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Order execution is a fundamental task in quantitative finance, aiming at finishing acquisition or liquidation for a number of trading orders of the specific assets. Recent advance in model-free reinforcement learning (RL) provides a…

Artificial Intelligence · Computer Science 2023-07-07 Yuchen Fang , Zhenggang Tang , Kan Ren , Weiqing Liu , Li Zhao , Jiang Bian , Dongsheng Li , Weinan Zhang , Yong Yu , Tie-Yan Liu

Multi-Objective Reinforcement Learning (MORL) is a generalization of traditional Reinforcement Learning (RL) that aims to optimize multiple, often conflicting objectives simultaneously rather than focusing on a single reward. This approach…

Machine Learning · Computer Science 2025-08-15 Davide Guidobene , Lorenzo Benedetti , Diego Arapovic

In real-world environments, autonomous agents rely on their egocentric observations. They must learn adaptive strategies to interact with others who possess mixed motivations, discernible only through visible cues. Several Multi-Agent…

Multiagent Systems · Computer Science 2023-12-15 Violet Xiang , Logan Cross , Jan-Philipp Fränken , Nick Haber

In multi-timescale multi-agent reinforcement learning (MARL), agents interact across different timescales. In general, policies for time-dependent behaviors, such as those induced by multiple timescales, are non-stationary. Learning…

Machine Learning · Computer Science 2023-07-19 Patrick Emami , Xiangyu Zhang , David Biagioni , Ahmed S. Zamzam

This paper presents an extension of the Mirror Descent method to overcome challenges in cooperative Multi-Agent Reinforcement Learning (MARL) settings, where agents have varying abilities and individual policies. The proposed…

Machine Learning · Computer Science 2023-08-15 Mohammad Mehdi Nasiri , Mansoor Rezghi

Most multi-agent reinforcement learning approaches adopt two types of policy optimization methods that either update policy simultaneously or sequentially. Simultaneously updating policies of all agents introduces non-stationarity problem.…

Multiagent Systems · Computer Science 2024-07-30 Wenjing Zhang , Wei Zhang , Wenqing Hu , Yifan Wang

Discovering successful coordinated behaviors is a central challenge in Multi-Agent Reinforcement Learning (MARL) since it requires exploring a joint action space that grows exponentially with the number of agents. In this paper, we propose…

Machine Learning · Computer Science 2021-10-14 Ammar Fayad , Majd Ibrahim

Multi-agent Reinforcement Learning (MARL) has gained wide attention in recent years and has made progress in various fields. Specifically, cooperative MARL focuses on training a team of agents to cooperatively achieve tasks that are…

Multiagent Systems · Computer Science 2023-12-05 Lei Yuan , Ziqian Zhang , Lihe Li , Cong Guan , Yang Yu

Offline multi-agent reinforcement learning (MARL) is an emerging field with great promise for real-world applications. Unfortunately, the current state of research in offline MARL is plagued by inconsistencies in baselines and evaluation…

Machine Learning · Computer Science 2024-10-31 Claude Formanek , Callum Rhys Tilbury , Louise Beyers , Jonathan Shock , Arnu Pretorius

It has long been recognized that multi-agent reinforcement learning (MARL) faces significant scalability issues due to the fact that the size of the state and action spaces are exponentially large in the number of agents. In this paper, we…

Optimization and Control · Mathematics 2020-06-12 Guannan Qu , Yiheng Lin , Adam Wierman , Na Li

The integration of satellite communication networks with next-generation (NG) technologies is a promising approach towards global connectivity. However, the quality of services is highly dependant on the availability of accurate channel…

Information Theory · Computer Science 2026-03-18 Marios Aristodemou , Yasaman Omid , Sangarapillai Lambotharan , Mahsa Derakhshan , Lajos Hanzo

Sample efficiency and exploration remain critical challenges in Deep Reinforcement Learning (DRL), particularly in complex domains. Offline RL, which enables agents to learn optimal policies from static, pre-collected datasets, has emerged…

Machine Learning · Computer Science 2025-12-23 Gaurav Chaudhary , Wassim Uddin Mondal , Laxmidhar Behera

Multi-objective reinforcement learning (MORL) is the generalization of standard reinforcement learning (RL) approaches to solve sequential decision making problems that consist of several, possibly conflicting, objectives. Generally, in…

Artificial Intelligence · Computer Science 2019-10-08 Xi Chen , Ali Ghadirzadeh , Mårten Björkman , Patric Jensfelt

Proximal Policy Optimization (PPO) is a ubiquitous on-policy reinforcement learning algorithm but is significantly less utilized than off-policy learning algorithms in multi-agent settings. This is often due to the belief that PPO is…

Machine Learning · Computer Science 2022-11-07 Chao Yu , Akash Velu , Eugene Vinitsky , Jiaxuan Gao , Yu Wang , Alexandre Bayen , Yi Wu

This dissertation explores the application of multi-agent reinforcement learning (MARL) for handling deadlocks in intralogistics systems that rely on autonomous mobile robots (AMRs). AMRs enhance operational flexibility but also increase…

Multiagent Systems · Computer Science 2025-11-11 Marcel Müller

Standard cooperative multi-agent reinforcement learning (MARL) methods aim to find the optimal team cooperative policy to complete a task. However there may exist multiple different ways of cooperating, which usually are very needed by…

Machine Learning · Computer Science 2023-08-29 Mingxi Tan , Andong Tian , Ludovic Denoyer

The evolution of metropolitan cities and the increase in travel demands impose stringent requirements on traffic assignment methods. Multi-agent reinforcement learning (MARL) approaches outperform traditional methods in modeling adaptive…

Machine Learning · Computer Science 2025-12-16 Leizhen Wang , Peibo Duan , Cheng Lyu , Zewen Wang , Zhiqiang He , Nan Zheng , Zhenliang Ma

In multi-agent reinforcement learning (MARL), self-interested agents attempt to establish equilibrium and achieve coordination depending on game structure. However, existing MARL approaches are mostly bound by the simultaneous actions of…

Multiagent Systems · Computer Science 2023-12-12 Bin Zhang , Lijuan Li , Zhiwei Xu , Dapeng Li , Guoliang Fan

The recent success of supervised learning methods on ever larger offline datasets has spurred interest in the reinforcement learning (RL) field to investigate whether the same paradigms can be translated to RL algorithms. This research…

Machine Learning · Computer Science 2021-02-12 Mengjiao Yang , Ofir Nachum

In most existing studies on large-scale multi-agent coordination, the control methods aim to learn discrete policies for agents with finite choices. They rarely consider selecting actions directly from continuous action spaces to provide…

Multiagent Systems · Computer Science 2022-08-24 Yining Chen , Ke Wang , Guanghua Song , Xiaohong Jiang