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06/08/2023
Ordinal Potential-based Player Rating
A two-player symmetric zero-sum game is transitive if for any pure strat...
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10/13/2022
Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations
We study a game between liquidity provider and liquidity taker agents in...
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03/14/2022
Calibration of Derivative Pricing Models: a Multi-Agent Reinforcement Learning Perspective
One of the most fundamental questions in quantitative finance is the exi...
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10/13/2021
Towards a fully RL-based Market Simulator
We present a new financial framework where two families of RL-based agen...
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06/04/2021
Consensus Multiplicative Weights Update: Learning to Learn using Projector-based Game Signatures
Recently, Optimistic Multiplicative Weights Update (OMWU) was proven to ...
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02/20/2021
Causal Policy Gradients
Policy gradient methods can solve complex tasks but often fail when the ...
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06/23/2020
Calibration of Shared Equilibria in General Sum Partially Observable Markov Games
Training multi-agent systems (MAS) to achieve realistic equilibria gives...
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06/23/2020
Risk-Sensitive Reinforcement Learning: a Martingale Approach to Reward Uncertainty
We introduce a novel framework to account for sensitivity to rewards unc...
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11/14/2019