arXiv AI

Beyond Supra-Competitive Outcomes: Collusive Behaviour in Deep Reinforcement Learning for Optimal Execution Games

arXiv AI
Sep 18

Mitigating Retaliatory Algorithmic Collusion in Repeated Games

The paper introduces CURB, a reward‑shaping framework that penalizes the total variation distance between an agent’s action distributions under cooperation and defection histories, thereby preventing collusive equilibria in repeated games. By linking empirical Q‑learning collusion to Simple Penal Codes, the authors prove that any non‑trivial SPC can be neutralized, and demonstrate CURB’s effectiveness in both tabular and deep Q‑learning settings for Bertrand and Cournot competition.

By Karthik Sivachandran, Rohan Paleja
arXiv Machine Learning
Aug 28

Shared Actors Need Not Share Critics: Effects of Value Mismatch in Parallel Reinforcement Learning

The paper investigates the problem of sharing a single critic across multiple parallel environments in reinforcement learning. It shows that when environments assign different expected returns to the same state, a shared critic must reconcile conflicting value targets, which can distort advantage estimates and misguide policy updates. The authors propose a simple fix—providing the critic with the environment index—demonstrating through bandit models and experiments on CartPole, MuJoCo, BipedalWalker, and 16 Procgen games that this conditional critic stabilizes learning and boosts returns, achieving a 40.8% improvement in aggregate normalized return on unseen levels.

By Zhenya Liu, Yang Meng, Zhuokai Zhao, Xuefeng Liu, Yuxin Chen
arXiv Machine Learning
Jul 14

Reinforcement Learning for Execution under Dynamic Fees in a Closed-Loop DEX Simulator

arXiv:2607. 10960v1 Announce Type: new Abstract: Trader-facing dynamic fees are increasingly proposed for automated market makers (AMMs), but historical data do not identify how order flow would respond: trader-facing fees do not vary, trader types are latent, and a replayed tape is not a sequential decision environment.

By Wen-Ting Wang
arXiv Machine Learning
1d ago

Oblivious Learning and Collusive Pricing

The paper investigates whether pricing algorithms on multi‑seller platforms should incorporate competitors’ prices when learning demand. It compares two strategies: informed sellers that use competitor prices in their learning models, and oblivious sellers that ignore them. The study finds that oblivious sellers must explore prices more aggressively to offset missing competitor information; when all sellers are oblivious, prices eventually converge to the competitive outcome, but insufficient exploration can create many pseudo‑equilibria. In mixed markets, informed sellers earn more, and the unique Nash equilibrium is a fully informed market where prices efficiently converge to the competitive outcome, showing that oblivious modeling does not reliably produce collusion.

By Yuhang Wu, Assaf Zeevi
arXiv AI
Aug 20

SkillGate: Training In-Policy Skill Selection in Long-Horizon Agents

SkillGate is a method that trains agents to select the correct skill from a large slate during an episode by separating credit signals for skill selection and execution. It addresses the problem of selector credit starvation, where traditional outcome-rewarded RL fails to give sufficient credit to the skill-naming tokens, especially in long-horizon tasks. Experiments on five benchmarks show that SkillGate improves a 9B policy’s success rate from 40.8% to 53.2%, reduces exposure to misleading candidates, and requires fewer skill reads.

By Qingyao Li, Wenxiang Jiao, Shuai Shao, Kangning Zhang, Yuan Lu, Yi Guo, Weiwen Liu, Weinan Zhang, Yong Yu
arXiv AI
4d ago

Targeting Pivotal Decisions for Credit Assignment in Agentic Reinforcement Learning

arXiv:2609.36178v1 Announce Type: cross Abstract: Group Relative Policy Optimization (GRPO) has become a promising approach for training large language model agents. However, its uniform assignment o...

By Dongwon Jung, Hemanth Neelgund Ramesh, Yifan Wang, Xiaomin Li, Yuexing Hao, Yu Hu, Muhao Chen, Varun Chandrasekaran, Andrzej Banburski-Fahey, Jaron Lanier
arXiv AI
Aug 21

The Bidding Games: Reinforcement Learning for MEV Extraction on Polygon Blockchain

arXiv:2510. 14642v2 Announce Type: replace-cross Abstract: In blockchain networks, the strategic ordering of transactions within blocks has emerged as a significant source of profit extraction, known as Maximal Extractable Value (MEV).

By Andrei Seoev, Leonid Gremyachikh, Anastasiia Smirnova, Yash Madhwal, Alisa Kalacheva, Dmitry Belousov, Ilia Zubov, Aleksei Smirnov, Denis Fedyanin, Vladimir Gorgadze, Yury Yanovich