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Optimal Transport is a foundational mathematical theory that connects optimization, partial differential equations, and probability. It offers a powerful framework for comparing probability distributions and has recently become an important…

Machine Learning · Statistics 2025-05-13 Gabriel Peyré

Algorithmic trading refers to executing buy and sell orders for specific assets based on automatically identified trading opportunities. Strategies based on reinforcement learning (RL) have demonstrated remarkable capabilities in addressing…

Trading and Market Microstructure · Quantitative Finance 2024-07-03 Xi Cheng , Jinghao Zhang , Yunan Zeng , Wenfang Xue

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

Optimization and Control · Mathematics 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

In many applications of optimal transport (OT), the object of primary interest is the optimal transport map. This map rearranges mass from one probability distribution to another in the most efficient way possible by minimizing a specified…

Statistics Theory · Mathematics 2025-06-25 Sivaraman Balakrishnan , Tudor Manole , Larry Wasserman

Cooperative multi-agent reinforcement learning (MARL) demands principled mechanisms to align heterogeneous policies while preserving the capacity for specialized behavior. We introduce a novel consensus framework that defines the team…

Systems and Control · Electrical Eng. & Systems 2025-06-19 Ali Baheri

Optimal transport (OT) theory has attracted much attention in machine learning and signal processing applications. OT defines a notion of distance between probability distributions of source and target data points. A crucial factor that…

Machine Learning · Computer Science 2024-09-17 Pratik Jawanpuria , Dai Shi , Bamdev Mishra , Junbin Gao

In machine learning, Optimal Transport (OT) theory is extensively utilized to compare probability distributions across various applications, such as graph data represented by node distributions and image data represented by pixel…

Machine Learning · Computer Science 2025-01-30 Jianming Huang , Xun Su , Zhongxi Fang , Hiroyuki Kasai

In multi-agent reinforcement learning (MARL), coordination plays a crucial role in enhancing agents' performance beyond what they could achieve through cooperation alone. The interdependence of agents' actions, coupled with the need for…

Multiagent Systems · Computer Science 2024-04-30 Rolando Fernandez , Garrett Warnell , Derrik E. Asher , Peter Stone

Offline multi-agent reinforcement learning (MARL) is an exciting direction of research that uses static datasets to find optimal control policies for multi-agent systems. Though the field is by definition data-driven, efforts have thus far…

Machine Learning · Computer Science 2024-09-19 Claude Formanek , Louise Beyers , Callum Rhys Tilbury , Jonathan P. Shock , Arnu Pretorius

Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…

Machine Learning · Statistics 2020-11-09 Ievgen Redko , Titouan Vayer , Rémi Flamary , Nicolas Courty

Connected and autonomous vehicles across land, water, and air must often operate in dynamic, unpredictable environments with limited communication, no centralized control, and partial observability. These real-world constraints pose…

Multiagent Systems · Computer Science 2025-11-18 Hung Du , Hy Nguyen , Srikanth Thudumu , Rajesh Vasa , Kon Mouzakis

Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden,…

Machine Learning · Computer Science 2023-08-14 Oliver Struckmeier , Ievgen Redko , Anton Mallasto , Karol Arndt , Markus Heinonen , Ville Kyrki

Rapid urbanization in cities like Bangalore has led to severe traffic congestion, making efficient Traffic Signal Control (TSC) essential. Multi-Agent Reinforcement Learning (MARL), often modeling each traffic signal as an independent agent…

Machine Learning · Computer Science 2026-05-19 Sayambhu Sen , Shalabh Bhatnagar

Multi-Agent Reinforcement Learning (MARL) has emerged as a powerfulparadigm for cooperative decision-making in connected autonomous vehicles(CAVs); however, existing approaches often fail to guarantee stability, optimality,and…

General Mathematics · Mathematics 2025-11-25 Mazyar Taghavi , Javad Vahidi

Reinforcement Learning (RL) is a potent tool for sequential decision-making and has achieved performance surpassing human capabilities across many challenging real-world tasks. As the extension of RL in the multi-agent system domain,…

Artificial Intelligence · Computer Science 2024-08-20 Ruiqi Zhang , Jing Hou , Florian Walter , Shangding Gu , Jiayi Guan , Florian Röhrbein , Yali Du , Panpan Cai , Guang Chen , Alois Knoll

Alignment plays a fundamental role in many machine learning problems, such as multi-network analysis, multimodal learning, and point cloud registration. Recent works increasingly leverage optimal transport (OT) for distributional alignment,…

Machine Learning · Computer Science 2026-05-26 Qi Yu , Ruizhong Qiu , Zhichen Zeng , My T. Thai , Huan Liu , Hanghang Tong

Offline multi-agent reinforcement learning (MARL) aims to learn effective multi-agent policies from pre-collected datasets, which is an important step toward the deployment of multi-agent systems in real-world applications. However, in…

Machine Learning · Computer Science 2023-03-02 Qi Tian , Kun Kuang , Furui Liu , Baoxiang Wang

Multi-Agent Reinforcement Learning can lead to the development of collaborative agent behaviors that show similarities with organizational concepts. Pushing forward this perspective, we introduce a novel framework that explicitly…

Artificial Intelligence · Computer Science 2025-04-01 Julien Soulé , Jean-Paul Jamont , Michel Occello , Louis-Marie Traonouez , Paul Théron

Optimal transport (OT) is a framework that can guide the design of efficient resource allocation strategies in a network of multiple sources and targets. This paper applies discrete OT to a swarm of UAVs in a novel way to achieve…

Multiagent Systems · Computer Science 2022-12-01 Jason Hughes , Dominic Larkin , Charles O'Donnell , Christopher Korpela

Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare in a geometrically faithful way point clouds and more generally probability distributions. The wide adoption of OT into existing data analysis and…

Machine Learning · Statistics 2023-01-18 Thibault Séjourné , Gabriel Peyré , François-Xavier Vialard