相关论文: ABIDES-MARL: A Multi-Agent Reinforcement Learning …

We study the problem of multi-agent reinforcement learning (MARL) with adaptivity constraints -- a new problem motivated by real-world applications where deployments of new policies are costly and the number of policy updates must be…

In this article, we develop a modular framework for the application of Reinforcement Learning to the problem of Optimal Trade Execution. The framework is designed with flexibility in mind, in order to ease the implementation of different…

This paper considers the multi-agent reinforcement learning (MARL) problem for a networked (peer-to-peer) system in the presence of Byzantine agents. We build on an existing distributed $Q$-learning algorithm, and allow certain agents in…

This paper presents an algorithmic framework for learning robust policies in asymmetric imperfect-information games, where the joint reward could depend on the uncertain opponent type (a private information known only to the opponent itself…

This dissertation explores the application of multi-agent reinforcement learning (MARL) for handling deadlocks in intralogistics systems that rely on autonomous mobile robots (AMRs). AMRs enhance operational flexibility but also increase…

Only limited studies and superficial evaluations are available on agents' behaviors and roles within a Multi-Agent System (MAS). We simulate a MAS using Reinforcement Learning (RL) in a pursuit-evasion (a.k.a predator-prey pursuit) game,…

In this study, we explore the robustness of cooperative multi-agent reinforcement learning (c-MARL) against Byzantine failures, where any agent can enact arbitrary, worst-case actions due to malfunction or adversarial attack. To address the…

Current macroeconomic models with agent heterogeneity can be broadly divided into two main groups. Heterogeneous-agent general equilibrium (GE) models, such as those based on Heterogeneous Agent New Keynesian (HANK) or Krusell-Smith (KS)…

Cooperation is fundamental in Multi-Agent Systems (MAS) and Multi-Agent Reinforcement Learning (MARL), often requiring agents to balance individual gains with collective rewards. In this regard, this paper aims to investigate strategies to…

This paper proposes a novel multi-agent reinforcement learning (MARL) method to learn multiple coordinated agents under directed acyclic graph (DAG) constraints. Unlike existing MARL approaches, our method explicitly exploits the DAG…

Execution algorithms are vital to modern trading, they enable market participants to execute large orders while minimising market impact and transaction costs. As these algorithms grow more sophisticated, optimising them becomes…

Multi-Agent Reinforcement Learning (MARL) has emerged as a powerfulparadigm for cooperative decision-making in connected autonomous vehicles(CAVs); however, existing approaches often fail to guarantee stability, optimality,and…

We investigate model-free multi-agent reinforcement learning (MARL) in environments where off-beat actions are prevalent, i.e., all actions have pre-set execution durations. During execution durations, the environment changes are influenced…

In this paper, reinforcement learning is applied to the problem of optimizing market making. A multi-agent reinforcement learning framework is used to optimally place limit orders that lead to successful trades. The framework consists of…

We introduce hybrid execution in multi-agent reinforcement learning (MARL), a new paradigm in which agents aim to successfully complete cooperative tasks with arbitrary communication levels at execution time by taking advantage of…

Multi-Agent Reinforcement Learning (MARL) has achieved significant success in large-scale AI systems and big-data applications such as smart grids, surveillance, etc. Existing advancements in MARL algorithms focus on improving the rewards…

In recent advancements in Multi-agent Reinforcement Learning (MARL), its application has extended to various safety-critical scenarios. However, most methods focus on online learning, which presents substantial risks when deployed in…

Optimal execution is a sequential decision-making problem for cost-saving in algorithmic trading. Studies have found that reinforcement learning (RL) can help decide the order-splitting sizes. However, a problem remains unsolved: how to…

LLM-based multi-agent systems excel at planning, tool use, and role coordination, but their openness and interaction complexity also expose them to jailbreak, prompt-injection, and adversarial collaboration. Existing defenses fall into two…

This thesis presents the results of a comprehensive research project focused on applying Reinforcement Learning (RL) to the problem of market making in financial markets. Market makers (MMs) play a fundamental role in providing liquidity,…