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Multi-agent reinforcement learning (MARL) has achieved promising results in recent years. However, most existing reinforcement learning methods require a large amount of data for model training. In addition, data-efficient reinforcement…

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…

In reinforcement learning (RL), an autonomous agent learns to perform complex tasks by maximizing an exogenous reward signal while interacting with its environment. In real-world applications, test conditions may differ substantially from…

When a reinforcement learning (RL) method has to decide between several optional policies by solely looking at the received reward, it has to implicitly optimize a Multi-Armed-Bandit (MAB) problem. This arises the question: are current RL…

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

Reinforcement learning (RL) is gaining attention by more and more researchers in quantitative finance as the agent-environment interaction framework is aligned with decision making process in many business problems. Most of the current…

Over the past decade, bidding in power markets has attracted widespread attention. Reinforcement Learning (RL) has been widely used for power market bidding as a powerful AI tool to make decisions under real-world uncertainties. However,…

In recommender systems, a common problem is the presence of various biases in the collected data, which deteriorates the generalization ability of the recommendation models and leads to inaccurate predictions. Doubly robust (DR) learning…

The alignment of Multi-Agent Systems (MAS) for autonomous software engineering is constrained by evaluator epistemic uncertainty. Current paradigms, such as Reinforcement Learning from Human Feedback (RLHF) and AI Feedback (RLAIF),…

Real-time bidding is the new paradigm of programmatic advertising. An advertiser wants to make the intelligent choice of utilizing a \textbf{Demand-Side Platform} to improve the performance of their ad campaigns. Existing approaches are…

Designing reliable decision strategies for autonomous urban driving is challenging. Reinforcement learning (RL) has been used to automatically derive suitable behavior in uncertain environments, but it does not provide any guarantee on the…

The deployment of Large Language Models (LLMs) as autonomous economic agents introduces systemic risks that extend beyond individual capability failures. As agents transition to directly interacting with marketplaces, their collective…

This paper extends the reinforcement learning ideas into the multi-agents system, which is far more complicated than the previously studied single-agent system. We studied two different multi-agents systems. One is the fully-connected…

Reinforcement Learning (RL) is a potent tool for sequential decision-making and has achieved performance surpassing human capabilities across many challenging real-world tasks. As the extension of RL in the multi-agent system domain,…

Despite the numerous advances, reinforcement learning remains away from widespread acceptance for autonomous controller design as compared to classical methods due to lack of ability to effectively tackle the reality gap. The reliance on…

In the real world, people/entities usually find matches independently and autonomously, such as finding jobs, partners, roommates, etc. It is possible that this search for matches starts with no initial knowledge of the environment. We…

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…

Most of the current game-theoretic demand-side management methods focus primarily on the scheduling of home appliances, and the related numerical experiments are analyzed under various scenarios to achieve the corresponding Nash-equilibrium…

Reinforcement learning (RL) agents are powerful tools for managing power grids. They use large amounts of data to inform their actions and receive rewards or penalties as feedback to learn favorable responses for the system. Once trained,…

Agent-based modelling (ABM) is a widespread approach to simulate complex systems. Advancements in computational processing and storage have facilitated the adoption of ABMs across many fields; however, ABMs face challenges that limit their…