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In multi-agent safety-critical scenarios, traditional autonomous driving frameworks face significant challenges in balancing safety constraints and task performance. These frameworks struggle to quantify dynamic interaction risks in…
We address the problem of model-free distributed stabilization of heterogeneous multi-agent systems using reinforcement learning (RL). Two algorithms are developed. The first algorithm solves a centralized linear quadratic regulator (LQR)…
Microprocessor architects are increasingly resorting to domain-specific customization in the quest for high-performance and energy-efficiency. As the systems grow in complexity, fine-tuning architectural parameters across multiple…
The paper explores the application of a continuous action space soft actor-critic (SAC) reinforcement learning model to the area of automated market-making. The reinforcement learning agent receives a simulated flow of client trades, thus…
Inverse reinforcement learning (IRL) for linear systems seeks a cost function whose optimal controller reproduces an expert policy from data. Existing data-driven methods for discrete-time linear systems are largely built on iterative…
In the past, financial stock markets have been studied with previous generations of multi-agent systems (MAS) that relied on zero-intelligence agents, and often the necessity to implement so-called noise traders to sub-optimally emulate…
This paper develops a novel multi-agent reinforcement learning (MARL) framework for reinsurance treaty bidding, addressing long-standing inefficiencies in traditional broker-mediated placement processes. We pose the core research question:…
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…
Optimal execution is a sequential decision-making problem for cost-saving in algorithmic trading. Studies have found that reinforcement learning (RL) can help decide the order-splitting sizes. However, a problem remains unsolved: how to…
Inverse reinforcement learning (IRL) has become a useful tool for learning behavioral models from demonstration data. However, IRL remains mostly unexplored for multi-agent systems. In this paper, we show how the principle of IRL can be…
Group-agent reinforcement learning (GARL) is a newly arising learning scenario, where multiple reinforcement learning agents study together in a group, sharing knowledge in an asynchronous fashion. The goal is to improve the learning…
Multi-agent formation as well as obstacle avoidance is one of the most actively studied topics in the field of multi-agent systems. Although some classic controllers like model predictive control (MPC) and fuzzy control achieve a certain…
Over the years, reinforcement learning has emerged as a popular approach to develop signal control and vehicle platooning strategies either independently or in a hierarchical way. However, jointly controlling both in real-time to alleviate…
This study investigates how Multi-Agent Reinforcement Learning (MARL) can improve dynamic pricing strategies in supply chains, particularly in contexts where traditional ERP systems rely on static, rule-based approaches that overlook…
This paper addresses the challenges of training end-to-end autonomous driving agents using Reinforcement Learning (RL). RL agents are typically trained in a fixed set of scenarios and nominal behavior of surrounding road users in…
RouteRL is a novel framework that integrates multi-agent reinforcement learning (MARL) with a microscopic traffic simulation, facilitating the testing and development of efficient route choice strategies for autonomous vehicles (AVs). The…
Deep Reinforcement Learning (RL) algorithms can solve complex sequential decision tasks successfully. However, they have a major drawback of having poor sample efficiency which can often be tackled by knowledge reuse. In Multi-Agent…
Achieving distributed reinforcement learning (RL) for large-scale cooperative multi-agent systems (MASs) is challenging because: (i) each agent has access to only limited information; (ii) issues on convergence or computational complexity…
Reinforcement Learning (RL) faces significant challenges in adaptive healthcare interventions, such as dementia care, where data is scarce, decisions require interpretability, and underlying patient-state dynamic are complex and causal in…
Growth in the penetration of renewable energy sources makes supply more uncertain and leads to an increase in the system imbalance. This trend, together with the single imbalance pricing, opens an opportunity for balance responsible parties…