Do Rollups Self-Organize? Multi-Agent Reinforcement Learning in the EIP-4844 Blob Fee Market

Multi-agent reinforcement learning supports cooperative decision-making in Internet of Things systems, but strategic deviations can disrupt coordination and undermine confidence in the training process. This paper proposes Blockchain-Enabled Centralized Training and Decentralized Execution (BE-CTDE), which uses blockchain as an active training-management layer. A behavioral verifier compares executed trajectories with shared-policy recommendations; its flags drive a token mechanism combining slashing, burning, rewards, and compensation. Retained balances determine each agent's contribution to the global policy update, connecting auditable behavior to learning influence. We derive a one-round incentive condition that accounts for action-dependent compensation and the payoff from deviation, and a finite expected exclusion-time bound under explicit conditional detection and accounting assumptions, showing perfect detection is unnecessary. An exact finite-population capacity bound characterizes the limits of the population-relative detector. In multi-agent path finding experiments, BE-CTDE outperforms a state-of-the-art learning-based path planner with substantially higher success rates under attack, even when adversaries form the majority. It also outperforms partially defended baselines in all configurations, with collision rates up to 35% lower than under detection without economic consequences and up to 43% lower than under conventional stake slashing. Together, these results characterize how behavioral verification and token feedback can support accountable cooperative learning.

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. We therefore construct a minimal closed-loop simulator in which the missing signal exists by construction: two constant-product pools repriced by an equilibrium-inspired dynamic-fee rule, fee-sensitive noise flow, and closed-form CEX--AMM arbitrage. Equilibrium is used as a closure principle, not as an object the trader learns. Against a tuned benchmark ladder of schedule, planning, lookahead, and tabular policies, a small DQN is the only evaluated valid policy whose paired improvement over tuned one-step routing excludes zero. On a reserved final block of 1{,}000 seeds with completion forced to 1.0 for every policy, it reduces implementation shortfall under every tested intra-step ordering, by $13.3\bps$ of order notional under the pre-specified agent-last ordering, and the edge is concentrated in, and learned from, dynamic-fee environments: under constant fees the paired difference is indistinguishable from zero. The result is model-conditioned counterfactual evidence about execution control in AMMs, not evidence about historical traders, equilibrium play, or deployable profit.

Group-based reinforcement learning such as GRPO trains LLM agents by comparing rollouts sampled for each task, without a learned critic. In long-horizon settings, these rollouts revisit shared anchor states, offering cross-rollout evidence for step-level credit. Ideally, step-level credit should incorporate evidence beyond the realized suffixes observed at an anchor while aggregating alternative continuations according to their empirical frequencies. Visit-local averaging pools realized suffix returns at shared anchors and respects observed frequencies, but does not recursively propagate evidence across rollouts, whereas shortest-path estimators have global reach but allow a rarely observed route to dominate an anchor's value. We introduce Cross-Rollout Bellman Closure (CRBC), which merges each rollout group into a finite empirical process with absorbing success and failure boundaries and evaluates its behavior-policy Bellman fixed point with one linear solve. This fixed point uses the same empirical action and transition frequencies to propagate evidence through shared anchors and aggregate alternative continuations. Backing up the resulting state values through observed transitions yields action values, whose gain over the corresponding state value provides step-level credit. A corresponding finite-depth family recovers visit-local return averaging at zero depth and converges to the exact closure as depth increases. The normalized closure credit is combined with the trajectory-level group advantage for policy optimization, without additional environment rollouts. Across ALFWorld, WebShop, and Sokoban benchmarks with multiple model scales, CRBC consistently improves final performance and learning efficiency. For example, CRBC outperforms the strongest evaluated baseline by 5.59 percentage points on ALFWorld with Qwen2.5-1.5B-Instruct.