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In multi-agent reinforcement learning systems, the actions of one agent can have a negative impact on the rewards of other agents. One way to combat this problem is to let agents trade their rewards amongst each other. Motivated by this,…

Artificial Intelligence · Computer Science 2022-07-25 Michael Kölle , Lennart Rietdorf , Kyrill Schmid

Multi-Armed Bandit (MAB) systems are witnessing an upswing in applications within multi-agent distributed environments, leading to the advancement of collaborative MAB algorithms. In such settings, communication between agents executing…

Machine Learning · Computer Science 2024-04-30 Osama A. Hanna , Merve Karakas , Lin F. Yang , Christina Fragouli

Decentralized Multi-Agent Reinforcement Learning (MARL) methods allow for learning scalable multi-agent policies, but suffer from partial observability and induced non-stationarity. These challenges can be addressed by introducing…

Machine Learning · Computer Science 2025-08-01 Tommaso Marzi , Cesare Alippi , Andrea Cini

We study the budget allocation problem in online marketing campaigns that utilize previously collected offline data. We first discuss the long-term effect of optimizing marketing budget allocation decisions in the offline setting. To…

Machine Learning · Computer Science 2023-09-07 Tianchi Cai , Jiyan Jiang , Wenpeng Zhang , Shiji Zhou , Xierui Song , Li Yu , Lihong Gu , Xiaodong Zeng , Jinjie Gu , Guannan Zhang

Internet live streaming is widely used in online entertainment and e-commerce, where live advertising is an important marketing tool for anchors. An advertising campaign hopes to maximize the effect (such as conversions) under constraints…

Machine Learning · Statistics 2025-08-11 Bo Yang , Ruixuan Luo , Junqi Jin , Han Zhu

Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…

Computational Finance · Quantitative Finance 2022-10-05 Hui Niu , Siyuan Li , Jian Li

Reinforcement learning algorithms in multi-agent systems deliver highly resilient and adaptable solutions for common problems in telecommunications,aerospace, and industrial robotics. However, achieving an optimal global goal remains a…

Multiagent Systems · Computer Science 2021-05-18 Changgang Zheng , Shufan Yang , Juan Parra-Ullauri , Antonio Garcia-Dominguez , Nelly Bencomo

The main challenge of multiagent reinforcement learning is the difficulty of learning useful policies in the presence of other simultaneously learning agents whose changing behaviors jointly affect the environment's transition and reward…

Online recommendation and advertising are two major income channels for online recommendation platforms (e.g. e-commerce and news feed site). However, most platforms optimize recommending and advertising strategies by different teams…

Information Retrieval · Computer Science 2020-06-22 Xiangyu Zhao , Xudong Zheng , Xiwang Yang , Xiaobing Liu , Jiliang Tang

In E-commerce advertising, where product recommendations and product ads are presented to users simultaneously, the traditional setting is to display ads at fixed positions. However, under such a setting, the advertising system loses the…

Machine Learning · Computer Science 2019-09-04 Weixun Wang , Junqi Jin , Jianye Hao , Chunjie Chen , Chuan Yu , Weinan Zhang , Jun Wang , Xiaotian Hao , Yixi Wang , Han Li , Jian Xu , Kun Gai

Online auction scenarios, such as bidding searches on advertising platforms, often require bidders to participate repeatedly in auctions for identical or similar items. Most previous studies have only considered the process by which the…

Computer Science and Game Theory · Computer Science 2024-02-28 Yudong Hu , Congying Han , Tiande Guo , Hao Xiao

In a day-ahead market, energy buyers and sellers submit their bids for a particular future time, including the amount of energy they wish to buy or sell and the price they are prepared to pay or receive. However, the dynamic for forming the…

Optimization and Control · Mathematics 2024-11-26 Luca Di Persio , Matteo Garbelli , Luca M. Giordano

The application of artificial intelligence to simulate air-to-air combat scenarios is attracting increasing attention. To date the high-dimensional state and action spaces, the high complexity of situation information (such as imperfect and…

Machine Learning · Computer Science 2023-09-21 Ardian Selmonaj , Oleg Szehr , Giacomo Del Rio , Alessandro Antonucci , Adrian Schneider , Michael Rüegsegger

Cooperative problems under continuous control have always been the focus of multi-agent reinforcement learning. Existing algorithms suffer from the problem of uneven learning degree with the increase of the number of agents. In this paper,…

Multiagent Systems · Computer Science 2021-07-05 Kai Liu , Yuyang Zhao , Gang Wang , Bei Peng

The growing demand on high-quality and low-latency multimedia services has led to much interest in edge caching techniques. Motivated by this, we in this paper consider edge caching at the base stations with unknown content popularity…

Information Theory · Computer Science 2019-05-15 Chen Zhong , M. Cenk Gursoy , Senem Velipasalar

In this paper, reinforcement learning is applied to the problem of optimizing market making. A multi-agent reinforcement learning framework is used to optimally place limit orders that lead to successful trades. The framework consists of…

Trading and Market Microstructure · Quantitative Finance 2018-12-27 Yagna Patel

As advertisers increasingly shift their budgets toward digital advertising, accurately forecasting advertising costs becomes essential for optimizing marketing campaign returns. This paper presents a comprehensive study that employs various…

Machine Learning · Computer Science 2024-08-22 Fynn Oldenburg , Qiwei Han , Maximilian Kaiser

Many applications of imitation learning require the agent to generate the full distribution of behaviour observed in the training data. For example, to evaluate the safety of autonomous vehicles in simulation, accurate and diverse behaviour…

Traditional methods plan feasible paths for multiple agents in the stochastic environment. However, the methods' iterations with the changes in the environment result in computation complexities, especially for the decentralized agents…

Robotics · Computer Science 2024-10-28 Qizhen Wu , Kexin Liu , Lei Chen , Jinhu Lü

We present a machine learning framework for multi-agent systems to learn both the optimal policy for maximizing the rewards and the encoding of the high dimensional visual observation. The encoding is useful for sharing local visual…

Robotics · Computer Science 2018-12-14 Hyung-Jin Yoon , Huaiyu Chen , Kehan Long , Heling Zhang , Aditya Gahlawat , Donghwan Lee , Naira Hovakimyan