Quantitative markets are characterized by swift dynamics and abundant uncertainties, making the pursuit of profit-driven stock trading actions inherently challenging. Within this context, reinforcement learning (RL), which operates on a reward-centric mechanism for optimal control, has surfaced as a potentially effective solution to the intricate financial decision-making conundrums presented. This paper delves into the fusion of two established financial trading strategies, namely the constant proportion portfolio insurance (CPPI) and the time-invariant portfolio protection (TIPP), with the multi-agent deep deterministic policy gradient (MADDPG) framework. As a result, we introduce two novel multi-agent RL (MARL) methods, CPPI-MADDPG and TIPP-MADDPG, tailored for probing strategic trading within quantitative markets. To validate these innovations, we implemented them on a diverse selection of 100 real-market shares. Our empirical findings reveal that the CPPI-MADDPG and TIPP-MADDPG strategies consistently outpace their traditional counterparts, affirming their efficacy in the realm of quantitative trading.

Abstract--In recent years, formation control of unmanned vehicles has received considerable interest, driven by the progress in autonomous systems and the imperative for multiple vehicles to carry out diverse missions. In this paper, we address the problem of behavior-based formation control of mobile robots, where we use safe multi-agent reinforcement learning (MARL) to ensure the safety of the robots by eliminating all collisions during training and execution. To ensure safety, we implemented distributed model predictive control safety filters to override unsafe actions. We focus on achieving behavior-based formation without having individual reference targets for the robots, and instead use targets for the centroid of the formation. This formulation facilitates the deployment of formation control on real robots and improves the scalability of our approach to Figure 1: Real-world example for behavior-based formation control of more robots. The task cannot be addressed through optimizationbased mobile robots based on centroid reference targets. The formation is controllers without specific individual reference targets for defined by the distances between the three robots. The robots start the robots and information about the relative locations of each from random locations and then navigate cooperatively to move the robot to the others. That is why, for our formulation we use target for the centroid of the formation while aiming to maintain the MARL to train the robots. Moreover, in order to account for the predefined distances with respect to each other. The centroid of the interactions between the agents, we use attention-based critics to formation reaches the first goal and is then moved to the second goal improve the training process.

Artificial Intelligence (AI) systems, trained in controlled environments, often struggle in real-world complexities. We propose a general framework for estimating domain complexity across diverse environments, like open-world learning and real-world applications. This framework distinguishes between intrinsic complexity (inherent to the domain) and extrinsic complexity (dependent on the AI agent). By analyzing dimensionality, sparsity, and diversity within these categories, we offer a comprehensive view of domain challenges. This approach enables quantitative predictions of AI difficulty during environment transitions, avoids bias in novel situations, and helps navigate the vast search spaces of open-world domains.

We present OpenRL, an advanced reinforcement learning (RL) framework designed to accommodate a diverse array of tasks, from single-agent challenges to complex multi-agent systems. OpenRL's robust support for self-play training empowers agents to develop advanced strategies in competitive settings. Notably, OpenRL integrates Natural Language Processing (NLP) with RL, enabling researchers to address a combination of RL training and language-centric tasks effectively. Leveraging PyTorch's robust capabilities, OpenRL exemplifies modularity and a user-centric approach. It offers a universal interface that simplifies the user experience for beginners while maintaining the flexibility experts require for innovation and algorithm development. This equilibrium enhances the framework's practicality, adaptability, and scalability, establishing a new standard in RL research.

This paper addresses exact approaches to multi-agent collective construction problem which tasks a group of cooperative agents to build a given structure in a blocksworld under the gravity constraint. We propose a generalization of the existing exact model based on mixed integer linear programming by accommodating varying agent action durations. We refer to the model as a fraction-time model. The generalization by introducing action duration enables one to create a more realistic model for various domains. It provides a significant reduction of plan execution duration at the cost of increased computational time, which rises steeply the closer the model gets to the exact real-world action duration. We also propose a makespan estimation function for the fraction-time model. This can be used to estimate the construction time reduction size for the purpose of cost-benefit analysis. The fraction-time model and the makespan estimation function have been evaluated in a series of experiments using a set of benchmark structures. The results show a significant reduction of plan execution duration for non-constant duration actions due to decreasing synchronization overhead at the end of each action. According to the results, the makespan estimation function provides a reasonably accurate estimate of the makespan.

Despite considerable efforts on making them robust, real-world ML-based systems remain vulnerable to decision based attacks, as definitive proofs of their operational robustness have so far proven intractable. The canonical approach in robustness evaluation calls for adaptive attacks, that is with complete knowledge of the defense and tailored to bypass it. In this study, we introduce a more expansive notion of being adaptive and show how attacks but also defenses can benefit by it and by learning from each other through interaction. We propose and evaluate a framework for adaptively optimizing black-box attacks and defenses against each other through the competitive game they form. To reliably measure robustness, it is important to evaluate against realistic and worst-case attacks. We thus augment both attacks and the evasive arsenal at their disposal through adaptive control, and observe that the same can be done for defenses, before we evaluate them first apart and then jointly under a multi-agent perspective. We demonstrate that active defenses, which control how the system responds, are a necessary complement to model hardening when facing decision-based attacks; then how these defenses can be circumvented by adaptive attacks, only to finally elicit active and adaptive defenses. We validate our observations through a wide theoretical and empirical investigation to confirm that AI-enabled adversaries pose a considerable threat to black-box ML-based systems, rekindling the proverbial arms race where defenses have to be AI-enabled too. Succinctly, we address the challenges posed by adaptive adversaries and develop adaptive defenses, thereby laying out effective strategies in ensuring the robustness of ML-based systems deployed in the real-world.

Enabling humans and robots to collaborate effectively requires purposeful communication and an understanding of each other's affordances. Prior work in human-robot collaboration has incorporated knowledge of human affordances, i.e., their action possibilities in the current context, into autonomous robot decision-making. This "affordance awareness" is especially promising for service robots that need to know when and how to assist a person that cannot independently complete a task. However, robots still fall short in performing many common tasks autonomously. In this work-in-progress paper, we propose an augmented reality (AR) framework that bridges the gap in an assistive robot's capabilities by actively engaging with a human through a shared affordance-awareness representation. Leveraging the different perspectives from a human wearing an AR headset and a robot's equipped sensors, we can build a perceptual representation of the shared environment and model regions of respective agent affordances. The AR interface can also allow both agents to communicate affordances with one another, as well as prompt for assistance when attempting to perform an action outside their affordance region. This paper presents the main components of the proposed framework and discusses its potential through a domestic cleaning task experiment.

Scalable load balancing algorithms are of great interest in cloud networks and data centers, necessitating the use of tractable techniques to compute optimal load balancing policies for good performance. However, most existing scalable techniques, especially asymptotically scaling methods based on mean field theory, have not been able to model large queueing networks with strong locality. Meanwhile, general multi-agent reinforcement learning techniques can be hard to scale and usually lack a theoretical foundation. In this work, we address this challenge by leveraging recent advances in sparse mean field theory to learn a near-optimal load balancing policy in sparsely connected queueing networks in a tractable manner, which may be preferable to global approaches in terms of communication overhead. Importantly, we obtain a general load balancing framework for a large class of sparse bounded-degree topologies. By formulating a novel mean field control problem in the context of graphs with bounded degree, we reduce the otherwise difficult multi-agent problem to a single-agent problem. Theoretically, the approach is justified by approximation guarantees. Empirically, the proposed methodology performs well on several realistic and scalable network topologies. Moreover, we compare it with a number of well-known load balancing heuristics and with existing scalable multi-agent reinforcement learning methods. Overall, we obtain a tractable approach for load balancing in highly localized networks. The aforementioned decentralized queueing systems with underlying graph structure can be modelled as various variants of multi-agent (partially-observable) Markov decision processes (MDP) [1, 2].

Recent studies show that deep reinforcement learning (DRL) agents tend to overfit to the task on which they were trained and fail to adapt to minor environment changes. To expedite learning when transferring to unseen tasks, we propose a novel approach to representing the current task using reward machines (RMs), state machine abstractions that induce subtasks based on the current task's rewards and dynamics. Our method provides agents with symbolic representations of optimal transitions from their current abstract state and rewards them for achieving these transitions. These representations are shared across tasks, allowing agents to exploit knowledge of previously encountered symbols and transitions, thus enhancing transfer. Empirical results show that our representations improve sample efficiency and few-shot transfer in a variety of domains.

Diffusion model (DM), as a powerful generative model, recently achieved huge success in various scenarios including offline reinforcement learning, where the policy learns to conduct planning by generating trajectory in the online evaluation. However, despite the effectiveness shown for single-agent learning, it remains unclear how DMs can operate in multi-agent problems, where agents can hardly complete teamwork without good coordination by independently modeling each agent's trajectories. In this paper, we propose MADiff, a novel generative multi-agent learning framework to tackle this problem. MADiff is realized with an attention-based diffusion model to model the complex coordination among behaviors of multiple diffusion agents. To the best of our knowledge, MADiff is the first diffusion-based multi-agent offline RL framework, which behaves as both a decentralized policy and a centralized controller. During decentralized executions, MADiff simultaneously performs teammate modeling, and the centralized controller can also be applied in multi-agent trajectory predictions. Our experiments show the superior performance of MADiff compared to baseline algorithms in a wide range of multi-agent learning tasks, which emphasizes the effectiveness of MADiff in modeling complex multi-agent interactions. Our code is available at https://github.com/zbzhu99/madiff.