Related papers: A Dual-Positive Monotone Parameterization for Mult…
A continuous rise in the penetration of renewable energy sources, along with the use of the single imbalance pricing, provides a new opportunity for balance responsible parties to reduce their cost through energy arbitrage in the imbalance…
Reinforcement learning (RL) methods have been shown to be capable of learning intelligent behavior in rich domains. However, this has largely been done in simulated domains without adequate focus on the process of building the simulator. In…
We consider the dynamics and the interactions of multiple reinforcement learning optimal execution trading agents interacting with a reactive Agent-Based Model (ABM) of a financial market in event time. The model represents a market ecology…
Multi-agent inverse reinforcement learning (MIRL) can be used to learn reward functions from agents in social environments. To model realistic social dynamics, MIRL methods must account for suboptimal human reasoning and behavior.…
Randomized experiments are increasingly employed in two-sided markets, such as buyer--seller platforms, to evaluate the effects of marketplace interventions. These experiments must reflect the underlying two-sided market structure in their…
Model-based reinforcement learning (RL) is considered to be a promising approach to reduce the sample complexity that hinders model-free RL. However, the theoretical understanding of such methods has been rather limited. This paper…
Randomized experiments (a.k.a. A/B tests) are a powerful tool for estimating treatment effects, to inform decisions making in business, healthcare and other applications. In many problems, the treatment has a lasting effect that evolves…
We consider model-based reinforcement learning (MBRL) in 2-agent, high-fidelity continuous control problems -- an important domain for robots interacting with other agents in the same workspace. For non-trivial dynamical systems, MBRL…
Multi-agent reinforcement learning (RL) often struggles to ensure the safe behaviours of the learning agents, and therefore it is generally not adapted to safety-critical applications. To address this issue, we present a methodology that…
Model-Free Reinforcement Learning has achieved meaningful results in stable environments but, to this day, it remains problematic in regime changing environments like financial markets. In contrast, model-based RL is able to capture some…
Multi-agent learning is a promising method to simulate aggregate competitive behaviour in finance. Learning expert agents' reward functions through their external demonstrations is hence particularly relevant for subsequent design of…
Unlike traditional reinforcement learning (RL), market-based RL is in principle applicable to worlds described by partially observable Markov Decision Processes (POMDPs), where an agent needs to learn short-term memories of relevant…
Inferring reward functions from demonstrations and pairwise preferences are auspicious approaches for aligning Reinforcement Learning (RL) agents with human intentions. However, state-of-the art methods typically focus on learning a single…
Reinforcement learning (RL) has substantially improved the ability of large language model (LLM) agents to interact with environments and solve multi-turn tasks. However, effective agentic RL remains challenging: sparse outcome-only rewards…
We show that adversarial reinforcement learning (ARL) can be used to produce market marking agents that are robust to adversarial and adaptively-chosen market conditions. To apply ARL, we turn the well-studied single-agent model of…
We present a novel reinforcement learning (RL) environment designed to both optimize industrial sorting systems and study agent behavior in evolving spaces. In simulating material flow within a sorting process our environment follows the…
Offline methods for reinforcement learning have a potential to help bridge the gap between reinforcement learning research and real-world applications. They make it possible to learn policies from offline datasets, thus overcoming concerns…
Offline reinforcement learning (RL) has emerged as a prevalent and effective methodology for real-world recommender systems, enabling learning policies from historical data and capturing user preferences. In offline RL, reward shaping…
Reinforcement learning (RL) provides a naturalistic framing for learning through trial and error, which is appealing both because of its simplicity and effectiveness and because of its resemblance to how humans and animals acquire skills…
Reinforcement Learning (RL) is a method for learning decision-making tasks that could enable robots to learn and adapt to their situation on-line. For an RL algorithm to be practical for robotic control tasks, it must learn in very few…