4 papers
Bayesian Robust Financial Trading with Adversarial Synthetic Market Data
Haochong Xia, Simin Li, Ruixiao Xu +7
Algorithmic trading relies on machine learning models to make trading decisions. Despite strong in-sample performance, these models often degrade when confronted with evolving real…
Empirical Study on Robustness and Resilience in Cooperative Multi-Agent Reinforcement Learning
Simin Li, Zihao Mao, Hanxiao Li +13
In cooperative Multi-Agent Reinforcement Learning (MARL), it is a common practice to tune hyperparameters in ideal simulated environments to maximize cooperative performance. Howev…
Vulnerable Agent Identification in Large-Scale Multi-Agent Reinforcement Learning
Simin Li, Zihao Mao, Zheng Yuwei +12
Partial agent failure becomes inevitable when systems scale up, making it crucial to identify the subset of agents whose failure causes worst-case system performance degradations.…
Robust Multi-Agent Reinforcement Learning by Mutual Information Regularization
Simin Li, Ruixiao Xu, Jingqiao Xiu +4
In multi-agent reinforcement learning (MARL), ensuring robustness against unpredictable or worst-case actions by allies is crucial for real-world deployment. Existing robust MARL m…