Author: H. M. Schwartz
Publisher: John Wiley & Sons
ISBN: 1118884485
Category : Technology & Engineering
Languages : en
Pages : 273
Book Description
The book begins with a chapter on traditional methods of supervised learning, covering recursive least squares learning, mean square error methods, and stochastic approximation. Chapter 2 covers single agent reinforcement learning. Topics include learning value functions, Markov games, and TD learning with eligibility traces. Chapter 3 discusses two player games including two player matrix games with both pure and mixed strategies. Numerous algorithms and examples are presented. Chapter 4 covers learning in multi-player games, stochastic games, and Markov games, focusing on learning multi-player grid games—two player grid games, Q-learning, and Nash Q-learning. Chapter 5 discusses differential games, including multi player differential games, actor critique structure, adaptive fuzzy control and fuzzy interference systems, the evader pursuit game, and the defending a territory games. Chapter 6 discusses new ideas on learning within robotic swarms and the innovative idea of the evolution of personality traits. • Framework for understanding a variety of methods and approaches in multi-agent machine learning. • Discusses methods of reinforcement learning such as a number of forms of multi-agent Q-learning • Applicable to research professors and graduate students studying electrical and computer engineering, computer science, and mechanical and aerospace engineering
Multi-Agent Machine Learning
Author: H. M. Schwartz
Publisher: John Wiley & Sons
ISBN: 1118884485
Category : Technology & Engineering
Languages : en
Pages : 273
Book Description
The book begins with a chapter on traditional methods of supervised learning, covering recursive least squares learning, mean square error methods, and stochastic approximation. Chapter 2 covers single agent reinforcement learning. Topics include learning value functions, Markov games, and TD learning with eligibility traces. Chapter 3 discusses two player games including two player matrix games with both pure and mixed strategies. Numerous algorithms and examples are presented. Chapter 4 covers learning in multi-player games, stochastic games, and Markov games, focusing on learning multi-player grid games—two player grid games, Q-learning, and Nash Q-learning. Chapter 5 discusses differential games, including multi player differential games, actor critique structure, adaptive fuzzy control and fuzzy interference systems, the evader pursuit game, and the defending a territory games. Chapter 6 discusses new ideas on learning within robotic swarms and the innovative idea of the evolution of personality traits. • Framework for understanding a variety of methods and approaches in multi-agent machine learning. • Discusses methods of reinforcement learning such as a number of forms of multi-agent Q-learning • Applicable to research professors and graduate students studying electrical and computer engineering, computer science, and mechanical and aerospace engineering
Publisher: John Wiley & Sons
ISBN: 1118884485
Category : Technology & Engineering
Languages : en
Pages : 273
Book Description
The book begins with a chapter on traditional methods of supervised learning, covering recursive least squares learning, mean square error methods, and stochastic approximation. Chapter 2 covers single agent reinforcement learning. Topics include learning value functions, Markov games, and TD learning with eligibility traces. Chapter 3 discusses two player games including two player matrix games with both pure and mixed strategies. Numerous algorithms and examples are presented. Chapter 4 covers learning in multi-player games, stochastic games, and Markov games, focusing on learning multi-player grid games—two player grid games, Q-learning, and Nash Q-learning. Chapter 5 discusses differential games, including multi player differential games, actor critique structure, adaptive fuzzy control and fuzzy interference systems, the evader pursuit game, and the defending a territory games. Chapter 6 discusses new ideas on learning within robotic swarms and the innovative idea of the evolution of personality traits. • Framework for understanding a variety of methods and approaches in multi-agent machine learning. • Discusses methods of reinforcement learning such as a number of forms of multi-agent Q-learning • Applicable to research professors and graduate students studying electrical and computer engineering, computer science, and mechanical and aerospace engineering
Limit Order Books
Author: Frédéric Abergel
Publisher: Cambridge University Press
ISBN: 1316870480
Category : Mathematics
Languages : en
Pages : 242
Book Description
A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.
Publisher: Cambridge University Press
ISBN: 1316870480
Category : Mathematics
Languages : en
Pages : 242
Book Description
A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.
Rollout, Policy Iteration, and Distributed Reinforcement Learning
Author: Dimitri Bertsekas
Publisher: Athena Scientific
ISBN: 1886529078
Category : Computers
Languages : en
Pages : 498
Book Description
The purpose of this book is to develop in greater depth some of the methods from the author's Reinforcement Learning and Optimal Control recently published textbook (Athena Scientific, 2019). In particular, we present new research, relating to systems involving multiple agents, partitioned architectures, and distributed asynchronous computation. We pay special attention to the contexts of dynamic programming/policy iteration and control theory/model predictive control. We also discuss in some detail the application of the methodology to challenging discrete/combinatorial optimization problems, such as routing, scheduling, assignment, and mixed integer programming, including the use of neural network approximations within these contexts. The book focuses on the fundamental idea of policy iteration, i.e., start from some policy, and successively generate one or more improved policies. If just one improved policy is generated, this is called rollout, which, based on broad and consistent computational experience, appears to be one of the most versatile and reliable of all reinforcement learning methods. In this book, rollout algorithms are developed for both discrete deterministic and stochastic DP problems, and the development of distributed implementations in both multiagent and multiprocessor settings, aiming to take advantage of parallelism. Approximate policy iteration is more ambitious than rollout, but it is a strictly off-line method, and it is generally far more computationally intensive. This motivates the use of parallel and distributed computation. One of the purposes of the monograph is to discuss distributed (possibly asynchronous) methods that relate to rollout and policy iteration, both in the context of an exact and an approximate implementation involving neural networks or other approximation architectures. Much of the new research is inspired by the remarkable AlphaZero chess program, where policy iteration, value and policy networks, approximate lookahead minimization, and parallel computation all play an important role.
Publisher: Athena Scientific
ISBN: 1886529078
Category : Computers
Languages : en
Pages : 498
Book Description
The purpose of this book is to develop in greater depth some of the methods from the author's Reinforcement Learning and Optimal Control recently published textbook (Athena Scientific, 2019). In particular, we present new research, relating to systems involving multiple agents, partitioned architectures, and distributed asynchronous computation. We pay special attention to the contexts of dynamic programming/policy iteration and control theory/model predictive control. We also discuss in some detail the application of the methodology to challenging discrete/combinatorial optimization problems, such as routing, scheduling, assignment, and mixed integer programming, including the use of neural network approximations within these contexts. The book focuses on the fundamental idea of policy iteration, i.e., start from some policy, and successively generate one or more improved policies. If just one improved policy is generated, this is called rollout, which, based on broad and consistent computational experience, appears to be one of the most versatile and reliable of all reinforcement learning methods. In this book, rollout algorithms are developed for both discrete deterministic and stochastic DP problems, and the development of distributed implementations in both multiagent and multiprocessor settings, aiming to take advantage of parallelism. Approximate policy iteration is more ambitious than rollout, but it is a strictly off-line method, and it is generally far more computationally intensive. This motivates the use of parallel and distributed computation. One of the purposes of the monograph is to discuss distributed (possibly asynchronous) methods that relate to rollout and policy iteration, both in the context of an exact and an approximate implementation involving neural networks or other approximation architectures. Much of the new research is inspired by the remarkable AlphaZero chess program, where policy iteration, value and policy networks, approximate lookahead minimization, and parallel computation all play an important role.
Reinforcement Learning
Author: Marco Wiering
Publisher: Springer Science & Business Media
ISBN: 3642276458
Category : Technology & Engineering
Languages : en
Pages : 653
Book Description
Reinforcement learning encompasses both a science of adaptive behavior of rational beings in uncertain environments and a computational methodology for finding optimal behaviors for challenging problems in control, optimization and adaptive behavior of intelligent agents. As a field, reinforcement learning has progressed tremendously in the past decade. The main goal of this book is to present an up-to-date series of survey articles on the main contemporary sub-fields of reinforcement learning. This includes surveys on partially observable environments, hierarchical task decompositions, relational knowledge representation and predictive state representations. Furthermore, topics such as transfer, evolutionary methods and continuous spaces in reinforcement learning are surveyed. In addition, several chapters review reinforcement learning methods in robotics, in games, and in computational neuroscience. In total seventeen different subfields are presented by mostly young experts in those areas, and together they truly represent a state-of-the-art of current reinforcement learning research. Marco Wiering works at the artificial intelligence department of the University of Groningen in the Netherlands. He has published extensively on various reinforcement learning topics. Martijn van Otterlo works in the cognitive artificial intelligence group at the Radboud University Nijmegen in The Netherlands. He has mainly focused on expressive knowledge representation in reinforcement learning settings.
Publisher: Springer Science & Business Media
ISBN: 3642276458
Category : Technology & Engineering
Languages : en
Pages : 653
Book Description
Reinforcement learning encompasses both a science of adaptive behavior of rational beings in uncertain environments and a computational methodology for finding optimal behaviors for challenging problems in control, optimization and adaptive behavior of intelligent agents. As a field, reinforcement learning has progressed tremendously in the past decade. The main goal of this book is to present an up-to-date series of survey articles on the main contemporary sub-fields of reinforcement learning. This includes surveys on partially observable environments, hierarchical task decompositions, relational knowledge representation and predictive state representations. Furthermore, topics such as transfer, evolutionary methods and continuous spaces in reinforcement learning are surveyed. In addition, several chapters review reinforcement learning methods in robotics, in games, and in computational neuroscience. In total seventeen different subfields are presented by mostly young experts in those areas, and together they truly represent a state-of-the-art of current reinforcement learning research. Marco Wiering works at the artificial intelligence department of the University of Groningen in the Netherlands. He has published extensively on various reinforcement learning topics. Martijn van Otterlo works in the cognitive artificial intelligence group at the Radboud University Nijmegen in The Netherlands. He has mainly focused on expressive knowledge representation in reinforcement learning settings.
Handbook of Reinforcement Learning and Control
Author: Kyriakos G. Vamvoudakis
Publisher: Springer Nature
ISBN: 3030609901
Category : Technology & Engineering
Languages : en
Pages : 833
Book Description
This handbook presents state-of-the-art research in reinforcement learning, focusing on its applications in the control and game theory of dynamic systems and future directions for related research and technology. The contributions gathered in this book deal with challenges faced when using learning and adaptation methods to solve academic and industrial problems, such as optimization in dynamic environments with single and multiple agents, convergence and performance analysis, and online implementation. They explore means by which these difficulties can be solved, and cover a wide range of related topics including: deep learning; artificial intelligence; applications of game theory; mixed modality learning; and multi-agent reinforcement learning. Practicing engineers and scholars in the field of machine learning, game theory, and autonomous control will find the Handbook of Reinforcement Learning and Control to be thought-provoking, instructive and informative.
Publisher: Springer Nature
ISBN: 3030609901
Category : Technology & Engineering
Languages : en
Pages : 833
Book Description
This handbook presents state-of-the-art research in reinforcement learning, focusing on its applications in the control and game theory of dynamic systems and future directions for related research and technology. The contributions gathered in this book deal with challenges faced when using learning and adaptation methods to solve academic and industrial problems, such as optimization in dynamic environments with single and multiple agents, convergence and performance analysis, and online implementation. They explore means by which these difficulties can be solved, and cover a wide range of related topics including: deep learning; artificial intelligence; applications of game theory; mixed modality learning; and multi-agent reinforcement learning. Practicing engineers and scholars in the field of machine learning, game theory, and autonomous control will find the Handbook of Reinforcement Learning and Control to be thought-provoking, instructive and informative.
Multi-Agent Coordination
Author: Arup Kumar Sadhu
Publisher: John Wiley & Sons
ISBN: 1119699029
Category : Computers
Languages : en
Pages : 320
Book Description
Discover the latest developments in multi-robot coordination techniques with this insightful and original resource Multi-Agent Coordination: A Reinforcement Learning Approach delivers a comprehensive, insightful, and unique treatment of the development of multi-robot coordination algorithms with minimal computational burden and reduced storage requirements when compared to traditional algorithms. The accomplished academics, engineers, and authors provide readers with both a high-level introduction to, and overview of, multi-robot coordination, and in-depth analyses of learning-based planning algorithms. You'll learn about how to accelerate the exploration of the team-goal and alternative approaches to speeding up the convergence of TMAQL by identifying the preferred joint action for the team. The authors also propose novel approaches to consensus Q-learning that address the equilibrium selection problem and a new way of evaluating the threshold value for uniting empires without imposing any significant computation overhead. Finally, the book concludes with an examination of the likely direction of future research in this rapidly developing field. Readers will discover cutting-edge techniques for multi-agent coordination, including: An introduction to multi-agent coordination by reinforcement learning and evolutionary algorithms, including topics like the Nash equilibrium and correlated equilibrium Improving convergence speed of multi-agent Q-learning for cooperative task planning Consensus Q-learning for multi-agent cooperative planning The efficient computing of correlated equilibrium for cooperative q-learning based multi-agent planning A modified imperialist competitive algorithm for multi-agent stick-carrying applications Perfect for academics, engineers, and professionals who regularly work with multi-agent learning algorithms, Multi-Agent Coordination: A Reinforcement Learning Approach also belongs on the bookshelves of anyone with an advanced interest in machine learning and artificial intelligence as it applies to the field of cooperative or competitive robotics.
Publisher: John Wiley & Sons
ISBN: 1119699029
Category : Computers
Languages : en
Pages : 320
Book Description
Discover the latest developments in multi-robot coordination techniques with this insightful and original resource Multi-Agent Coordination: A Reinforcement Learning Approach delivers a comprehensive, insightful, and unique treatment of the development of multi-robot coordination algorithms with minimal computational burden and reduced storage requirements when compared to traditional algorithms. The accomplished academics, engineers, and authors provide readers with both a high-level introduction to, and overview of, multi-robot coordination, and in-depth analyses of learning-based planning algorithms. You'll learn about how to accelerate the exploration of the team-goal and alternative approaches to speeding up the convergence of TMAQL by identifying the preferred joint action for the team. The authors also propose novel approaches to consensus Q-learning that address the equilibrium selection problem and a new way of evaluating the threshold value for uniting empires without imposing any significant computation overhead. Finally, the book concludes with an examination of the likely direction of future research in this rapidly developing field. Readers will discover cutting-edge techniques for multi-agent coordination, including: An introduction to multi-agent coordination by reinforcement learning and evolutionary algorithms, including topics like the Nash equilibrium and correlated equilibrium Improving convergence speed of multi-agent Q-learning for cooperative task planning Consensus Q-learning for multi-agent cooperative planning The efficient computing of correlated equilibrium for cooperative q-learning based multi-agent planning A modified imperialist competitive algorithm for multi-agent stick-carrying applications Perfect for academics, engineers, and professionals who regularly work with multi-agent learning algorithms, Multi-Agent Coordination: A Reinforcement Learning Approach also belongs on the bookshelves of anyone with an advanced interest in machine learning and artificial intelligence as it applies to the field of cooperative or competitive robotics.
A Concise Introduction to Multiagent Systems and Distributed Artificial Intelligence
Author: Nikos Kolobov
Publisher: Springer Nature
ISBN: 3031015436
Category : Computers
Languages : en
Pages : 71
Book Description
Multiagent systems is an expanding field that blends classical fields like game theory and decentralized control with modern fields like computer science and machine learning. This monograph provides a concise introduction to the subject, covering the theoretical foundations as well as more recent developments in a coherent and readable manner. The text is centered on the concept of an agent as decision maker. Chapter 1 is a short introduction to the field of multiagent systems. Chapter 2 covers the basic theory of singleagent decision making under uncertainty. Chapter 3 is a brief introduction to game theory, explaining classical concepts like Nash equilibrium. Chapter 4 deals with the fundamental problem of coordinating a team of collaborative agents. Chapter 5 studies the problem of multiagent reasoning and decision making under partial observability. Chapter 6 focuses on the design of protocols that are stable against manipulations by self-interested agents. Chapter 7 provides a short introduction to the rapidly expanding field of multiagent reinforcement learning. The material can be used for teaching a half-semester course on multiagent systems covering, roughly, one chapter per lecture.
Publisher: Springer Nature
ISBN: 3031015436
Category : Computers
Languages : en
Pages : 71
Book Description
Multiagent systems is an expanding field that blends classical fields like game theory and decentralized control with modern fields like computer science and machine learning. This monograph provides a concise introduction to the subject, covering the theoretical foundations as well as more recent developments in a coherent and readable manner. The text is centered on the concept of an agent as decision maker. Chapter 1 is a short introduction to the field of multiagent systems. Chapter 2 covers the basic theory of singleagent decision making under uncertainty. Chapter 3 is a brief introduction to game theory, explaining classical concepts like Nash equilibrium. Chapter 4 deals with the fundamental problem of coordinating a team of collaborative agents. Chapter 5 studies the problem of multiagent reasoning and decision making under partial observability. Chapter 6 focuses on the design of protocols that are stable against manipulations by self-interested agents. Chapter 7 provides a short introduction to the rapidly expanding field of multiagent reinforcement learning. The material can be used for teaching a half-semester course on multiagent systems covering, roughly, one chapter per lecture.
Layered Learning in Multiagent Systems
Author: Peter Stone
Publisher: MIT Press
ISBN: 9780262264600
Category : Computers
Languages : en
Pages : 300
Book Description
This book looks at multiagent systems that consist of teams of autonomous agents acting in real-time, noisy, collaborative, and adversarial environments. This book looks at multiagent systems that consist of teams of autonomous agents acting in real-time, noisy, collaborative, and adversarial environments. The book makes four main contributions to the fields of machine learning and multiagent systems. First, it describes an architecture within which a flexible team structure allows member agents to decompose a task into flexible roles and to switch roles while acting. Second, it presents layered learning, a general-purpose machine-learning method for complex domains in which learning a mapping directly from agents' sensors to their actuators is intractable with existing machine-learning methods. Third, the book introduces a new multiagent reinforcement learning algorithm—team-partitioned, opaque-transition reinforcement learning (TPOT-RL)—designed for domains in which agents cannot necessarily observe the state-changes caused by other agents' actions. The final contribution is a fully functioning multiagent system that incorporates learning in a real-time, noisy domain with teammates and adversaries—a computer-simulated robotic soccer team. Peter Stone's work is the basis for the CMUnited Robotic Soccer Team, which has dominated recent RoboCup competitions. RoboCup not only helps roboticists to prove their theories in a realistic situation, but has drawn considerable public and professional attention to the field of intelligent robotics. The CMUnited team won the 1999 Stockholm simulator competition, outscoring its opponents by the rather impressive cumulative score of 110-0.
Publisher: MIT Press
ISBN: 9780262264600
Category : Computers
Languages : en
Pages : 300
Book Description
This book looks at multiagent systems that consist of teams of autonomous agents acting in real-time, noisy, collaborative, and adversarial environments. This book looks at multiagent systems that consist of teams of autonomous agents acting in real-time, noisy, collaborative, and adversarial environments. The book makes four main contributions to the fields of machine learning and multiagent systems. First, it describes an architecture within which a flexible team structure allows member agents to decompose a task into flexible roles and to switch roles while acting. Second, it presents layered learning, a general-purpose machine-learning method for complex domains in which learning a mapping directly from agents' sensors to their actuators is intractable with existing machine-learning methods. Third, the book introduces a new multiagent reinforcement learning algorithm—team-partitioned, opaque-transition reinforcement learning (TPOT-RL)—designed for domains in which agents cannot necessarily observe the state-changes caused by other agents' actions. The final contribution is a fully functioning multiagent system that incorporates learning in a real-time, noisy domain with teammates and adversaries—a computer-simulated robotic soccer team. Peter Stone's work is the basis for the CMUnited Robotic Soccer Team, which has dominated recent RoboCup competitions. RoboCup not only helps roboticists to prove their theories in a realistic situation, but has drawn considerable public and professional attention to the field of intelligent robotics. The CMUnited team won the 1999 Stockholm simulator competition, outscoring its opponents by the rather impressive cumulative score of 110-0.
Readings in Agents
Author: Michael N. Huhns
Publisher: Morgan Kaufmann
ISBN: 9781558604957
Category : Computers
Languages : en
Pages : 552
Book Description
This book collects the most significant literature on agents in an attempt top forge a broad foundation for the field. Includes papers from the perspectives of AI, databases, distributed computing, and programming languages. The book will be of interest to programmers and developers, especially in Internet areas.
Publisher: Morgan Kaufmann
ISBN: 9781558604957
Category : Computers
Languages : en
Pages : 552
Book Description
This book collects the most significant literature on agents in an attempt top forge a broad foundation for the field. Includes papers from the perspectives of AI, databases, distributed computing, and programming languages. The book will be of interest to programmers and developers, especially in Internet areas.
Machine Learning and Knowledge Discovery in Databases
Author: Walter Daelemans
Publisher: Springer Science & Business Media
ISBN: 354087478X
Category : Computers
Languages : en
Pages : 714
Book Description
This book constitutes the refereed proceedings of the joint conference on Machine Learning and Knowledge Discovery in Databases: ECML PKDD 2008, held in Antwerp, Belgium, in September 2008. The 100 papers presented in two volumes, together with 5 invited talks, were carefully reviewed and selected from 521 submissions. In addition to the regular papers the volume contains 14 abstracts of papers appearing in full version in the Machine Learning Journal and the Knowledge Discovery and Databases Journal of Springer. The conference intends to provide an international forum for the discussion of the latest high quality research results in all areas related to machine learning and knowledge discovery in databases. The topics addressed are application of machine learning and data mining methods to real-world problems, particularly exploratory research that describes novel learning and mining tasks and applications requiring non-standard techniques.
Publisher: Springer Science & Business Media
ISBN: 354087478X
Category : Computers
Languages : en
Pages : 714
Book Description
This book constitutes the refereed proceedings of the joint conference on Machine Learning and Knowledge Discovery in Databases: ECML PKDD 2008, held in Antwerp, Belgium, in September 2008. The 100 papers presented in two volumes, together with 5 invited talks, were carefully reviewed and selected from 521 submissions. In addition to the regular papers the volume contains 14 abstracts of papers appearing in full version in the Machine Learning Journal and the Knowledge Discovery and Databases Journal of Springer. The conference intends to provide an international forum for the discussion of the latest high quality research results in all areas related to machine learning and knowledge discovery in databases. The topics addressed are application of machine learning and data mining methods to real-world problems, particularly exploratory research that describes novel learning and mining tasks and applications requiring non-standard techniques.