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The cooperative Multi-A gent R einforcement Learning (MARL) with permutation invariant agents framework has achieved tremendous empirical successes in real-world applications. Unfortunately, the theoretical understanding of this MARL…
Market makers play an important role in providing liquidity to markets by continuously quoting prices at which they are willing to buy and sell, and managing inventory risk. In this paper, we build a multi-agent simulation of a dealer…
Multi-agent reinforcement learning (MARL) has been increasingly explored to learn the cooperative policy towards maximizing a certain global reward. Many existing studies take advantage of graph neural networks (GNN) in MARL to propagate…
Distributed energy resources (DERs), such as rooftop solar panels, are growing rapidly and are reshaping power systems. To promote DERs, feed-in-tariff (FIT) is usually adopted by utilities to pay DER owners certain fixed rates for…
Iterative combinatorial auctions (CAs) are often used in multi-billion dollar domains like spectrum auctions, and speed of convergence is one of the crucial factors behind the choice of a specific design for practical applications. To…
Cooperative multi-agent reinforcement learning (MARL) has been an increasingly important research topic in the last half-decade because of its great potential for real-world applications. Because of the curse of dimensionality, the popular…
This paper explores the integration of strategic optimization methods in search advertising, focusing on ad ranking and bidding mechanisms within E-commerce platforms. By employing a combination of reinforcement learning and evolutionary…
Intraday surgical scheduling is a multi-objective decision problem under uncertainty-balancing elective throughput, urgent and emergency demand, delays, sequence-dependent setups, and overtime. We formulate the problem as a cooperative…
Complements between goods - where one good takes on added value in the presence of another - have been a thorn in the side of algorithmic mechanism designers. On the one hand, complements are common in the standard motivating applications…
Large sequence model (SM) such as GPT series and BERT has displayed outstanding performance and generalization capabilities on vision, language, and recently reinforcement learning tasks. A natural follow-up question is how to abstract…
Identification and analysis of symmetrical patterns in the natural world have led to significant discoveries across various scientific fields, such as the formulation of gravitational laws in physics and advancements in the study of…
We propose a new framework for multi-agent reinforcement learning (MARL), where the agents cooperate in a time-evolving network with latent community structures and mixed memberships. Unlike traditional neighbor-based or fixed interaction…
Multiagent reinforcement learning (MARL) has attracted considerable attention due to its potential in addressing complex cooperative tasks. However, existing MARL approaches often rely on frequent exchanges of action or state information…
Multi-task multi-agent reinforcement learning (MT-MARL) has recently gained attention for its potential to enhance MARL's adaptability across multiple tasks. However, it is challenging for existing multi-task learning methods to handle…
Cooperation is fundamental in Multi-Agent Systems (MAS) and Multi-Agent Reinforcement Learning (MARL), often requiring agents to balance individual gains with collective rewards. In this regard, this paper aims to investigate strategies to…
In cooperative multi-agent reinforcement learning (c-MARL), agents learn to cooperatively take actions as a team to maximize a total team reward. We analyze the robustness of c-MARL to adversaries capable of attacking one of the agents on a…
The creation and destruction of agents in cooperative multi-agent reinforcement learning (MARL) is a critically under-explored area of research. Current MARL algorithms often assume that the number of agents within a group remains fixed…
We consider repeated multi-unit auctions with uniform pricing, which are widely used in practice for allocating goods such as carbon licenses. In each round, $K$ identical units of a good are sold to a group of buyers that have valuations…
Reinforcement learning has increasingly been applied to economic decision-making, including taxation, public spending, and labor supply. However, existing RL-based economic models typically consider only a single government-household group,…
Pricing decisions are increasingly made by AI. Thanks to their ability to train with live market data while making decisions on the fly, deep reinforcement learning algorithms are especially effective in taking such pricing decisions. In…