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Multi-Agent Reinforcement Learning (MARL) -- where multiple agents learn to interact in a shared dynamic environment -- permeates across a wide range of critical applications. While there has been substantial progress on understanding the…

Computer Science and Game Theory · Computer Science 2022-10-05 Shicong Cen , Yuejie Chi , Simon S. Du , Lin Xiao

In a multirobot system, a number of cyber-physical attacks (e.g., communication hijack, observation perturbations) can challenge the robustness of agents. This robustness issue worsens in multiagent reinforcement learning because there…

Machine Learning · Computer Science 2021-09-15 Chuangchuang Sun , Dong-Ki Kim , Jonathan P. How

Electric autonomous vehicles (EAVs) are getting attention in future autonomous mobility-on-demand (AMoD) systems due to their economic and societal benefits. However, EAVs' unique charging patterns (long charging time, high charging…

Multiagent Systems · Computer Science 2023-08-01 Sihong He , Shuo Han , Fei Miao

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

Multi-agent reinforcement learning (MARL) optimizes strategic interactions in non-cooperative dynamic games, where agents have misaligned objectives. However, data-driven methods such as multi-agent policy gradients (MA-PG) often suffer…

Systems and Control · Electrical Eng. & Systems 2026-02-13 Jingqi Li , Gechen Qu , Jason J. Choi , Somayeh Sojoudi , Claire Tomlin

This article introduces a novel framework for data-driven linear quadratic regulator (LQR) design. First, we introduce a reinforcement learning paradigm for on-policy data-driven LQR, where exploration and exploitation are simultaneously…

Systems and Control · Electrical Eng. & Systems 2024-02-23 Marco Borghesi , Alessandro Bosso , Giuseppe Notarstefano

We present a reinforcement-learning (RL) framework for dynamic hedging of equity index option exposures under realistic transaction costs and position limits. We hedge a normalized option-implied equity exposure (one unit of underlying…

Portfolio Management · Quantitative Finance 2025-12-16 Travon Lucius , Christian Koch , Jacob Starling , Julia Zhu , Miguel Urena , Carrie Hu

Multi-agent reinforcement learning has drawn increasing attention in practice, e.g., robotics and automatic driving, as it can explore optimal policies using samples generated by interacting with the environment. However, high reward…

Machine Learning · Computer Science 2022-10-17 Jifeng Hu , Yanchao Sun , Hechang Chen , Sili Huang , haiyin piao , Yi Chang , Lichao Sun

Vision-Language-Action (VLA) models have demonstrated potential in autonomous driving. However, two critical challenges hinder their development: (1) Existing VLA architectures are typically based on imitation learning in open-loop setup…

Artificial Intelligence · Computer Science 2025-08-18 Anqing Jiang , Yu Gao , Yiru Wang , Zhigang Sun , Shuo Wang , Yuwen Heng , Hao Sun , Shichen Tang , Lijuan Zhu , Jinhao Chai , Jijun Wang , Zichong Gu , Hao Jiang , Li Sun

We present ABIDES-MARL, a framework that combines a new multi-agent reinforcement learning (MARL) methodology with a new realistic limit-order-book (LOB) simulation system to study equilibrium behavior in complex financial market games. The…

Trading and Market Microstructure · Quantitative Finance 2025-11-05 Patrick Cheridito , Jean-Loup Dupret , Zhexin Wu

This paper introduces a novel approach to radio resource allocation in multi-cell wireless networks using a fully scalable multi-agent reinforcement learning (MARL) framework. A distributed method is developed where agents control…

Multiagent Systems · Computer Science 2024-09-19 Yiming Zhang , Dongning Guo

We study multi-agent reinforcement learning (MARL) in a stochastic network of agents. The objective is to find localized policies that maximize the (discounted) global reward. In general, scalability is a challenge in this setting because…

Machine Learning · Computer Science 2021-11-03 Yiheng Lin , Guannan Qu , Longbo Huang , Adam Wierman

The Intelligent Transportation System (ITS) environment is known to be dynamic and distributed, where participants (vehicle users, operators, etc.) have multiple, changing and possibly conflicting objectives. Although Reinforcement Learning…

Machine Learning · Computer Science 2024-03-19 Jing Tan , Ramin Khalili , Holger Karl

Recent advances in Reinforcement Learning (RL) have led to many exciting applications. These advancements have been driven by improvements in both algorithms and engineering, which have resulted in faster training of RL agents. We present…

Multiagent Systems · Computer Science 2023-07-26 Kinal Mehta , Anuj Mahajan , Pawan Kumar

Inverse reinforcement learning (IRL) aims to recover the reward function and the associated optimal policy that best fits observed sequences of states and actions implemented by an expert. Many algorithms for IRL have an inherently nested…

Machine Learning · Computer Science 2022-11-02 Siliang Zeng , Chenliang Li , Alfredo Garcia , Mingyi Hong

Unmanned aerial vehicles (UAVs) are increasingly used to support time-critical medical supply delivery, providing rapid and flexible logistics during emergencies and resource shortages. However, effective deployment of UAV fleets requires…

Machine Learning · Computer Science 2026-03-12 Islam Guven , Mehmet Parlak

In edge computing systems, autonomous agents must make fast local decisions while competing for shared resources. Existing MARL methods often resume to centralized critics or frequent communication, which fail under limited observability…

Machine Learning · Computer Science 2025-10-24 Andrea Fox , Francesco De Pellegrini , Eitan Altman

Intelligent transportation systems require connected and automated vehicles (CAVs) to conduct safe and efficient cooperation with human-driven vehicles (HVs) in complex real-world traffic environments. However, the inherent unpredictability…

Multiagent Systems · Computer Science 2025-06-17 Jie Pan , Tianyi Wang , Christian Claudel , Jing Shi

This work investigates resource optimization in heterogeneous satellite clusters performing autonomous Earth Observation (EO) missions using Reinforcement Learning (RL). In the proposed setting, two optical satellites and one Synthetic…

Artificial Intelligence · Computer Science 2025-11-18 Mohamad A. Hady , Siyi Hu , Mahardhika Pratama , Zehong Cao , Ryszard Kowalczyk

Accurate covariance forecasting is central to portfolio allocation, risk management, and asset pricing, yet many existing methods struggle at medium-term horizons, where shifting market regimes and slower dynamics predominate. We propose a…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Pedro Reis , Ana Paula Serra , João Gama