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

M 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 in…
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Gary Qiurui Ma

Structure learning for approximate solution of many-player games

Z Li and MP Wellman 34th AAAI Conference on Artificial Intelligence, pages 2119-2127, Feb 2020. Abstract Games with many players are difficult to solve or even specify without adopting structural assumptions that enable representation in…