A game-theoretic approach for hierarchical epidemic control
F Jia, A Mate, Z Li, S Jabbari, M Chakraborty, M Tambe, MP Wellman, and Y Vorobeychik
Autonomous Agents and Multi-Agent Systems, 39, 14:1–37 (2025).
Abstract
We design and analyze a multi-level game-theoretic model of hierarchical policy…
Understanding the Implications of Advanced AI on Financial Markets
MP Wellman
Journal of Financial Transformation, 60:14-19, 2025.
Abstract
The rapid advancement of surprisingly capable AI is raising questions about AI’s impact on virtually all aspects of our economy and society. The nexus of AI and finance…
Empirical Game Theoretic Analysis: A Survey
MP Wellman, K Tuyls, and A Greenwald
Journal of Artificial Intelligence Research, 82:1017-1076, 2025.
Abstract
In the empirical approach to game-theoretic analysis (EGTA), the model of the game comes not from declarative representation, but…
Policy Abstraction and Nash Refinement in Tree-Exploiting PSRO
C Konicki, M Chakraborty, and MP Wellman
24th International Conference on Autonomous Agents and Multiagent Systems (AAMAS), May 2025. Forthcoming.
Abstract
Policy Space Response Oracles (PSRO) interleaves empirical game-theoretic analysis…
Market Making with Learned Beta Policies
Y Wang, R Savani, A Gu, C Mascioli, T Turocy, and MP Wellman
5th ACM International Conference on AI in Finance (ICAIF), pages 643-651, November 2024.
Abstract
In market making, a market maker (MM) can concurrently place many buy and sell…
A Financial Market Simulation Environment for Trading Agents Using Deep Reinforcement Learning
C Mascioli, A Gu, Y Wang, M Chakraborty, and MP Wellman
5th ACM International Conference on AI in Finance (ICAIF), pages 117-125, November 2024.
Abstract
We present PyMarketSim, a financial market simulation environment designed for training…
The Effect of Liquidity on the Spoofability of Financial Markets
A Gu, Y Wang, C Mascioli, R Savani, T Turocy, M Chakraborty, and MP Wellman
5th ACM International Conference on AI in Finance (ICAIF), pages 239-247, November 2024.
Recipient of the ICAIF24 Best Paper Award.
Abstract
We investigate the…
Navigating in a Space of Game Views
MP Wellman, K Mayo
Autonomous Agents and Multi-Agent Systems (JAAMAS), 38(31):1–25, 2024.
Abstract
Game-theoretic modeling entails selecting the particular elements of a complex strategic situation deemed most salient for strategic analysis.…
A Meta-Game Evaluation Framework for Deep Multiagent Reinforcement Learning
Z Li and MP Wellman
33rd International Joint Conference on Artificial Intelligence (IJCAI), pages 148-156, August 2024.
earlier version won Best Paper Award at 16th Adaptive and Learning Agents (ALA) Workshop at AAMAS, May 2024.
Abstract
Evaluating…
Co-Learning Empirical Games and World Models
MO Smith and MP Wellman
1st Reinforcement Learning Conference (RLC), August 2024.
Reinforcement Learning Journal, vol. 1, 2024, pp. 1-15.
Abstract
Game-based decision-making involves reasoning over both world dynamics and strategic interactions…