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Agent-based modelling (ABM) approaches for high-frequency financial markets are difficult to calibrate and validate, partly due to the large parameter space created by defining fixed agent policies. Multi-agent reinforcement learning (MARL)…

Trading and Market Microstructure · Quantitative Finance 2025-11-05 Valentin Mohl , Sascha Frey , Reuben Leyland , Kang Li , George Nigmatulin , Mihai Cucuringu , Stefan Zohren , Jakob Foerster , Anisoara Calinescu

The field of Multi-Agent Reinforcement Learning (MARL) is currently facing a reproducibility crisis. While solutions for standardized reporting have been proposed to address the issue, we still lack a benchmarking tool that enables…

Machine Learning · Computer Science 2024-11-26 Matteo Bettini , Amanda Prorok , Vincent Moens

Benchmarks play a crucial role in the development and analysis of reinforcement learning (RL) algorithms, with environment availability strongly impacting research. One particularly underexplored intersection is continual learning (CL) in…

Artificial Intelligence · Computer Science 2025-09-09 Tristan Tomilin , Luka van den Boogaard , Samuel Garcin , Bram Grooten , Meng Fang , Yali Du , Mykola Pechenizkiy

Multi-agent reinforcement learning (MARL) has emerged as a promising solution for learning complex and scalable coordination behaviors in multi-robot systems. However, established MARL platforms (e.g., SMAC and MPE) lack robotics relevance…

Robotics · Computer Science 2025-11-12 Shalin Anand Jain , Jiazhen Liu , Siva Kailas , Harish Ravichandar

Progress in multi-agent reinforcement learning (MARL) requires challenging benchmarks that assess the limits of current methods. However, existing benchmarks often target narrow short-horizon challenges that do not adequately stress the…

Machine Learning · Computer Science 2025-11-10 Bassel Al Omari , Michael Matthews , Alexander Rutherford , Jakob Nicolaus Foerster

The Abstraction and Reasoning Corpus (ARC) tests AI systems' ability to perform human-like inductive reasoning from a few demonstration pairs. Existing Gymnasium-based RL environments severely limit experimental scale due to computational…

Artificial Intelligence · Computer Science 2026-01-27 Aadam , Monu Verma , Mohamed Abdel-Mottaleb

Recent advances in Reinforcement Learning (RL) have led to many exciting applications. These advancements have been driven by improvements in both algorithms and engineering, which have resulted in faster training of RL agents. We present…

Multiagent Systems · Computer Science 2023-07-26 Kinal Mehta , Anuj Mahajan , Pawan Kumar

The design of environments plays a critical role in shaping the development and evaluation of cooperative multi-agent reinforcement learning (MARL) algorithms. While existing benchmarks highlight critical challenges, they often lack the…

Multiagent Systems · Computer Science 2026-05-28 Hayeong Lee , JunHyeok Oh , Byung-Jun Lee

We propose Pgx, a suite of board game reinforcement learning (RL) environments written in JAX and optimized for GPU/TPU accelerators. By leveraging JAX's auto-vectorization and parallelization over accelerators, Pgx can efficiently scale to…

Artificial Intelligence · Computer Science 2024-01-17 Sotetsu Koyamada , Shinri Okano , Soichiro Nishimori , Yu Murata , Keigo Habara , Haruka Kita , Shin Ishii

Sequential social dilemmas pose a significant challenge in the field of multi-agent reinforcement learning (MARL), requiring environments that accurately reflect the tension between individual and collective interests. Previous benchmarks…

Machine Learning · Computer Science 2026-03-19 Zihao Guo , Shuqing Shi , Richard Willis , Tristan Tomilin , Joel Z. Leibo , Yali Du

Self-supervision has the potential to transform reinforcement learning (RL), paralleling the breakthroughs it has enabled in other areas of machine learning. While self-supervised learning in other domains aims to find patterns in a fixed…

The development of reinforcement learning (RL) algorithms has been largely driven by ambitious challenge tasks and benchmarks. Games have dominated RL benchmarks because they present relevant challenges, are inexpensive to run and easy to…

Reinforcement learning (RL) research requires diverse, challenging environments that are both tractable and scalable. While modern video games may offer rich dynamics, they are computationally expensive and poorly suited for large-scale…

Machine Learning · Computer Science 2025-10-06 Waris Radji , Thomas Michel , Hector Piteau

As Deep Reinforcement Learning (Deep RL) research moves towards solving large-scale worlds, efficient environment simulations become crucial for rapid experimentation. However, most existing environments struggle to scale to high…

Machine Learning · Computer Science 2024-07-30 Eduardo Pignatelli , Jarek Liesen , Robert Tjarko Lange , Chris Lu , Pablo Samuel Castro , Laura Toni

Artificial intelligence methods are increasingly being explored for managing wildfires and other natural hazards. In particular, reinforcement learning (RL) is a promising path towards improving outcomes in such uncertain decision-making…

Machine Learning · Computer Science 2025-12-09 Ufuk Çakır , Victor-Alexandru Darvariu , Bruno Lacerda , Nick Hawes

Recent advances in reinforcement learning (RL) heavily rely on a variety of well-designed benchmarks, which provide environmental platforms and consistent criteria to evaluate existing and novel algorithms. Specifically, in multi-agent RL…

Multiagent Systems · Computer Science 2024-06-25 Wenzhe Li , Zihan Ding , Seth Karten , Chi Jin

Open-source reinforcement learning (RL) environments have played a crucial role in driving progress in the development of AI algorithms. In modern RL research, there is a need for simulated environments that are performant, scalable, and…

Financial exchanges across the world use limit order books (LOBs) to process orders and match trades. For research purposes it is important to have large scale efficient simulators of LOB dynamics. LOB simulators have previously been…

Trading and Market Microstructure · Quantitative Finance 2023-08-28 Sascha Frey , Kang Li , Peer Nagy , Silvia Sapora , Chris Lu , Stefan Zohren , Jakob Foerster , Anisoara Calinescu

We present PixelBrax, a set of continuous control tasks with pixel observations. We combine the Brax physics engine with a pure JAX renderer, allowing reinforcement learning (RL) experiments to run end-to-end on the GPU. PixelBrax can…

Machine Learning · Computer Science 2025-02-04 Trevor McInroe , Samuel Garcin

Non-stationarity poses a fundamental challenge in Multi-Agent Reinforcement Learning (MARL), arising from agents simultaneously learning and altering their policies. This creates a non-stationary environment from the perspective of each…

Robotics · Computer Science 2024-10-22 Jianye Xu , Omar Sobhy , Bassam Alrifaee
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