no code implementations • 1 Nov 2024 • Leo Ardon, Benjamin Patrick Evans, Deepeka Garg, Annapoorani Lakshmi Narayanan, Makada Henry-Nickie, Sumitra Ganesh
We develop a novel two-layer approach for optimising mortgage relief products through a simulated multi-agent mortgage environment.
1 code implementation • 27 Aug 2024 • Roko Parac, Lorenzo Nodari, Leo Ardon, Daniel Furelos-Blanco, Federico Cerutti, Alessandra Russo
This paper presents PROB-IRM, an approach that learns robust reward machines (RMs) for reinforcement learning (RL) agents from noisy execution traces.
no code implementations • 11 Apr 2024 • Giuseppe Canonaco, Leo Ardon, Alberto Pozanco, Daniel Borrajo
The use of Potential Based Reward Shaping (PBRS) has shown great promise in the ongoing research effort to tackle sample inefficiency in Reinforcement Learning (RL).
no code implementations • 24 Mar 2023 • Leo Ardon, Daniel Furelos-Blanco, Alessandra Russo
This paper presents a novel approach to Multi-Agent Reinforcement Learning (MARL) that combines cooperative task decomposition with the learning of reward machines (RMs) encoding the structure of the sub-tasks.
no code implementations • 28 Nov 2022 • Leo Ardon, Alberto Pozanco, Daniel Borrajo, Sumitra Ganesh
Knowing this information can help reduce the sample complexity of RL algorithms by masking the inapplicable actions from the policy distribution to only explore actions relevant to finding an optimal policy.
no code implementations • 13 Oct 2022 • Nelson Vadori, Leo Ardon, Sumitra Ganesh, Thomas Spooner, Selim Amrouni, Jared Vann, Mengda Xu, Zeyu Zheng, Tucker Balch, Manuela Veloso
We study a game between liquidity provider and liquidity taker agents interacting in an over-the-counter market, for which the typical example is foreign exchange.
Deep Reinforcement Learning Multi-agent Reinforcement Learning +2
1 code implementation • 12 Oct 2022 • Leo Ardon, Jared Vann, Deepeka Garg, Tom Spooner, Sumitra Ganesh
Agent based modelling (ABM) is a computational approach to modelling complex systems by specifying the behaviour of autonomous decision-making components or agents in the system and allowing the system dynamics to emerge from their interactions.
no code implementations • 14 Jan 2022 • Leo Ardon
In this paper, we evaluate the use of Reinforcement Learning (RL) to solve a classic combinatorial optimization problem: the Capacitated Vehicle Routing Problem (CVRP).
no code implementations • 13 Oct 2021 • Leo Ardon, Nelson Vadori, Thomas Spooner, Mengda Xu, Jared Vann, Sumitra Ganesh
We present a new financial framework where two families of RL-based agents representing the Liquidity Providers and Liquidity Takers learn simultaneously to satisfy their objective.