English
Related papers

Related papers: Dynamic Pricing in High-Speed Railways Using Multi…

200 papers

This paper presents a novel approach to Multi-Agent Reinforcement Learning (MARL) that combines cooperative task decomposition with the learning of reward machines (RMs) encoding the structure of the sub-tasks. The proposed method helps…

Artificial Intelligence · Computer Science 2025-02-17 Leo Ardon , Daniel Furelos-Blanco , Alessandra Russo

We address the problem of inverse reinforcement learning in Markov decision processes where the agent is risk-sensitive. In particular, we model risk-sensitivity in a reinforcement learning framework by making use of models of human…

Machine Learning · Computer Science 2017-11-23 Lillian J. Ratliff , Eric Mazumdar

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

The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL) and deep learning (DL) for handling sophisticated dynamic…

Statistical Finance · Quantitative Finance 2020-04-06 Amir Mosavi , Pedram Ghamisi , Yaser Faghan , Puhong Duan

We develop a Multi-Agent Reinforcement Learning (MARL) method to learn scalable control policies for target tracking. Our method can handle an arbitrary number of pursuers and targets; we show results for tasks consisting up to 1000…

Multiagent Systems · Computer Science 2021-11-11 Christopher D. Hsu , Heejin Jeong , George J. Pappas , Pratik Chaudhari

In Amazon robotic warehouses, the destination-to-chute mapping problem is crucial for efficient package sorting. Often, however, this problem is complicated by uncertain and dynamic package induction rates, which can lead to increased…

Machine Learning · Computer Science 2025-03-14 Guangyi Liu , Suzan Iloglu , Michael Caldara , Joseph W. Durham , Michael M. Zavlanos

Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…

Computational Finance · Quantitative Finance 2024-02-26 Andrei Neagu , Frédéric Godin , Clarence Simard , Leila Kosseim

In this paper, we develop a multi-agent reinforcement learning (MARL) framework to obtain online power control policies for a large energy harvesting (EH) multiple access channel, when only causal information about the EH process and…

Machine Learning · Computer Science 2019-10-23 Mohit K. Sharma , Alessio Zappone , Mohamad Assaad , Merouane Debbah , Spyridon Vassilaras

Many real-world applications can be formulated as multi-agent cooperation problems, such as network packet routing and coordination of autonomous vehicles. The emergence of deep reinforcement learning (DRL) provides a promising approach for…

Multiagent Systems · Computer Science 2022-06-28 Zhixuan Liang , Jiannong Cao , Shan Jiang , Divya Saxena , Huafeng Xu

Emerging vehicular systems with increasing proportions of automated components present opportunities for optimal control to mitigate congestion and increase efficiency. There has been a recent interest in applying deep reinforcement…

Artificial Intelligence · Computer Science 2022-08-02 Zhongxia Yan , Abdul Rahman Kreidieh , Eugene Vinitsky , Alexandre M. Bayen , Cathy Wu

Decentralized combinatorial optimization in evolving multi-agent systems poses significant challenges, requiring agents to balance long-term decision-making, short-term optimized collective outcomes, while preserving autonomy of interactive…

Multiagent Systems · Computer Science 2025-09-23 Chuhao Qin , Evangelos Pournaras

The rapid changes in the finance industry due to the increasing amount of data have revolutionized the techniques on data processing and data analysis and brought new theoretical and computational challenges. In contrast to classical…

Mathematical Finance · Quantitative Finance 2023-03-01 Ben Hambly , Renyuan Xu , Huining Yang

Strategic bidding tactics employed by prosumers in local markets, including the Local Electricity Market (LEM) and Local Flexibility Market (LFM), have attracted significant attention due to their potential to enhance economic benefits for…

Systems and Control · Electrical Eng. & Systems 2025-07-23 Haoyang Zhang , Mina Montazeri , Philipp Heer , Koen Kok , Nikolaos G. Paterakis

The 6G network enables a subnetwork-wide evolution, resulting in a "network of subnetworks". However, due to the dynamic mobility of wireless subnetworks, the data transmission of intra-subnetwork and inter-subnetwork will inevitably…

Networking and Internet Architecture · Computer Science 2022-05-11 Xiao Du , Ting Wang , Qiang Feng , Chenhui Ye , Tao Tao , Yuanming Shi , Mingsong Chen

In this study, we apply reinforcement learning techniques and propose what we call reinforcement mechanism design to tackle the dynamic pricing problem in sponsored search auctions. In contrast to previous game-theoretical approaches that…

Computer Science and Game Theory · Computer Science 2017-11-29 Weiran Shen , Binghui Peng , Hanpeng Liu , Michael Zhang , Ruohan Qian , Yan Hong , Zhi Guo , Zongyao Ding , Pengjun Lu , Pingzhong Tang

Electric vehicles (EVs) play critical roles in autonomous mobility-on-demand (AMoD) systems, but their unique charging patterns increase the model uncertainties in AMoD systems (e.g. state transition probability). Since there usually exists…

Multiagent Systems · Computer Science 2023-09-28 Sihong He , Yue Wang , Shuo Han , Shaofeng Zou , Fei Miao

This paper explores human behavior in virtual networked communities, specifically individuals or groups' potential and expressive capacity to respond to internal and external stimuli, with assortative matching as a typical example. A…

Multiagent Systems · Computer Science 2023-09-06 Ou Deng , Qun Jin

Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…

Machine Learning · Computer Science 2023-06-02 Peizhong Ju , Arnob Ghosh , Ness B. Shroff

We consider the problem of robust multi-agent reinforcement learning (MARL) for cooperative communication and coordination tasks. MARL agents, mainly those trained in a centralized way, can be brittle because they can adopt policies that…

Multiagent Systems · Computer Science 2020-12-16 T. van der Heiden , C. Salge , E. Gavves , H. van Hoof

This article proposes a model-based deep reinforcement learning (DRL) method to design emergency control strategies for short-term voltage stability problems in power systems. Recent advances show promising results in model-free DRL-based…

Systems and Control · Electrical Eng. & Systems 2022-12-07 Ramij R. Hossain , Tianzhixi Yin , Yan Du , Renke Huang , Jie Tan , Wenhao Yu , Yuan Liu , Qiuhua Huang