Order execution is a fundamental task in quantitative finance, aiming at finishing acquisition or liquidation for a number of trading orders of the specific assets. Recent advance in model-free reinforcement learning (RL) provides a data-driven solution to the order execution problem. However, the existing works always optimize execution for an individual order, overlooking the practice that multiple orders are specified to execute simultaneously, resulting in suboptimality and bias. In this paper, we first present a multi-agent RL (MARL) method for multi-order execution considering practical constraints. Specifically, we treat every agent as an individual operator to trade one specific order, while keeping communicating with each other and collaborating for maximizing the overall profits. Nevertheless, the existing MARL algorithms often incorporate communication among agents by exchanging only the information of their partial observations, which is inefficient in complicated financial market. To improve collaboration, we then propose a learnable multi-round communication protocol, for the agents communicating the intended actions with each other and refining accordingly. It is optimized through a novel action value attribution method which is provably consistent with the original learning objective yet more efficient. The experiments on the data from two real-world markets have illustrated superior performance with significantly better collaboration effectiveness achieved by our method.

Multi-Agent Path Finding (MAPF) is a crucial component for many large-scale robotic systems, where agents must plan their collision-free paths to their given goal positions. Recently, multi-agent reinforcement learning has been introduced to solve the partially observable variant of MAPF by learning a decentralized single-agent policy in a centralized fashion based on each agent's partial observation. However, existing learning-based methods are ineffective in achieving complex multi-agent cooperation, especially in congested environments, due to the non-stationarity of this setting. To tackle this challenge, we propose a multi-agent actor-critic method called Soft Actor-Critic with Heuristic-Based Attention (SACHA), which employs novel heuristic-based attention mechanisms for both the actors and critics to encourage cooperation among agents. SACHA learns a neural network for each agent to selectively pay attention to the shortest path heuristic guidance from multiple agents within its field of view, thereby allowing for more scalable learning of cooperation. SACHA also extends the existing multi-agent actor-critic framework by introducing a novel critic centered on each agent to approximate $Q$-values. Compared to existing methods that use a fully observable critic, our agent-centered multi-agent actor-critic method results in more impartial credit assignment and better generalizability of the learned policy to MAPF instances with varying numbers of agents and types of environments. We also implement SACHA(C), which embeds a communication module in the agent's policy network to enable information exchange among agents. We evaluate both SACHA and SACHA(C) on a variety of MAPF instances and demonstrate decent improvements over several state-of-the-art learning-based MAPF methods with respect to success rate and solution quality.

For decades, the evolution of cooperation has piqued the interest of numerous academic disciplines such as game theory, economics, biology, and computer science. In this work, we demonstrate the emergence of a novel and effective resource exchange protocol formed by dropping and picking up resources in a foraging environment. This form of cooperation is made possible by the introduction of a campfire, which adds an extended period of congregation and downtime for agents to explore otherwise unlikely interactions. We find that the agents learn to avoid getting cheated by their exchange partners, but not always from a third party. We also observe the emergence of behavior analogous to tolerated theft, despite the lack of any punishment, combat, or larceny mechanism in the environment.

Deep reinforcement learning (DRL) performance is generally impacted by state-adversarial attacks, a perturbation applied to an agent's observation. Most recent research has concentrated on robust single-agent reinforcement learning (SARL) algorithms against state-adversarial attacks. Still, there has yet to be much work on robust multi-agent reinforcement learning. Using QMIX, one of the popular cooperative multi-agent reinforcement algorithms, as an example, we discuss four techniques to improve the robustness of SARL algorithms and extend them to multi-agent scenarios. To increase the robustness of multi-agent reinforcement learning (MARL) algorithms, we train models using a variety of attacks in this research. We then test the models taught using the other attacks by subjecting them to the corresponding attacks throughout the training phase. In this way, we organize and summarize techniques for enhancing robustness when used with MARL.

When humans cooperate, they frequently coordinate their activity through both verbal communication and non-verbal actions, using this information to infer a shared goal and plan. How can we model this inferential ability? In this paper, we introduce a model of a cooperative team where one agent, the principal, may communicate natural language instructions about their shared plan to another agent, the assistant, using GPT-3 as a likelihood function for instruction utterances. We then show how a third person observer can infer the team's goal via multi-modal Bayesian inverse planning from actions and instructions, computing the posterior distribution over goals under the assumption that agents will act and communicate rationally to achieve them. We evaluate this approach by comparing it with human goal inferences in a multi-agent gridworld, finding that our model's inferences closely correlate with human judgments (R = 0.96). When compared to inference from actions alone, we also find that instructions lead to more rapid and less uncertain goal inference, highlighting the importance of verbal communication for cooperative agents.

While it has long been recognized that a team of individual learning agents can be greater than the sum of its parts, recent work has shown that larger teams are not necessarily more effective than smaller ones. In this paper, we study why and under which conditions certain team structures promote effective learning for a population of individual learning agents. We show that, depending on the environment, some team structures help agents learn to specialize into specific roles, resulting in more favorable global results. However, large teams create credit assignment challenges that reduce coordination, leading to large teams performing poorly compared to smaller ones. We support our conclusions with both theoretical analysis and empirical results.

Various methods for Multi-Agent Reinforcement Learning (MARL) have been developed with the assumption that agents' policies are based on accurate state information. However, policies learned through Deep Reinforcement Learning (DRL) are susceptible to adversarial state perturbation attacks. In this work, we propose a State-Adversarial Markov Game (SAMG) and make the first attempt to investigate the fundamental properties of MARL under state uncertainties. Our analysis shows that the commonly used solution concepts of optimal agent policy and robust Nash equilibrium do not always exist in SAMGs. To circumvent this difficulty, we consider a new solution concept called robust agent policy, where agents aim to maximize the worst-case expected state value. We prove the existence of robust agent policy for finite state and finite action SAMGs. Additionally, we propose a Robust Multi-Agent Adversarial Actor-Critic (RMA3C) algorithm to learn robust policies for MARL agents under state uncertainties. Our experiments demonstrate that our algorithm outperforms existing methods when faced with state perturbations and greatly improves the robustness of MARL policies. Our code is public on https://songyanghan.github.io/what_is_solution/.

Chinese Premier Li Qiang has called for more "communication and exchange" to avoid misunderstanding in his remarks at the opening of this year's'Summer Davos' in Tianjin, the first in-person event in three years following the COVID-19 pandemic. The three-day summit, which got under way on Tuesday, is hosted by the World Economic Forum but will focus heavily on China's place in the world and concerns about how the global economy can move forward in an increasingly fractious world, according to the agenda. Li told delegates it was time to support globalisation and deeper economic cooperation. "In the West, some people are hyping up what is called'cutting reliance and de-risking'," Li said. "These two concepts… are a false proposition, because the development of economic globalisation is such that the world economy has become a common entity in which you and I are both intermingled. The economies of many countries are blended with each other, rely on each other, make accomplishments because of one another and develop together. This is actually a good thing, not a bad thing."

Text-based games are a popular testbed for language-based reinforcement learning (RL). In previous work, deep Q-learning is commonly used as the learning agent. Q-learning algorithms are challenging to apply to complex real-world domains due to, for example, their instability in training. Therefore, in this paper, we adapt the soft-actor-critic (SAC) algorithm to the text-based environment. To deal with sparse extrinsic rewards from the environment, we combine it with a potential-based reward shaping technique to provide more informative (dense) reward signals to the RL agent. We apply our method to play difficult text-based games. The SAC method achieves higher scores than the Q-learning methods on many games with only half the number of training steps. This shows that it is well-suited for text-based games. Moreover, we show that the reward shaping technique helps the agent to learn the policy faster and achieve higher scores. In particular, we consider a dynamically learned value function as a potential function for shaping the learner's original sparse reward signals.

In cooperative multi-agent reinforcement learning (MARL) settings, the centralized training with decentralized execution (CTDE) becomes customary recently due to the physical demand. However, the most dilemma is the inconsistency of jointly-trained policies and individually-optimized actions. In this work, we propose a novel value-based multi-objective learning approach, named Tchebycheff value decomposition optimization (TVDO), to overcome the above dilemma. In particular, a nonlinear Tchebycheff aggregation method is designed to transform the MARL task into multi-objective optimal counterpart by tightly constraining the upper bound of individual action-value bias. We theoretically prove that TVDO well satisfies the necessary and sufficient condition of individual global max (IGM) with no extra limitations, which exactly guarantees the consistency between the global and individual optimal action-value function. Empirically, in the climb and penalty game, we verify that TVDO represents precisely from global to individual value factorization with a guarantee of the policy consistency. Furthermore, we also evaluate TVDO in the challenging scenarios of StarCraft II micromanagement tasks, and extensive experiments demonstrate that TVDO achieves more competitive performances than several state-of-the-art MARL methods.