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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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59118176235 · Jun 202019922001200920172026
48 results for competitive environment

A game environment simulates competition among many agents for resources.

problem Understanding large-scale multiagent interactions and resource competition.
method Developed a persistent, massively multiplayer AI environment.
result Population size affects the development of skillful behaviors and niche differentiation.

Competition aims to develop sample-efficient RL methods using human demonstrations.

problem Exponential increase in samples needed for reinforcement learning.
method Develop sample-efficient algorithms using human demonstrations.
result Introduction of MineRL ObtainDiamond task and MineRL-v0 dataset.

MineRL Competition reduced reinforcement learning sample needs.

problem Sample inefficiency in reinforcement learning.
method Human demonstrations and imitation learning integrated into reinforcement learning algorithms.
result Top solutions used deep reinforcement learning and imitation learning.

Paper tackles AI driving competition challenges with mixed simulation and real-world data.

problem AI algorithms perform poorly in real-world environments compared to simulated ones and vice versa.
method Employed imitation learning on a mixed dataset to train algorithms equally well in all environments.
result Trained algorithms performed well in both simulated and real-world environments.

The article proposes a dynamic model for a company's life cycle under competitive influence.

problem Modeling a company's life cycle in a competitive environment.
method Utilized Markov model with known action costs and transition probabilities, affected by outside factors.
result Demonstrates the usefulness of the model in determining future actions of a company.

New framework promotes reproducible, domain-agnostic reinforcement learning algorithms.

problem Domain-specific, compute-resource-maximizing, and non-reproducible participant solutions in reinforcement learning competitions.
method Submission retraining, domain randomization, desemantization through domain obfuscation, and compute/environment-sample budget limitation.
result Participant submissions are reproducible, non-specific to the competition environment, and sample/resource efficient.

Researchers improved Minecraft game performance using imitation learning.

problem Achieving state-of-the-art performance in immersive environments like Minecraft.
method Applied imitation learning to Minecraft, optimizing network architecture, loss function, and data augmentation.
result Reported stronger results than previous experiments, reaching second place in a competition.

In this paper, the optimal pricing strategy in Avellande-Stoikov's for a monopolistic dealer is extended to a general situation where multiple dealers are present in a competitive market. The dealers' trading intensities, their optimal bid and ask prices and therefore their spreads are derived when the dealers are info…

2015-12-30abs ↗pdf ↗

Adaptive learning rate improves FTRL's performance in online learning.

problem Optimizing FTRL's learning rate for competitive regret in online learning.
method Formulated as a sequential decision-making problem, introduced competitive analysis framework, and proposed stability-penalty matching update rules.
result Achieved a constant competitive ratio under specific conditions, enabling Best-Of-Both-Worlds algorithms.

Agents learn to outperform in trading by using past and current prices.

problem Optimal trading performance beyond theoretical limits.
method Two-agent Almgren-Chriss liquidation game, schedule-learning, DDQN architectures.
result Agents with access to past and current prices achieve supra-competitive outcomes.

Top 8 robotic vision systems tackled lifelong object recognition challenges.

problem Lifelong learning in robotic vision for varied, dynamic environments.
method Design of a dataset with diverse conditions and rules for evaluation.
result Robotic vision systems improved over time with dynamic object appearances.

The General Video Game AI (GVGAI) competition and its associated software framework provides a way of benchmarking AI algorithms on a large number of games written in a domain-specific description language. While the competition has seen plenty of interest, it has so far focused on online planning, providing a forward …

2018-06-06abs ↗pdf ↗

This paper uses counterfactual thinking to improve multi-agent reinforcement learning.

problem Improving decision-making in multi-agent environments.
method Proposes a deep reinforcement learning model with counterfactual thinking to generate and evaluate multiple actions.
result Counterfactual thinking enhances agents' performance in multi-agent environments, leading to higher rewards and fair competition.

Paper introduces CRLMaze, a new benchmark for continual reinforcement learning in 3D non-stationary environments.

problem Challenges of training reinforcement learning agents in high-dimensional, always-changing environments.
method End-to-end model-free continual reinforcement learning strategy.
result Competitive results in a complex 3D non-stationary task, outperforming four baselines.

We propose a targeted communication architecture for multi-agent reinforcement learning, where agents learn both what messages to send and whom to address them to while performing cooperative tasks in partially-observable environments. This targeting behavior is learnt solely from downstream task-specific reward withou…

2018-10-26abs ↗pdf ↗

Study examines how traders with asymmetric information and adaptive learning strategies affect market efficiency.

problem Effect of traders' strategic behavior on market efficiency and informational asymmetry.
method Examines a market with boundedly rational, asymmetrically informed traders using multiarmed bandit algorithms.
result Strategically acting traders can lead to more efficient markets than purely competitive ones under certain conditions.

Study NN-player and mean-field games in Itô-diffusion markets with competitive or homophilous interactions.

problem Optimal portfolio choice in a common market with NN interacting players.
method Analyzes NN-player and mean-field games in incomplete and complete markets with CARA utilities and random risk tolerances.
result Derives explicit or closed-form solutions for equilibrium processes and game values.

FinRL-Meta offers market environments and benchmarks for financial reinforcement learning.

problem Challenges in creating high-quality market environments and benchmarks for financial reinforcement learning.
method DataOps paradigm, automatic pipeline, community-wise competitions, Jupyter/Python demos.
result Openly accessible FinRL-Meta library for data-driven financial reinforcement learning.

This paper presents the first two editions of Visual Doom AI Competition, held in 2016 and 2017. The challenge was to create bots that compete in a multi-player deathmatch in a first-person shooter (FPS) game, Doom. The bots had to make their decisions based solely on visual information, i.e., a raw screen buffer. To p…

2018-09-10abs ↗pdf ↗

Paper tackles delays in multi-agent reinforcement learning, improving performance.

problem Challenges in reinforcement learning due to delays in real-world systems.
method Proposes a novel framework for multi-agent reinforcement learning with delays, using Delay-Aware Markov Games and centralized-decentralized training.
result Demonstrates significant improvement in performance with delay-aware multi-agent reinforcement learning.

The paper analyzes trading strategies in a competitive market with incomplete information.

problem Strategic trading under uncertainty when firms lack full knowledge of competitors' strategies.
method Bayesian games framework to incorporate uncertainty and derive optimal trading strategies.
result Uncertainty significantly impacts trading strategies compared to complete information scenarios.

Model-free reinforcement learning (RL) requires a large number of trials to learn a good policy, especially in environments with sparse rewards. We explore a method to improve the sample efficiency when we have access to demonstrations. Our approach, Backplay, uses a single demonstration to construct a curriculum for a…

2018-07-18abs ↗pdf ↗

A drone catches another agile drone using competitive reinforcement learning.

problem Intercepting an agile drone with another agile drone.
method Formulated as a Competitive Reinforcement Learning problem, trained with PPO, using a high-fidelity simulation environment.
result Trained policies outperform common heuristic baselines in catch rate, time to catch, and crash rate.

Paper tackles sim-to-real transfer in continuous domains with partial observations.

problem Lack of theoretical foundation for sim-to-real transfer in continuous domains with partial observations.
method Developed a new algorithm for infinite-horizon average-cost LQGs and established a regret bound.
result A popular robust adversarial training algorithm can learn competitive policies from simulation to real-world environments.

In many situations, we need to build and deploy separate models in related environments with different data qualities. For example, an environment with strong observation equipments (e.g., intensive care units) often provides high-quality multi-modal data, which are acquired from multiple sensory devices and have rich-…

2018-09-06abs ↗pdf ↗

ICP separates and competes feature representations to learn diverse information.

problem Learning representations with diversified information.
method Information Competing Process (ICP) separates representations into parts with different mutual information constraints, forcing them to learn independently in a competitive environment.
result ICP facilitates obtaining diversified representations with rich information.

AGI modifies utility function to cooperate, conflicting with orthogonality thesis.

problem AGI modifying utility function to improve cooperation, conflicting with orthogonality thesis.
method Observing and influencing interactions, converging to similar utility functions.
result AGIs in competitive environments may optimize for favorable influence.

Deep network learns Obstacle Tower challenge without human demonstrations.

problem Master procedurally generated levels that get progressively harder.
method Deep Reinforcement Learning with a simple feed-forward network.
result Performed competitively in a reinforcement learning competition.

Modeling agent behavior is central to understanding the emergence of complex phenomena in multiagent systems. Prior work in agent modeling has largely been task-specific and driven by hand-engineering domain-specific prior knowledge. We propose a general learning framework for modeling agent behavior in any multiagent …

2018-06-17abs ↗pdf ↗