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Decentralized combinatorial optimization in evolving multi-agent systems poses significant challenges, requiring agents to balance long-term decision-making, short-term optimized collective outcomes, while preserving autonomy of interactive…

Multiagent Systems · Computer Science 2025-09-23 Chuhao Qin , Evangelos Pournaras

Large Reasoning Models (LRMs) face two fundamental limitations: excessive token consumption when overanalyzing simple information processing tasks, and inability to access up-to-date knowledge beyond their training data. We introduce MARS…

Artificial Intelligence · Computer Science 2026-02-03 Guoxin Chen , Zile Qiao , Wenqing Wang , Donglei Yu , Xuanzhong Chen , Hao Sun , Minpeng Liao , Kai Fan , Yong Jiang , Penguin Xie , Wayne Xin Zhao , Ruihua Song , Fei Huang

In the rapidly evolving landscape of eCommerce, Artificial Intelligence (AI) based pricing algorithms, particularly those utilizing Reinforcement Learning (RL), are becoming increasingly prevalent. This rise has led to an inextricable…

Machine Learning · Computer Science 2024-06-06 Michael Schlechtinger , Damaris Kosack , Franz Krause , Heiko Paulheim

Climate policy studies require models that capture the combined effects of multiple greenhouse gases on global temperature, but these models are computationally expensive and difficult to embed in reinforcement learning. We present a…

Machine Learning · Computer Science 2025-10-10 Oskar Bohn Lassen , Serio Angelo Maria Agriesti , Filipe Rodrigues , Francisco Camara Pereira

Market manipulation is a strategy used by traders to alter the price of financial securities. One type of manipulation is based on the process of buying or selling assets by using several trading strategies, among them spoofing is a popular…

Trading and Market Microstructure · Quantitative Finance 2015-11-04 Enrique Martínez-Miranda , Peter McBurney , Matthew J. Howard

Training multiple agents to coordinate is an essential problem with applications in robotics, game theory, economics, and social sciences. However, most existing Multi-Agent Reinforcement Learning (MARL) methods are online and thus…

Machine Learning · Computer Science 2024-01-19 Paul Barde , Jakob Foerster , Derek Nowrouzezahrai , Amy Zhang

Cooperative multi-agent reinforcement learning (MARL) requires agents to discover joint strategies in a combinatorially large state-action space, yet effective coordination configurations are exceedingly rare. Intrinsic motivation, which…

Multiagent Systems · Computer Science 2026-05-05 Dahyun Oh , Minhyuk Yoon , H. Jin Kim

Recently, reinforcement learning has achieved remarkable results in various domains, including robotics, games, natural language processing, and finance. In the financial domain, this approach has been applied to tasks such as portfolio…

Computational Finance · Quantitative Finance 2025-08-07 Caio de Souza Barbosa Costa , Anna Helena Reali Costa

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Peer-to-peer (P2P) energy trading is becoming central to modern distribution systems as rooftop PV and home energy management systems become pervasive, yet most existing market and reinforcement learning designs emphasize efficiency or…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Shrenik Jadhav , Birva Sevak , Srijita Das , Akhtar Hussain , Wencong Su , Van-Hai Bui

Significant advances have recently been achieved in Multi-Agent Reinforcement Learning (MARL) which tackles sequential decision-making problems involving multiple participants. However, MARL requires a tremendous number of samples for…

Multiagent Systems · Computer Science 2024-12-30 Xihuai Wang , Zhicheng Zhang , Weinan Zhang

We introduce the first end-to-end Deep Reinforcement Learning (DRL) based framework for active high frequency trading in the stock market. We train DRL agents to trade one unit of Intel Corporation stock by employing the Proximal Policy…

Machine Learning · Computer Science 2023-08-22 Antonio Briola , Jeremy Turiel , Riccardo Marcaccioli , Alvaro Cauderan , Tomaso Aste

With the fast development of quantitative portfolio optimization in financial engineering, lots of AI-based algorithmic trading strategies have demonstrated promising results, among which reinforcement learning begins to manifest…

Mathematical Finance · Quantitative Finance 2023-03-10 Huifang Huang , Ting Gao , Pengbo Li , Jin Guo , Peng Zhang , Nan Du

Market making is a fundamental trading problem in which an agent provides liquidity by continually offering to buy and sell a security. The problem is challenging due to inventory risk, the risk of accumulating an unfavourable position and…

Artificial Intelligence · Computer Science 2018-04-13 Thomas Spooner , John Fearnley , Rahul Savani , Andreas Koukorinis

The development of reinforced learning methods has extended application to many areas including algorithmic trading. In this paper trading on the stock exchange is interpreted into a game with a Markov property consisting of states,…

Trading and Market Microstructure · Quantitative Finance 2020-02-28 Evgeny Ponomarev , Ivan Oseledets , Andrzej Cichocki

Multi-Agent Reinforcement Learning (MARL) has shown clear effectiveness in coordinating multiple agents across simulated benchmarks and constrained scenarios. However, its deployment in real-world multi-agent systems (MAS) remains limited,…

Artificial Intelligence · Computer Science 2025-07-15 Siyi Hu , Mohamad A Hady , Jianglin Qiao , Jimmy Cao , Mahardhika Pratama , Ryszard Kowalczyk

Market-based agents refer to reinforcement learning agents which determine their actions based on an internal market of sub-agents. We introduce a new type of market-based algorithm where the state itself is factored into several axes…

Artificial Intelligence · Computer Science 2025-03-11 Abhimanyu Pallavi Sudhir , Long Tran-Thanh

We consider the problem of multi-agent navigation and collision avoidance when observations are limited to the local neighborhood of each agent. We propose InforMARL, a novel architecture for multi-agent reinforcement learning (MARL) which…

Multiagent Systems · Computer Science 2023-05-17 Siddharth Nayak , Kenneth Choi , Wenqi Ding , Sydney Dolan , Karthik Gopalakrishnan , Hamsa Balakrishnan

Mapping deep neural networks (DNNs) to hardware is critical for optimizing latency, energy consumption, and resource utilization, making it a cornerstone of high-performance accelerator design. Due to the vast and complex mapping space,…

Teams of people coordinate to perform complex tasks by forming abstract mental models of world and agent dynamics. The use of abstract models contrasts with much recent work in robot learning that uses a high-fidelity simulator and…

Robotics · Computer Science 2025-03-10 Adam Labiosa , Josiah P. Hanna
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