Challenges and Opportunities for Multi-Agent Reinforcement Learning (COMARL AAAI 2020-2021), AAAI Spring Symposium Series, Stanford University, Palo Alto, California, USA
Computational models of emergent communication in agent populations are currently gaining interest in the machine learning community due to recent advances in Multi-Agent Reinforcement Learning (MARL). Current contributions are however still relatively disconnected from the earlier theoretical and computational literature aiming at understanding how language might have emerged from a prelinguistic substance. The goal of this paper is to position recent MARL contributions within the historical context of language evolution research, as well as to extract from this theoretical and computational background a few challenges for future research.
Sparse and delayed rewards pose a challenge to single agent reinforcement learning. This challenge is amplified in multi-agent reinforcement learning (MARL) where credit assignment of these rewards needs to happen not only across time, but also across agents. We propose Agent-Time Attention (ATA), a neural network model with auxiliary losses for redistributing sparse and delayed rewards in collaborative MARL. We provide a simple example that demonstrates how providing agents with their own local redistributed rewards and shared global redistributed rewards motivate different policies. We exten…
University of Science and Technology of China(中国科学技术大学);College of Intelligence and Computing, Tianjin University(天津大学智能与计算学部)
Multi-agent reinforcement learning is difficult to be applied in practice, which is partially due to the gap between the simulated and real-world scenarios. One reason for the gap is that the simulated systems always assume that the agents can work normally all the time, while in practice, one or more agents may unexpectedly "crash" during the coordination process due to inevitable hardware or software failures. Such crashes will destroy the cooperation among agents, leading to performance degradation. In this work, we present a formal formulation of a cooperative multi-agent reinforcement lea…
Traditionally, the performance of multi-agent deep reinforcement learning algorithms are demonstrated and validated in gaming environments where we often have a fixed number of agents. In many industrial applications, the number of available agents can change at any given day and even when the number of agents is known ahead of time, it is common for an agent to break during the operation and become unavailable for a period of time. In this paper, we propose a new deep reinforcement learning algorithm for multi-agent collaborative tasks with a variable number of agents. We demonstrate the appl…
JetBrains Research(JetBrains研究院);Kwangwoon University(光云大学);University of York(约克大学)
Over recent years, deep reinforcement learning has shown strong successes in complex single-agent tasks, and more recently this approach has also been applied to multi-agent domains. In this paper, we propose a novel approach, called MAGnet, to multi-agent reinforcement learning (MARL) that utilizes a relevance graph representation of the environment obtained by a self-attention mechanism, and a message-generation technique inspired by the NerveNet architecture. We applied our MAGnet approach to the Pommerman game and the results show that it significantly outperforms state-of-the-art MARL sol…
A challenge in multi-agent reinforcement learning is to be able to generalize over intractable state-action spaces. Inspired from Tesseract [Mahajan et al., 2021], this position paper investigates generalisation in state-action space over unexplored state-action pairs by modelling the transition and reward functions as tensors of low CP-rank. Initial experiments on synthetic MDPs show that using tensor decompositions in a model-based reinforcement learning algorithm can lead to much faster convergence if the true transition and reward functions are indeed of low rank.
Hong Kong University of Science and Technology (HKUST)(香港科技大学);Alibaba Group(阿里巴巴集团)
Recently, neural network compression schemes like channel pruning have been widely used to reduce the model size and computational complexity of deep neural network (DNN) for applications in power-constrained scenarios such as embedded systems. Reinforcement learning (RL)-based auto-pruning has been further proposed to automate the DNN pruning process to avoid expensive hand-crafted work. However, the RL-based pruner involves a time-consuming training process and the high expense of each sample further exacerbates this problem. These impediments have greatly restricted the real-world applicati…
In this paper we explore how actor-critic methods in deep reinforcement learning, in particular Asynchronous Advantage Actor-Critic (A3C), can be extended with agent modeling. Inspired by recent works on representation learning and multiagent deep reinforcement learning, we propose two architectures to perform agent modeling: the first one based on parameter sharing, and the second one based on agent policy features. Both architectures aim to learn other agents' policies as auxiliary tasks, besides the standard actor (policy) and critic (values). We performed experiments in both cooperative an…
GRASP Laboratory(GRASP实验室);University of Pennsylvania(宾夕法尼亚大学)
In this paper, we explore using deep reinforcement learning for problems with multiple agents. Most existing methods for deep multi-agent reinforcement learning consider only a small number of agents. When the number of agents increases, the dimensionality of the input and control spaces increase as well, and these methods do not scale well. To address this, we propose casting the multi-agent reinforcement learning problem as a distributed optimization problem. Our algorithm assumes that for multi-agent settings, policies of individual agents in a given population live close to each other in p…
Lirio AI Research(Lirio人工智能研究院);Lirio, LLC(Lirio有限责任公司)
We address the challenge of policy evaluation in real-world applications of reinforcement learning systems where the available historical data is limited due to ethical, practical, or security considerations. This constrained distribution of data samples often leads to biased policy evaluation estimates. To remedy this, we propose that instead of policy evaluation, one should perform policy comparison, i.e. to rank the policies of interest in terms of their value based on available historical data. In addition we present the Limited Data Estimator (LDE) as a simple method for evaluating and co…
University of Illinois at Urbana-Champaign (UIUC)(伊利诺伊大学厄巴纳-香槟分校);École Polytechnique Fédérale de Lausanne (EPFL)(洛桑联邦理工学院)
This article reviews recent advances in multi-agent reinforcement learning algorithms for large-scale control systems and communication networks, which learn to communicate and cooperate. We provide an overview of this emerging field, with an emphasis on the decentralized setting under different coordination protocols. We highlight the evolution of reinforcement learning algorithms from single-agent to multi-agent systems, from a distributed optimization perspective, and conclude with future directions and challenges, in the hope to catalyze the growing synergy among distributed optimization, …
We develop a new framework for multi-agent collision avoidance problem. The framework combined traditional pathfinding algorithm and reinforcement learning. In our approach, the agents learn whether to be navigated or to take simple actions to avoid their partners via a deep neural network trained by reinforcement learning at each time step. This framework makes it possible for agents to arrive terminal points in abstract new scenarios. In our experiments, we use Unity3D and Tensorflow to build the model and environment for our scenarios. We analyze the results and modify the parameters to app…
Multi-agent reinforcement learning experiments and open-source training environments are typically limited in scale, supporting tens or sometimes up to hundreds of interacting agents. In this paper we demonstrate the use of Vogue, a high performance agent based model (ABM) framework. Vogue serves as a multi-agent training environment, supporting thousands to tens of thousands of interacting agents while maintaining high training throughput by running both the environment and reinforcement learning (RL) agents on the GPU. High performance multi-agent environments at this scale have the potentia…
Recent developments in deep reinforcement learning are concerned with creating decision-making agents which can perform well in various complex domains. A particular approach which has received increasing attention is multi-agent reinforcement learning, in which multiple agents learn concurrently to coordinate their actions. In such multi-agent environments, additional learning problems arise due to the continually changing decision-making policies of agents. This paper surveys recent works that address the non-stationarity problem in multi-agent deep reinforcement learning. The surveyed metho…
Recently, deep reinforcement learning (RL) algorithms have made great progress in multi-agent domain. However, due to characteristics of RL, training for complex tasks would be resource-intensive and time-consuming. To meet this challenge, mutual learning strategy between homogeneous agents is essential, which is under-explored in previous studies, because most existing methods do not consider to use the knowledge of agent models. In this paper, we present an adaptation method of the majority of multi-agent reinforcement learning (MARL) algorithms called KnowSR which takes advantage of the dif…
We study the benefits of reinforcement learning (RL) environments based on agent-based models (ABM). While ABMs are known to offer microfoundational simulations at the cost of computational complexity, we empirically show in this work that their non-deterministic dynamics can improve the generalization of RL agents. To this end, we examine the control of an epidemic SIR environments based on either differential equations or ABMs. Numerical simulations demonstrate that the intrinsic noise in the ABM-based dynamics of the SIR model not only improve the average reward but also allow the RL agent …
We propose a general agent population learning system, and on this basis, we propose lineage evolution reinforcement learning algorithm. Lineage evolution reinforcement learning is a kind of derivative algorithm which accords with the general agent population learning system. We take the agents in DQN and its related variants as the basic agents in the population, and add the selection, mutation and crossover modules in the genetic algorithm to the reinforcement learning algorithm. In the process of agent evolution, we refer to the characteristics of natural genetic behavior, add lineage facto…
Federation University(联邦大学);Deakin University(迪肯大学);Universidad Central de Chile(智利中央大学);University of Alberta(阿尔伯塔大学);Action Research Associates(行动研究协会)
A long-term goal of reinforcement learning agents is to be able to perform tasks in complex real-world scenarios. The use of external information is one way of scaling agents to more complex problems. However, there is a general lack of collaboration or interoperability between different approaches using external information. In this work, while reviewing externally-influenced methods, we propose a conceptual framework and taxonomy for assisted reinforcement learning, aimed at fostering collaboration by classifying and comparing various methods that use external information in the learning pro…
Shanghai Jiao Tong University(上海交通大学);University College London(伦敦大学学院)
We introduce MAgent, a platform to support research and development of many-agent reinforcement learning. Unlike previous research platforms on single or multi-agent reinforcement learning, MAgent focuses on supporting the tasks and the applications that require hundreds to millions of agents. Within the interactions among a population of agents, it enables not only the study of learning algorithms for agents' optimal polices, but more importantly, the observation and understanding of individual agent's behaviors and social phenomena emerging from the AI society, including communication langua…
Stanford University(斯坦福大学);Honda Research Institute US(本田美国研究院)
Multi-agent reinforcement learning (MARL) provides an efficient way for simultaneously learning policies for multiple agents interacting with each other. However, in scenarios requiring complex interactions, existing algorithms can suffer from an inability to accurately anticipate the influence of self-actions on other agents. Incorporating an ability to reason about other agents' potential responses can allow an agent to formulate more effective strategies. This paper adopts a recursive reasoning model in a centralized-training-decentralized-execution framework to help learning agents better …
Institute of Automation, Chinese Academy of Sciences(中国科学院自动化研究所);School of Artificial Intelligence, University of Chinese Academy of Sciences(中国科学院大学人工智能学院)
Recently, some challenging tasks in multi-agent systems have been solved by some hierarchical reinforcement learning methods. Inspired by the intra-level and inter-level coordination in the human nervous system, we propose a novel value decomposition framework HAVEN based on hierarchical reinforcement learning for fully cooperative multi-agent problems. To address the instability arising from the concurrent optimization of policies between various levels and agents, we introduce the dual coordination mechanism of inter-level and inter-agent strategies by designing reward functions in a two-lev…
Deep reinforcement learning is actively used for training autonomous car policies in a simulated driving environment. Due to the large availability of various reinforcement learning algorithms and the lack of their systematic comparison across different driving scenarios, we are unsure of which ones are more effective for training autonomous car software in single-agent as well as multi-agent driving environments. A benchmarking framework for the comparison of deep reinforcement learning in a vision-based autonomous driving will open up the possibilities for training better autonomous car driv…
University College London(伦敦大学学院);Shanghai Jiao Tong University(上海交通大学)
Existing multi-agent reinforcement learning methods are limited typically to a small number of agents. When the agent number increases largely, the learning becomes intractable due to the curse of the dimensionality and the exponential growth of agent interactions. In this paper, we present \emph{Mean Field Reinforcement Learning} where the interactions within the population of agents are approximated by those between a single agent and the average effect from the overall population or neighboring agents; the interplay between the two entities is mutually reinforced: the learning of the indivi…
In this paper, we consider the recent trend of evaluating progress on reinforcement learning technology by using text-based environments and games as evaluation environments. This reliance on text brings advances in natural language processing into the ambit of these agents, with a recurring thread being the use of external knowledge to mimic and better human-level performance. We present one such instantiation of agents that use commonsense knowledge from ConceptNet to show promising performance on two text-based environments.
Inspired by recent advances in agent communication with graph neural networks, this work proposes the representation of multi-agent communication capabilities as a directed labeled heterogeneous agent graph, in which node labels denote agent classes and edge labels, the communication type between two classes of agents. We also introduce a neural network architecture that specializes communication in fully cooperative heterogeneous multi-agent tasks by learning individual transformations to the exchanged messages between each pair of agent classes. By also employing encoding and action selectio…
The research of extending deep reinforcement learning (drl) to multi-agent field has solved many complicated problems and made great achievements. However, almost all these studies only focus on discrete or continuous action space and there are few works having ever used multi-agent deep reinforcement learning to real-world environment problems which mostly have a hybrid action space. Therefore, in this paper, we propose two algorithms: deep multi-agent hybrid soft actor-critic (MAHSAC) and multi-agent hybrid deep deterministic policy gradients (MAHDDPG) to fill this gap. This two algorithms f…
Reinforcement learning in cooperative multi-agent settings has recently advanced significantly in its scope, with applications in cooperative estimation for advertising, dynamic treatment regimes, distributed control, and federated learning. In this paper, we discuss the problem of cooperative multi-agent RL with function approximation, where a group of agents communicates with each other to jointly solve an episodic MDP. We demonstrate that via careful message-passing and cooperative value iteration, it is possible to achieve near-optimal no-regret learning even with a fixed constant communic…
The development of autonomous agents which can interact with other agents to accomplish a given task is a core area of research in artificial intelligence and machine learning. Towards this goal, the Autonomous Agents Research Group develops novel machine learning algorithms for autonomous systems control, with a specific focus on deep reinforcement learning and multi-agent reinforcement learning. Research problems include scalable learning of coordinated agent policies and inter-agent communication; reasoning about the behaviours, goals, and composition of other agents from limited observatio…
Artificial Intelligence Research Center of National Innovation Institute of Defense Technology(国防科技大学全国创新研究院人工智能研究中心);Tianjin Artificial Intelligence Innovation Center(天津人工智能创新中心)
In this paper, we consider the problem of large scale multi agent reinforcement learning. Firstly, we studied the representation problem of the pairwise value function to reduce the complexity of the interactions among agents. Secondly, we adopt a l2-norm trick to ensure the trivial term of the approximated value function is bounded. Thirdly, experimental results on battle game demonstrate the effectiveness of the proposed approach.
In this paper, we propose a new learning technique named message-dropout to improve the performance for multi-agent deep reinforcement learning under two application scenarios: 1) classical multi-agent reinforcement learning with direct message communication among agents and 2) centralized training with decentralized execution. In the first application scenario of multi-agent systems in which direct message communication among agents is allowed, the message-dropout technique drops out the received messages from other agents in a block-wise manner with a certain probability in the training phas…
Stony Brook University(石溪大学);University of Illinois at Urbana-Champaign(伊利诺伊大学厄巴纳-香槟分校);Princeton University(普林斯顿大学);Northwestern University(西北大学)
This paper considers a distributed reinforcement learning problem in which a network of multiple agents aim to cooperatively maximize the globally averaged return through communication with only local neighbors. A randomized communication-efficient multi-agent actor-critic algorithm is proposed for possibly unidirectional communication relationships depicted by a directed graph. It is shown that the algorithm can solve the problem for strongly connected graphs by allowing each agent to transmit only two scalar-valued variables at one time.
Steven Institute of Technology(史蒂文斯理工学院);Xiaohongshu Inc(小红书公司)
We study multi-agent reinforcement learning (MARL) with centralized training and decentralized execution. During the training, new agents may join, and existing agents may unexpectedly leave the training. In such situations, a standard deep MARL model must be trained again from scratch, which is very time-consuming. To tackle this problem, we propose a special network architecture with a few-shot learning algorithm that allows the number of agents to vary during centralized training. In particular, when a new agent joins the centralized training, our few-shot learning algorithm trains its poli…
JetBrains Research(JetBrains研究院);National Research University Higher School of Economics(国立研究型大学高等经济学院);L3S Research Center(L3S研究中心);Leibniz University Hannover(汉诺威莱布尼茨大学)
Over recent years, deep reinforcement learning has shown strong successes in complex single-agent tasks, and more recently this approach has also been applied to multi-agent domains. In this paper, we propose a novel approach, called MAGNet, to multi-agent reinforcement learning that utilizes a relevance graph representation of the environment obtained by a self-attention mechanism, and a message-generation technique. We applied our MAGnet approach to the synthetic predator-prey multi-agent environment and the Pommerman game and the results show that it significantly outperforms state-of-the-a…
Harbin Institute of Technology, Shenzhen(哈尔滨工业大学(深圳));Ping An Technology(平安科技)
Multi-agent reinforcement learning for incomplete information environments has attracted extensive attention from researchers. However, due to the slow sample collection and poor sample exploration, there are still some problems in multi-agent reinforcement learning, such as unstable model iteration and low training efficiency. Moreover, most of the existing distributed framework are proposed for single-agent reinforcement learning and not suitable for multi-agent. In this paper, we design an distributed MARL framework based on the actor-work-learner architecture. In this framework, multiple a…
University of Central Florida(中佛罗里达大学);Department of Computer Science University of Central Florida(中佛罗里达大学计算机科学系)
Many cooperative multi-agent problems require agents to learn individual tasks while contributing to the collective success of the group. This is a challenging task for current state-of-the-art multi-agent reinforcement algorithms that are designed to either maximize the global reward of the team or the individual local rewards. The problem is exacerbated when either of the rewards is sparse leading to unstable learning. To address this problem, we present Decomposed Multi-Agent Deep Deterministic Policy Gradient (DE-MADDPG): a novel cooperative multi-agent reinforcement learning framework tha…
We present an effective technique for training deep learning agents capable of negotiating on a set of clauses in a contract agreement using a simple communication protocol. We use Multi Agent Reinforcement Learning to train both agents simultaneously as they negotiate with each other in the training environment. We also model selfish and prosocial behavior to varying degrees in these agents. Empirical evidence is provided showing consistency in agent behaviors. We further train a meta agent with a mixture of behaviors by learning an ensemble of different models using reinforcement learning. F…
School of Informatics(信息学院);University of Edinburgh(爱丁堡大学)
Modelling the behaviours of other agents is essential for understanding how agents interact and making effective decisions. Existing methods for agent modelling commonly assume knowledge of the local observations and chosen actions of the modelled agents during execution. To eliminate this assumption, we extract representations from the local information of the controlled agent using encoder-decoder architectures. Using the observations and actions of the modelled agents during training, our models learn to extract representations about the modelled agents conditioned only on the local observa…
In Multi-Agent Reinforcement Learning, communication is critical to encourage cooperation among agents. Communication in realistic wireless networks can be highly unreliable due to network conditions varying with agents' mobility, and stochasticity in the transmission process. We propose a framework to learn practical communication strategies by addressing three fundamental questions: (1) When: Agents learn the timing of communication based on not only message importance but also wireless channel conditions. (2) What: Agents augment message contents with wireless network measurements to better…
State Key Laboratory of Automotive Safety and Energy, Tsinghua University(清华大学汽车安全与节能国家重点实验室);Carnegie Mellon University(卡内基梅隆大学)
Action and observation delays exist prevalently in the real-world cyber-physical systems which may pose challenges in reinforcement learning design. It is particularly an arduous task when handling multi-agent systems where the delay of one agent could spread to other agents. To resolve this problem, this paper proposes a novel framework to deal with delays as well as the non-stationary training issue of multi-agent tasks with model-free deep reinforcement learning. We formally define the Delay-Aware Markov Game that incorporates the delays of all agents in the environment. To solve Delay-Awar…
Intelligent Traffic Light Control System (ITLCS) is a typical Multi-Agent System (MAS), which comprises multiple roads and traffic lights.Constructing a model of MAS for ITLCS is the basis to alleviate traffic congestion. Existing approaches of MAS are largely based on Multi-Agent Deep Reinforcement Learning (MADRL). Although the Deep Neural Network (DNN) of MABRL is effective, the training time is long, and the parameters are difficult to trace. Recently, Broad Learning Systems (BLS) provided a selective way for learning in the deep neural networks by a flat network. Moreover, Broad Reinforce…
Gatsby Computational Neuroscience Unit, University College London(伦敦大学学院盖茨比计算神经科学单位);Max Planck Institute for Biological Cybernetics(马克斯·普朗克生物控制论研究所)
We investigate how reinforcement learning agents can learn to cooperate. Drawing inspiration from human societies, in which successful coordination of many individuals is often facilitated by hierarchical organisation, we introduce Feudal Multi-agent Hierarchies (FMH). In this framework, a 'manager' agent, which is tasked with maximising the environmentally-determined reward function, learns to communicate subgoals to multiple, simultaneously-operating, 'worker' agents. Workers, which are rewarded for achieving managerial subgoals, take concurrent actions in the world. We outline the structure…
JPMorgan AI Research(摩根大通人工智能研究院);JPMorgan Quantitative Research(摩根大通量化研究部)
Market makers play an important role in providing liquidity to markets by continuously quoting prices at which they are willing to buy and sell, and managing inventory risk. In this paper, we build a multi-agent simulation of a dealer market and demonstrate that it can be used to understand the behavior of a reinforcement learning (RL) based market maker agent. We use the simulator to train an RL-based market maker agent with different competitive scenarios, reward formulations and market price trends (drifts). We show that the reinforcement learning agent is able to learn about its competitor…
Alexa AI, Amazon Inc(亚马逊公司Alexa人工智能部门);University of Southern California(南加州大学)
We propose a multimodal (vision-and-language) benchmark for cooperative and heterogeneous multi-agent learning. We introduce a benchmark multimodal dataset with tasks involving collaboration between multiple simulated heterogeneous robots in a rich multi-room home environment. We provide an integrated learning framework, multimodal implementations of state-of-the-art multi-agent reinforcement learning techniques, and a consistent evaluation protocol. Our experiments investigate the impact of different modalities on multi-agent learning performance. We also introduce a simple message passing me…
In this paper, we propose surrogate agent-environment interface (SAEI) in reinforcement learning. We also state that learning based on probability surrogate agent-environment interface provides optimal policy of task agent-environment interface. We introduce surrogate probability action and develop the probability surrogate action deterministic policy gradient (PSADPG) algorithm based on SAEI. This algorithm enables continuous control of discrete action. The experiments show PSADPG achieves the performance of DQN in certain tasks with the stochastic optimal policy nature in the initial trainin…
In this paper we present a new way of predicting the performance of a reinforcement learning policy given historical data that may have been generated by a different policy. The ability to evaluate a policy from historical data is important for applications where the deployment of a bad policy can be dangerous or costly. We show empirically that our algorithm produces estimates that often have orders of magnitude lower mean squared error than existing methods---it makes more efficient use of the available data. Our new estimator is based on two advances: an extension of the doubly robust estim…
Recently, deep multi-agent reinforcement learning (MARL) has shown the promise to solve complex cooperative tasks. Its success is partly because of parameter sharing among agents. However, such sharing may lead agents to behave similarly and limit their coordination capacity. In this paper, we aim to introduce diversity in both optimization and representation of shared multi-agent reinforcement learning. Specifically, we propose an information-theoretical regularization to maximize the mutual information between agents' identities and their trajectories, encouraging extensive exploration and d…
University of Southern California(南加州大学);Google AI(谷歌人工智能)
Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in multi-agent settings, using centrally computed critics that share an attention mechanism which selects relevant information for each agent at every timestep. This attention mechanism enables more effective and scalable learning in complex multi-agent environments, when compared to recent approaches. Our approach is applicable not only to cooperative settings with sh…
Within the framework of Multi-Agent Reinforcement Learning, Social Learning is a new class of algorithms that enables agents to reshape the reward function of other agents with the goal of promoting cooperation and achieving higher global rewards in mixed-motive games. However, this new modification allows agents unprecedented access to each other's learning process, which can drastically increase the risk of manipulation when an agent does not realize it is being deceived into adopting policies which are not actually in its own best interest. This research review introduces the problem statem…
In-Context Reinforcement Learning From Suboptimal Historical Data
Department of Electrical and Computer Engineering, Duke University, Durham, US(电气与计算机工程系,杜克大学,达勒姆,美国);Department of Biostatistics and Bioinformatics, Duke University, Durham, US(生物统计学与生物信息学系,杜克大学,达勒姆,美国);Department of Statistics and Data Science, Yale University, New Haven, US(统计学与数据科学系,耶鲁大学,新 Haven,美国)
The combination of Formal Methods with Reinforcement Learning (RL) has recently attracted interest as a way for single-agent RL to learn multiple-task specifications. In this paper we extend this convergence to multi-agent settings and formally define Extended Markov Games as a general mathematical model that allows multiple RL agents to concurrently learn various non-Markovian specifications. To introduce this new model we provide formal definitions and proofs as well as empirical tests of RL algorithms running on this framework. Specifically, we use our model to train two different logic-bas…
Multi-agent reinforcement learning (MARL) has achieved great progress in cooperative tasks in recent years. However, in the local reward scheme, where only local rewards for each agent are given without global rewards shared by all the agents, traditional MARL algorithms lack sufficient consideration of agents' mutual influence. In cooperative tasks, agents' mutual influence is especially important since agents are supposed to coordinate to achieve better performance. In this paper, we propose a novel algorithm Mutual-Help-based MARL (MH-MARL) to instruct agents to help each other in order to …
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 two agents. The macro-agent optimizes on making the decision to buy, sell, or hold an asset. The micro-agent optimizes on placing limit orders within the limit order book. For the context of this paper, the proposed framework is applied and studied on the Bitcoin cryptocurrency market. The goal of this paper is to show that reinforcement learning is a viable s…