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Simultaneous reproduction of all financial stylized facts is so difficult that most existing stochastic process-based and agent-based models are unable to achieve the goal. In this study, by extending the decision-making structure of…

Statistical Finance · Quantitative Finance 2019-05-22 Kei Katahira , Yu Chen , Gaku Hashimoto , Hiroshi Okuda

Multi-agent reinforcement learning is an area of rapid advancement in artificial intelligence and machine learning. One of the important questions to be answered is how to conduct credit assignment in a multi-agent system. There have been…

Multiagent Systems · Computer Science 2024-02-26 Jianhong Wang

This paper explores successor features for knowledge transfer in zero-sum, complete-information, and turn-based games. Prior research in single-agent systems has shown that successor features can provide a ``jump start" for agents when…

Multiagent Systems · Computer Science 2025-07-31 Sunny Amatya , Yi Ren , Zhe Xu , Wenlong Zhang

Reinforcement learning (RL) has recently achieved tremendous successes in many artificial intelligence applications. Many of the forefront applications of RL involve multiple agents, e.g., playing chess and Go games, autonomous driving, and…

Computer Science and Game Theory · Computer Science 2021-11-24 Asuman Ozdaglar , Muhammed O. Sayin , Kaiqing Zhang

We compare the performance of Inverse Reinforcement Learning (IRL) with the relative new model of Multi-agent Inverse Reinforcement Learning (MIRL). Before comparing the methods, we extend a published Bayesian IRL approach that is only…

Machine Learning · Computer Science 2014-03-28 Xiaomin Lin , Peter A. Beling , Randy Cogill

Recent research on vulnerabilities of deep reinforcement learning (RL) has shown that adversarial policies adopted by an adversary agent can influence a target RL agent (victim agent) to perform poorly in a multi-agent environment. In…

Machine Learning · Computer Science 2022-11-01 The Viet Bui , Tien Mai , Thanh H. Nguyen

Conventional reinforcement learning methods for Markov decision processes rely on weakly-guided, stochastic searches to drive the learning process. It can therefore be difficult to predict what agent behaviors might emerge. In this paper,…

Machine Learning · Computer Science 2018-02-20 Isaac J. Sledge , Jose C. Principe

We propose a novel approach to address one aspect of the non-stationarity problem in multi-agent reinforcement learning (RL), where the other agents may alter their policies due to environment changes during execution. This violates the…

Machine Learning · Computer Science 2019-12-03 Yixiang Wang , Feng Wu

Reinforcement learning has enabled agents to solve challenging tasks in unknown environments. However, manually crafting reward functions can be time consuming, expensive, and error prone to human error. Competing objectives have been…

Machine Learning · Computer Science 2021-02-11 Brendon Matusch , Jimmy Ba , Danijar Hafner

Recent algorithms allow decentralised agents, possibly connected via a communication network, to learn equilibria in mean-field games from a non-episodic run of the empirical system. However, these algorithms are for tabular settings: this…

Multiagent Systems · Computer Science 2025-12-23 Patrick Benjamin , Alessandro Abate

Autonomous agents should coordinate effectively without prior knowledge of others' intents. While prior work has focused on intent inference, we address the inverse problem: how agents can strategically demonstrate their intents within…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Jingqi Li , Anand Siththaranjan , Somayeh Sojoudi , Claire Tomlin , Andrea Bajcsy

Despite the recent advancement in multi-agent reinforcement learning (MARL), the MARL agents easily overfit the training environment and perform poorly in the evaluation scenarios where other agents behave differently. Obtaining…

Multiagent Systems · Computer Science 2022-10-19 Wei Qiu , Xiao Ma , Bo An , Svetlana Obraztsova , Shuicheng Yan , Zhongwen Xu

In this work, we develop a reinforcement learning protocol for a multiagent coordination task in a discrete state and action space: an iterated prisoner's dilemma game extended into a team based, winner-take all tournament, which forces the…

Computer Science and Game Theory · Computer Science 2018-06-18 Aaron Goodman

Multi-agent reinforcement learning tasks put a high demand on the volume of training samples. Different from its single-agent counterpart, distributed value-based multi-agent reinforcement learning faces the unique challenges of demanding…

Machine Learning · Computer Science 2021-12-06 Siyang Wu , Tonghan Wang , Chenghao Li , Yang Hu , Chongjie Zhang

Automated testing of computer games is a challenging problem, especially when lengthy scenarios have to be tested. Automating such a scenario boils down to finding the right sequence of interactions given an abstract description of the…

Software Engineering · Computer Science 2024-05-21 Samira Shirzadeh-hajimahmood , I. S. W. B. Prasteya , Mehdi Dastani , Frank Dignum

In single-agent Markov decision processes, an agent can optimize its policy based on the interaction with environment. In multi-player Markov games (MGs), however, the interaction is non-stationary due to the behaviors of other players, so…

Computer Science and Game Theory · Computer Science 2021-10-19 Yuanheng Zhu , Dongbin Zhao , Mengchen Zhao , Dong Li

Enabling autonomous agents to act cooperatively is an important step to integrate artificial intelligence in our daily lives. While some methods seek to stimulate cooperation by letting agents give rewards to others, in this paper we…

Multiagent Systems · Computer Science 2023-01-19 Michael Kölle , Tim Matheis , Philipp Altmann , Kyrill Schmid

Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…

Machine Learning · Computer Science 2022-02-01 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

We propose a new framework for multi-agent reinforcement learning (MARL), where the agents cooperate in a time-evolving network with latent community structures and mixed memberships. Unlike traditional neighbor-based or fixed interaction…

Machine Learning · Computer Science 2025-05-16 Zhaoyang Shi

Modern video games pose significant challenges for traditional automated testing algorithms, yet intensive testing is crucial to ensure game quality. To address these challenges, researchers designed gaming agents using Reinforcement…

Software Engineering · Computer Science 2026-02-23 Yifei Chen , Sarra Habchi , Lili Wei
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