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Simultaneous reproduction of all financial stylized facts is so difficult that most existing stochastic process-based and agent-based models are unable to achieve the goal. In this study, by extending the decision-making structure of…

统计金融 · 定量金融 2019-05-22 Kei Katahira , Yu Chen , Gaku Hashimoto , Hiroshi Okuda

Multi-agent reinforcement learning is an area of rapid advancement in artificial intelligence and machine learning. One of the important questions to be answered is how to conduct credit assignment in a multi-agent system. There have been…

多智能体系统 · 计算机科学 2024-02-26 Jianhong Wang

This paper explores successor features for knowledge transfer in zero-sum, complete-information, and turn-based games. Prior research in single-agent systems has shown that successor features can provide a ``jump start" for agents when…

多智能体系统 · 计算机科学 2025-07-31 Sunny Amatya , Yi Ren , Zhe Xu , Wenlong Zhang

Reinforcement learning (RL) has recently achieved tremendous successes in many artificial intelligence applications. Many of the forefront applications of RL involve multiple agents, e.g., playing chess and Go games, autonomous driving, and…

计算机科学与博弈论 · 计算机科学 2021-11-24 Asuman Ozdaglar , Muhammed O. Sayin , Kaiqing Zhang

We compare the performance of Inverse Reinforcement Learning (IRL) with the relative new model of Multi-agent Inverse Reinforcement Learning (MIRL). Before comparing the methods, we extend a published Bayesian IRL approach that is only…

机器学习 · 计算机科学 2014-03-28 Xiaomin Lin , Peter A. Beling , Randy Cogill

Recent research on vulnerabilities of deep reinforcement learning (RL) has shown that adversarial policies adopted by an adversary agent can influence a target RL agent (victim agent) to perform poorly in a multi-agent environment. In…

机器学习 · 计算机科学 2022-11-01 The Viet Bui , Tien Mai , Thanh H. Nguyen

Conventional reinforcement learning methods for Markov decision processes rely on weakly-guided, stochastic searches to drive the learning process. It can therefore be difficult to predict what agent behaviors might emerge. In this paper,…

机器学习 · 计算机科学 2018-02-20 Isaac J. Sledge , Jose C. Principe

We propose a novel approach to address one aspect of the non-stationarity problem in multi-agent reinforcement learning (RL), where the other agents may alter their policies due to environment changes during execution. This violates the…

机器学习 · 计算机科学 2019-12-03 Yixiang Wang , Feng Wu

Reinforcement learning has enabled agents to solve challenging tasks in unknown environments. However, manually crafting reward functions can be time consuming, expensive, and error prone to human error. Competing objectives have been…

机器学习 · 计算机科学 2021-02-11 Brendon Matusch , Jimmy Ba , Danijar Hafner

Recent algorithms allow decentralised agents, possibly connected via a communication network, to learn equilibria in mean-field games from a non-episodic run of the empirical system. However, these algorithms are for tabular settings: this…

多智能体系统 · 计算机科学 2025-12-23 Patrick Benjamin , Alessandro Abate

Autonomous agents should coordinate effectively without prior knowledge of others' intents. While prior work has focused on intent inference, we address the inverse problem: how agents can strategically demonstrate their intents within…

系统与控制 · 电气工程与系统科学 2025-11-11 Jingqi Li , Anand Siththaranjan , Somayeh Sojoudi , Claire Tomlin , Andrea Bajcsy

Despite the recent advancement in multi-agent reinforcement learning (MARL), the MARL agents easily overfit the training environment and perform poorly in the evaluation scenarios where other agents behave differently. Obtaining…

多智能体系统 · 计算机科学 2022-10-19 Wei Qiu , Xiao Ma , Bo An , Svetlana Obraztsova , Shuicheng Yan , Zhongwen Xu

In this work, we develop a reinforcement learning protocol for a multiagent coordination task in a discrete state and action space: an iterated prisoner's dilemma game extended into a team based, winner-take all tournament, which forces the…

计算机科学与博弈论 · 计算机科学 2018-06-18 Aaron Goodman

Multi-agent reinforcement learning tasks put a high demand on the volume of training samples. Different from its single-agent counterpart, distributed value-based multi-agent reinforcement learning faces the unique challenges of demanding…

机器学习 · 计算机科学 2021-12-06 Siyang Wu , Tonghan Wang , Chenghao Li , Yang Hu , Chongjie Zhang

Automated testing of computer games is a challenging problem, especially when lengthy scenarios have to be tested. Automating such a scenario boils down to finding the right sequence of interactions given an abstract description of the…

软件工程 · 计算机科学 2024-05-21 Samira Shirzadeh-hajimahmood , I. S. W. B. Prasteya , Mehdi Dastani , Frank Dignum

In single-agent Markov decision processes, an agent can optimize its policy based on the interaction with environment. In multi-player Markov games (MGs), however, the interaction is non-stationary due to the behaviors of other players, so…

计算机科学与博弈论 · 计算机科学 2021-10-19 Yuanheng Zhu , Dongbin Zhao , Mengchen Zhao , Dong Li

Enabling autonomous agents to act cooperatively is an important step to integrate artificial intelligence in our daily lives. While some methods seek to stimulate cooperation by letting agents give rewards to others, in this paper we…

多智能体系统 · 计算机科学 2023-01-19 Michael Kölle , Tim Matheis , Philipp Altmann , Kyrill Schmid

Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…

机器学习 · 计算机科学 2022-02-01 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

We propose a new framework for multi-agent reinforcement learning (MARL), where the agents cooperate in a time-evolving network with latent community structures and mixed memberships. Unlike traditional neighbor-based or fixed interaction…

机器学习 · 计算机科学 2025-05-16 Zhaoyang Shi

Modern video games pose significant challenges for traditional automated testing algorithms, yet intensive testing is crucial to ensure game quality. To address these challenges, researchers designed gaming agents using Reinforcement…

软件工程 · 计算机科学 2026-02-23 Yifei Chen , Sarra Habchi , Lili Wei
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