An Agent-Based Model of Strategic Adoption of Real-Time Payments

K Mayo, S Fozdar, and MP Wellman 2nd ACM International Conference on AI in Finance (ICAIF), Article No.: 45, pages 1–9, November 2021. Abstract Real-time payments (RTPs) allow consumers to receive funds before the completion of payment…
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Therese Nkeng

Rainier Delarosa

Building Action Sets in a Deep Reinforcement Learner

Y Wang, A Sinha, S CH-Wang, and MP Wellman 20th IEEE International Conference on Machine Learning and Applications (ICMLA-21), pages 484–489, December 2021. Abstract In many policy-learning applications, the agent may execute a set of actions…

A Strategic Analysis of Portfolio Compression

K Mayo and MP Wellman 2nd ACM International Conference on AI in Finance (ICAIF), Article No.: 20, pages 1–8, November 2021. Extended abstract appeared in 20th International Conference on Autonomous Agents and Multiagent Systems (AAMAS),…

Evolution Strategies for Approximate Solution of Bayesian Games

Z Li and MP Wellman 35th AAAI Conference on Artificial Intelligence, pages 5531-5540, Feb 2021. Abstract We address the problem of solving complex Bayesian games, characterized by high-dimensional type and action spaces, many (> 2) players,…

Iterative Empirical Game Solving via Single Policy Best Response

MO Smith, T Anthony, and MP Wellman 9th International Conference on Learning Representations (ICLR), Spotlight Presentation, May 2021. Abstract Policy-Space Response Oracles (PSRO) is a general algorithmic framework for learning policies…
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Gary Qiurui Ma

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Katherine Mayo

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Christine Konicki