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

The performance of multi-agent reinforcement learning (MARL) in partially observable environments depends on effectively aggregating information from observations, communications, and reward signals. While most existing multi-agent systems…

Tremendous advances have been made in multiagent reinforcement learning (MARL). MARL corresponds to the learning problem in a multiagent system in which multiple agents learn simultaneously. It is an interdisciplinary field of study with a…

We develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics. We begin by discussing the basics of RL…

In the real economy, modern decision-making is fundamentally challenged by high-dimensional, multimodal environments, which are further complicated by agent heterogeneity and combinatorial data sparsity. This paper introduces a Multi-Agent…

In this paper, we propose a maximum mutual information (MMI) framework for multi-agent reinforcement learning (MARL) to enable multiple agents to learn coordinated behaviors by regularizing the accumulated return with the mutual information…

Multi-agent reinforcement learning (MARL) has been shown effective for cooperative games in recent years. However, existing state-of-the-art methods face challenges related to sample complexity, training instability, and the risk of…

In the past, financial stock markets have been studied with previous generations of multi-agent systems (MAS) that relied on zero-intelligence agents, and often the necessity to implement so-called noise traders to sub-optimally emulate…

Multi-Agent Reinforcement Learning (MARL) algorithms are widely adopted in tackling complex tasks that require collaboration and competition among agents in dynamic Multi-Agent Systems (MAS). However, learning such tasks from scratch is…

Market making (MM) has attracted significant attention in financial trading owing to its essential function in ensuring market liquidity. With strong capabilities in sequential decision-making, Reinforcement Learning (RL) technology has…

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 present our Agent-Based Market Microstructure Simulation (ABMMS), an Agent-Based Financial Market (ABFM) that captures much of the complexity present in the US National Market System for equities (NMS). Agent-Based models are a natural…

In multi-agent systems with large number of agents, typically the contribution of each agent to the value of other agents is minimal (e.g., aggregation systems such as Uber, Deliveroo). In this paper, we consider such multi-agent systems…

Multi-agent credit assignment is a fundamental challenge for cooperative multi-agent reinforcement learning (MARL), where a team of agents learn from shared reward signals. The Individual-Global-Max (IGM) condition is a widely used…

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…

In this thesis, we research learning algorithms for optimal decision making in two different contexts, Reinforcement Learning in Part I and Auction Design in Part II. Reinforcement learning (RL) is an area of machine learning that is…

Multi-Agent Reinforcement Learning (MARL) has become a powerful framework for numerous real-world applications, modeling distributed decision-making and learning from interactions with complex environments. Resource Allocation Optimization…

Multi-Agent Reinforcement Learning (MARL) is a challenging subarea of Reinforcement Learning due to the non-stationarity of the environments and the large dimensionality of the combined action space. Deep MARL algorithms have been applied…

Markov games (MGs) and multi-agent reinforcement learning (MARL) are studied to model decision making in multi-agent systems. Traditionally, the objective in MG and MARL has been risk-neutral, i.e., agents are assumed to optimize a…

One of the main challenges in offline Reinforcement Learning (RL) is the distribution shift that arises from the learned policy deviating from the data collection policy. This is often addressed by avoiding out-of-distribution (OOD) actions…

Inverse reinforcement learning has proved its ability to explain state-action trajectories of expert agents by recovering their underlying reward functions in increasingly challenging environments. Recent advances in adversarial learning…