arXiv subjects

Yuanquan Hu

Publications and source records attributed to Yuanquan Hu.

3 recordsLinked to original sources

arXiv2026

Graphon Mean-Field Control for Cooperative Multi-Agent Reinforcement Learning

The marriage between mean-field theory and reinforcement learning has shown a great capacity to solve large-scale control problems with homogeneous agents. To break the homogeneity restriction of mean-field theory, a recent interest is to introduce graphon theory to the mean-field paradigm. In this paper, we propose a graphon mean-field control (GMFC) framework to approximate cooperative multi-agent reinforcement learning (MARL) with nonuniform interactions and show that the approximate order is of $\mathcal{O}(\frac{1}{\sqrt{N}})$, with $N$ the number of agents. By discretizing the graphon index of GMFC, we further introduce a smaller class of GMFC called block GMFC, which is shown to well approximate cooperative MARL. Our empirical studies on several examples demonstrate that our GMFC approach is comparable with the state-of-art MARL algorithms while enjoying better scalability.

cs.MA↗

arXiv2025

P3: Prompts Promote Prompting

Current large language model (LLM) applications often employ multi-component prompts, comprising both system and user prompts, to guide model behaviors. While recent advancements have demonstrated the efficacy of automatically optimizing either the system or user prompt to boost performance, such unilateral approaches often yield suboptimal outcomes due to the interdependent nature of these components. In this work, we introduce P3, a novel self-improvement framework that concurrently optimizes both system and user prompts through an iterative process. The offline optimized prompts are further leveraged to promote online prompting by performing query-dependent prompt optimization. Extensive experiments on general tasks (e.g., Arena-hard and Alpaca-eval) and reasoning tasks (e.g., GSM8K and GPQA) demonstrate that P3 achieves superior performance in the realm of automatic prompt optimization. Our results highlight the effectiveness of a holistic optimization strategy in enhancing LLM performance across diverse domains.

cs.CL↗

arXiv2023

Optimizing Trading Strategies in Quantitative Markets using Multi-Agent Reinforcement Learning

Quantitative markets are characterized by swift dynamics and abundant uncertainties, making the pursuit of profit-driven stock trading actions inherently challenging. Within this context, reinforcement learning (RL), which operates on a reward-centric mechanism for optimal control, has surfaced as a potentially effective solution to the intricate financial decision-making conundrums presented. This paper delves into the fusion of two established financial trading strategies, namely the constant proportion portfolio insurance (CPPI) and the time-invariant portfolio protection (TIPP), with the multi-agent deep deterministic policy gradient (MADDPG) framework. As a result, we introduce two novel multi-agent RL (MARL) methods, CPPI-MADDPG and TIPP-MADDPG, tailored for probing strategic trading within quantitative markets. To validate these innovations, we implemented them on a diverse selection of 100 real-market shares. Our empirical findings reveal that the CPPI-MADDPG and TIPP-MADDPG strategies consistently outpace their traditional counterparts, affirming their efficacy in the realm of quantitative trading.

q-fin.TR↗