相关论文: Graph-Attentive MAPPO for Dynamic Retail Pricing

This paper proposes an exploration technique for multi-agent reinforcement learning (MARL) with graph-based communication among agents. We assume the individual rewards received by the agents are independent of the actions by the other…

Demand Response (DR) has a widely recognized potential for improving grid stability and reliability while reducing customers energy bills. However, the conventional DR techniques come with several shortcomings, such as inability to handle…

In graph-structured multi-agent reinforcement learning (MARL) adversarial tasks such as pursuit and confrontation, agents must coordinate under highly dynamic interactions, where sparse rewards hinder efficient policy learning. We propose…

Adaptive mesh refinement (AMR) is necessary for efficient finite element simulations of complex physical phenomenon, as it allocates limited computational budget based on the need for higher or lower resolution, which varies over space and…

This paper provides a systematic comparison between Fitted Dynamic Programming (DP), where demand is estimated from data, and Reinforcement Learning (RL) methods in finite-horizon dynamic pricing problems. We analyze their performance…

Group-Relative Policy Optimization (GRPO) has emerged as an efficient paradigm for aligning Large Language Models (LLMs), yet its efficacy is primarily confined to domains with verifiable ground truths. Extending GRPO to open-domain…

Dynamic pricing is crucial in sectors like e-commerce and transportation, balancing exploration of demand patterns and exploitation of pricing strategies. Existing methods often require precise knowledge of the demand function, e.g., the…

Multi-agent proximal policy optimization (MAPPO) has recently demonstrated state-of-the-art performance on challenging multi-agent reinforcement learning tasks. However, MAPPO still struggles with the credit assignment problem, wherein the…

In tabular multi-agent reinforcement learning with average-cost criterion, a team of agents sequentially interacts with the environment and observes local incentives. We focus on the case that the global reward is a sum of local rewards,…

Traditional pricing paradigms, once dominated by static models and rule-based heuristics, are increasingly being replaced by dynamic, data-driven approaches powered by machine learning algorithms. Despite their growing sophistication, most…

As data marketplaces become increasingly central to the digital economy, it is crucial to design efficient pricing mechanisms that optimize revenue while ensuring fair and adaptive pricing. We introduce the Maximum Auction-to-Posted Price…

Existing distributed cooperative multi-agent reinforcement learning (MARL) frameworks usually assume undirected coordination graphs and communication graphs while estimating a global reward via consensus algorithms for policy evaluation.…

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

We discuss the problem of decentralized multi-agent reinforcement learning (MARL) in this work. In our setting, the global state, action, and reward are assumed to be fully observable, while the local policy is protected as privacy by each…

Real-time peer-to-peer (P2P) electricity markets dynamically adapt to fluctuations in renewable energy and variations in demand, maximizing economic benefits through instantaneous price responses while enhancing grid flexibility. However,…

This paper introduces two novel modifications to the Dynamic sAmpling Policy Optimization (DAPO) algorithm [1], approached from a mixed-policy perspective. Standard policy gradient methods can suffer from instability and sample…

Inferring reward functions from demonstrations is a key challenge in reinforcement learning (RL), particularly in multi-agent RL (MARL), where large joint state-action spaces and complex inter-agent interactions complicate the task. While…

In this study, we apply reinforcement learning techniques and propose what we call reinforcement mechanism design to tackle the dynamic pricing problem in sponsored search auctions. In contrast to previous game-theoretical approaches that…

In multi-agent reinforcement learning (MARL), the integration of a communication mechanism, allowing agents to better learn to coordinate their actions and converge on their objectives by sharing information. Based on an interaction graph,…

Developing reinforcement learning algorithms that satisfy safety constraints is becoming increasingly important in real-world applications. In multi-agent reinforcement learning (MARL) settings, policy optimisation with safety awareness is…