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Reinforcement learning (RL) is a promising data-driven approach for adaptive traffic signal control (ATSC) in complex urban traffic networks, and deep neural networks further enhance its learning power. However, centralized RL is infeasible…

Machine Learning · Computer Science 2019-03-13 Tianshu Chu , Jie Wang , Lara Codecà , Zhaojian Li

Recent renewed interest in multi-agent reinforcement learning (MARL) has generated an impressive array of techniques that leverage deep reinforcement learning, primarily actor-critic architectures, and can be applied to a limited range of…

Machine Learning · Computer Science 2021-06-21 Keyang He , Prashant Doshi , Bikramjit Banerjee

We show that adversarial reinforcement learning (ARL) can be used to produce market marking agents that are robust to adversarial and adaptively-chosen market conditions. To apply ARL, we turn the well-studied single-agent model of…

Trading and Market Microstructure · Quantitative Finance 2020-07-09 Thomas Spooner , Rahul Savani

Reinforcement learning (RL) is gaining attention by more and more researchers in quantitative finance as the agent-environment interaction framework is aligned with decision making process in many business problems. Most of the current…

Mathematical Finance · Quantitative Finance 2022-05-31 Huifang Huang , Ting Gao , Yi Gui , Jin Guo , Peng Zhang

In multi-agent reinforcement learning (MARL), ensuring robustness against unpredictable or worst-case actions by allies is crucial for real-world deployment. Existing robust MARL methods either approximate or enumerate all possible threat…

Machine Learning · Computer Science 2024-05-22 Simin Li , Ruixiao Xu , Jingqiao Xiu , Yuwei Zheng , Pu Feng , Yaodong Yang , Xianglong Liu

Multi-agent reinforcement learning (MARL) has been gaining extensive attention from academia and industries in the past few decades. One of the fundamental problems in MARL is how to evaluate different approaches comprehensively. Most…

Multiagent Systems · Computer Science 2022-06-22 Zhiuxan Liang , Jiannong Cao , Shan Jiang , Divya Saxena , Jinlin Chen , Huafeng Xu

Data marketplaces, which mediate the purchase and exchange of data from third parties, have attracted growing attention for reducing the cost and effort of data collection while enabling the trading of diverse datasets. However, a…

Multiagent Systems · Computer Science 2025-11-18 Jun Sashihara , Yukihisa Fujita , Kota Nakamura , Masahiro Kuwahara , Teruaki Hayashi

Multi-agent reinforcement learning (MARL) has attracted much research attention recently. However, unlike its single-agent counterpart, many theoretical and algorithmic aspects of MARL have not been well-understood. In this paper, we study…

Machine Learning · Computer Science 2021-12-08 Siliang Zeng , Tianyi Chen , Alfredo Garcia , Mingyi Hong

The financial market is a mission-critical playground for AI agents due to its temporal dynamics and low signal-to-noise ratio. Building an effective algorithmic trading system may require a professional team to develop and test over the…

Multiagent Systems · Computer Science 2025-12-03 Jifeng Li , Arnav Grover , Abraham Alpuerto , Yupeng Cao , Xiao-Yang Liu

Cryptocurrency trading represents a nascent field of research, with growing adoption in industry. Aided by its decentralised nature, many metrics describing cryptocurrencies are accessible with a simple Google search and update frequently,…

Trading and Market Microstructure · Quantitative Finance 2023-07-27 Tom Liu , Stefan Zohren

Multi-Agent Reinforcement Learning (MARL) algorithms are widely adopted in tackling complex tasks that require collaboration and competition among agents in dynamic Multi-Agent Systems (MAS). However, learning such tasks from scratch is…

Artificial Intelligence · Computer Science 2024-02-14 Ayesha Siddika Nipu , Siming Liu , Anthony Harris

As a data-driven approach, multi-agent reinforcement learning (MARL) has made remarkable advances in solving cooperative residential load scheduling problems. However, centralized training, the most common paradigm for MARL, limits…

Multiagent Systems · Computer Science 2025-03-05 Zhaoming Qin , Nanqing Dong , Di Liu , Zhefan Wang , Junwei Cao

Reinforcement learning (RL) has shown promise for trading, yet most open-source backtesting environments assume negligible or fixed transaction costs, causing agents to learn trading behaviors that fail under realistic execution. We…

Machine Learning · Computer Science 2026-04-07 Lucas Riera Abbade , Anna Helena Reali Costa

Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…

Computational Finance · Quantitative Finance 2025-10-10 Kairan Hong , Jinling Gan , Qiushi Tian , Yanglinxuan Guo , Rui Guo , Runnan Li

Artificial intelligence (AI) has demonstrated remarkable success across various applications. In light of this trend, the field of automated trading has developed a keen interest in leveraging AI techniques to forecast the future prices of…

Computational Engineering, Finance, and Science · Computer Science 2025-10-29 Dieu-Donne Fangnon , Armandine Sorel Kouyim Meli , Verlon Roel Mbingui , Phanie Dianelle Negho , Regis Konan Marcel Djaha , Lema Logamou Seknewna

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

Multi-Agent Reinforcement Learning (MARL) has become a powerful framework for numerous real-world applications, modeling distributed decision-making and learning from interactions with complex environments. Resource Allocation Optimization…

Multiagent Systems · Computer Science 2025-05-01 Mohamad A. Hady , Siyi Hu , Mahardhika Pratama , Jimmy Cao , Ryszard Kowalczyk

Cryptocurrencies, such as Bitcoin, are one of the most controversial and complex technological innovations in today's financial system. This study aims to forecast the movements of Bitcoin prices at a high degree of accuracy. To this aim,…

Computational Finance · Quantitative Finance 2023-03-09 Hakan Pabuccu , Serdar Ongan , Ayse Ongan

Microprocessor architects are increasingly resorting to domain-specific customization in the quest for high-performance and energy-efficiency. As the systems grow in complexity, fine-tuning architectural parameters across multiple…

Hardware Architecture · Computer Science 2022-11-30 Srivatsan Krishnan , Natasha Jaques , Shayegan Omidshafiei , Dan Zhang , Izzeddin Gur , Vijay Janapa Reddi , Aleksandra Faust

Deep Reinforcement Learning has made significant progress in multi-agent systems in recent years. In this review article, we have focused on presenting recent approaches on Multi-Agent Reinforcement Learning (MARL) algorithms. In…

Machine Learning · Computer Science 2021-05-03 Afshin OroojlooyJadid , Davood Hajinezhad