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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

Text-based games are a natural challenge domain for deep reinforcement learning algorithms. Their state and action spaces are combinatorially large, their reward function is sparse, and they are partially observable: the agent is informed…

Artificial Intelligence · Computer Science 2019-12-02 Vishal Jain , William Fedus , Hugo Larochelle , Doina Precup , Marc G. Bellemare

Information gathering in a partially observable environment can be formulated as a reinforcement learning (RL), problem where the reward depends on the agent's uncertainty. For example, the reward can be the negative entropy of the agent's…

Artificial Intelligence · Computer Science 2020-05-12 Yash Satsangi , Sungsu Lim , Shimon Whiteson , Frans Oliehoek , Martha White

We study a search and tracking (S&T) problem where a team of dynamic search agents must collaborate to track an adversarial, evasive agent. The heterogeneous search team may only have access to a limited number of past adversary…

Machine Learning · Computer Science 2023-10-24 Zixuan Wu , Sean Ye , Manisha Natarajan , Letian Chen , Rohan Paleja , Matthew C. Gombolay

In this work, we study the problem of finding Pareto optimal policies in multi-agent reinforcement learning problems with cooperative reward structures. We show that any algorithm where each agent only optimizes their reward is subject to…

Machine Learning · Computer Science 2024-10-28 Bang Giang Le , Viet Cuong Ta

Social dilemmas have been widely studied to explain how humans are able to cooperate in society. Considerable effort has been invested in designing artificial agents for social dilemmas that incorporate explicit agent motivations that are…

Multiagent Systems · Computer Science 2021-08-30 Nicolas Anastassacos , Stephen Hailes , Mirco Musolesi

The increasing interest in research and innovation towards the development of autonomous agents presents a number of complex yet important scenarios of multiple AI Agents interacting with each other in an environment. The particular setting…

Multiagent Systems · Computer Science 2025-07-10 Kemboi Cheruiyot , Nickson Kiprotich , Vyacheslav Kungurtsev , Kennedy Mugo , Vivian Mwirigi , Marvin Ngesa

Reinforcement learning (RL) policies often fail under dynamics that differ from training, a gap not fully addressed by domain randomization or existing adversarial RL methods. Distributionally robust RL provides a formal remedy but still…

Machine Learning · Computer Science 2026-04-16 Mintae Kim , Koushil Sreenath

Reinforcement learning involves agents interacting with an environment to complete tasks. When rewards provided by the environment are sparse, agents may not receive immediate feedback on the quality of actions that they take, thereby…

Multiagent Systems · Computer Science 2022-02-22 Baicen Xiao , Bhaskar Ramasubramanian , Radha Poovendran

This work leverages adaptive social learning to estimate partially observable global states in multi-agent reinforcement learning (MARL) problems. Unlike existing methods, the proposed approach enables the concurrent operation of social…

Multiagent Systems · Computer Science 2025-08-11 Ainur Zhaikhan , Malek Khammassi , Ali H. Sayed

In recent years, there has been some outstanding work on applying deep reinforcement learning to multi-agent settings. Often in such multi-agent scenarios, adversaries can be present. We address the requirements of such a setting by…

Multiagent Systems · Computer Science 2020-10-09 Siddharth Ghiya , Katia Sycara

The public goods game describes a social dilemma in which a large proportion of agents act as conditional cooperators (CC): they only act cooperatively if they see others acting cooperatively because they satisfice with the social norm to…

Multiagent Systems · Computer Science 2024-09-17 Shatayu Kulkarni , Sabine Brunswicker

Multi-agent reinforcement learning (MARL) has shown recent success in increasingly complex fixed-team zero-sum environments. However, the real world is not zero-sum nor does it have fixed teams; humans face numerous social dilemmas and must…

Machine Learning · Computer Science 2020-11-12 Bowen Baker

Finding meaningful and accurate dense rewards is a fundamental task in the field of reinforcement learning (RL) that enables agents to explore environments more efficiently. In traditional RL settings, agents learn optimal policies through…

Artificial Intelligence · Computer Science 2025-12-05 Shuyuan Zhang

Modeling of real-world biological multi-agents is a fundamental problem in various scientific and engineering fields. Reinforcement learning (RL) is a powerful framework to generate flexible and diverse behaviors in cyberspace; however,…

Artificial Intelligence · Computer Science 2023-12-20 Keisuke Fujii , Kazushi Tsutsui , Atom Scott , Hiroshi Nakahara , Naoya Takeishi , Yoshinobu Kawahara

Two player zero sum simultaneous action games are common in video games, financial markets, war, business competition, and many other settings. We first introduce the fundamental concepts of reinforcement learning in two player zero sum…

Machine Learning · Computer Science 2021-10-12 Patrick Phillips

Reinforcement learning (RL) has been successful in training agents in various learning environments, including video-games. However, such work modifies and shrinks the action space from the game's original. This is to avoid trying…

Artificial Intelligence · Computer Science 2020-05-27 Anssi Kanervisto , Christian Scheller , Ville Hautamäki

Robust Reinforcement Learning (RRL) is a promising Reinforcement Learning (RL) paradigm aimed at training robust to uncertainty or disturbances models, making them more efficient for real-world applications. Following this paradigm,…

Machine Learning · Computer Science 2024-05-06 Anton Plaksin , Vitaly Kalev

In various real-world scenarios, interactions among agents often resemble the dynamics of general-sum games, where each agent strives to optimize its own utility. Despite the ubiquitous relevance of such settings, decentralized machine…

Computer Science and Game Theory · Computer Science 2024-05-03 Milad Aghajohari , Juan Agustin Duque , Tim Cooijmans , Aaron Courville

We consider a scenario in which two reinforcement learning agents repeatedly play a matrix game against each other and update their parameters after each round. The agents' decision-making is transparent to each other, which allows each…

Artificial Intelligence · Computer Science 2021-08-23 Adrian Hutter
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