Zamboni , Enrico Brunetti , Marcello Restelli

In the last decade, there have been significant advances in multi-agent reinforcement learning (MARL) but there are still numerous challenges, such as high sample complexity and slow convergence to stable policies, that need to be overcome…

Artificial Intelligence · Computer Science 2023-03-02 Sriram Ganapathi Subramanian , Matthew E. Taylor , Kate Larson , Mark Crowley

This survey (re)introduces reinforcement learning methods to economists. The curse of dimensionality limits how far exact dynamic programming can be effectively applied, forcing us to rely on suitably "small" problems or our ability to…

General Economics · Economics 2026-03-25 Pranjal Rawat

Multi-echelon inventory optimization (MEIO) is critical for effective supply chain management, but its inherent complexity can pose significant challenges. Heuristics are commonly used to address this complexity, yet they often face…

Machine Learning · Computer Science 2025-03-25 Georg Ziegner , Michael Choi , Hung Mac Chan Le , Sahil Sakhuja , Arash Sarmadi

Steering cooperative multi-agent reinforcement learning (MARL) towards desired outcomes is challenging, particularly when the global guidance from a human on the whole multi-agent system is impractical in a large-scale MARL. On the other…

Artificial Intelligence · Computer Science 2025-11-07 Anjie Liu , Jianhong Wang , Samuel Kaski , Jun Wang , Mengyue Yang

In real-world environments, autonomous agents rely on their egocentric observations. They must learn adaptive strategies to interact with others who possess mixed motivations, discernible only through visible cues. Several Multi-Agent…

Multiagent Systems · Computer Science 2023-12-15 Violet Xiang , Logan Cross , Jan-Philipp Fränken , Nick Haber

Discovering successful coordinated behaviors is a central challenge in Multi-Agent Reinforcement Learning (MARL) since it requires exploring a joint action space that grows exponentially with the number of agents. In this paper, we propose…

Machine Learning · Computer Science 2021-10-14 Ammar Fayad , Majd Ibrahim

This paper investigates the strategy game So Long Sucker (SLS) as a novel benchmark for multi-agent reinforcement learning (MARL). Unlike traditional board or video game testbeds, SLS is distinguished by its coalition formation, strategic…

Artificial Intelligence · Computer Science 2025-10-16 Medant Sharan , Chandranath Adak

Reinforcement learning agents are prone to undesired behaviors due to reward mis-specification. Finding a set of reward functions to properly guide agent behaviors is particularly challenging in multi-agent scenarios. Inverse reinforcement…

Machine Learning · Computer Science 2019-08-01 Lantao Yu , Jiaming Song , Stefano Ermon

We develop a Multi-Agent Reinforcement Learning (MARL) method to learn scalable control policies for target tracking. Our method can handle an arbitrary number of pursuers and targets; we show results for tasks consisting up to 1000…

Multiagent Systems · Computer Science 2021-11-11 Christopher D. Hsu , Heejin Jeong , George J. Pappas , Pratik Chaudhari

While Explainable Artificial Intelligence (XAI) is increasingly expanding more areas of application, little has been applied to make deep Reinforcement Learning (RL) more comprehensible. As RL becomes ubiquitous and used in critical and…

Artificial Intelligence · Computer Science 2021-10-05 Alexandre Heuillet , Fabien Couthouis , Natalia Díaz-Rodríguez

Recent trends in Agent Computational Economics research, envelop a government agent in the model of the economy, whose decisions are based on learning algorithms. In this paper we try to evaluate the performance of simulated annealing in…

Optimization and Control · Mathematics 2009-06-26 Mattheos K. Protopapas , Elias B. Kosmatopoulos

Multi-agent reinforcement learning (MARL) for cyber-physical vehicle systems usually requires a significantly long training time due to their inherent complexity. Furthermore, deploying the trained policies in the real world demands a…

Robotics · Computer Science 2026-02-24 Chinmay Vilas Samak , Tanmay Vilas Samak , Venkat Narayan Krovi

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

The advent of multimodal agents facilitates effective interaction within graphical user interface (GUI), especially in ubiquitous GUI control. However, their inability to reliably execute toggle control instructions remains a key…

Artificial Intelligence · Computer Science 2026-03-19 Zongru Wu , Rui Mao , Zhiyuan Tian , Pengzhou Cheng , Tianjie Ju , Zheng Wu , Lingzhong Dong , Haiyue Sheng , Zhuosheng Zhang , Gongshen Liu
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