Mean-Field Control based Approximation of Multi-Agent Reinforcement Learning in Presence of a Non-decomposable Shared Global State
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Abstract (arXiv)
Mean Field Control (MFC) is a powerful approximation tool to solve large-scale Multi-Agent Reinforcement Learning (MARL) problems. However, the success of MFC relies on the presumption that given the local states and actions of all the agents, the next (local) states of the agents evolve conditionally independent of each other. Here we demonstrate that even in a MARL setting where agents share a common global state in addition to their local states evolving conditionally independently (thus introducing a correlation between the state transition processes of individual agents), the MFC can still be applied as a good approximation tool. The global state is assumed to be non-decomposable i.e., it cannot be expressed as a collection of local states of the agents. We compute the approximation error as O(e) where e=frac1√Nleft[√|X| +√|U|right]. The size of the agent population is denoted by the term N, and |X|, |U| respectively indicate the sizes of (local) state and action spaces of individual agents. The approximation error is found to be independent of the size of the shared global state space. We further demonstrate that in a special case if the reward and state transition functions are independent of the action distribution of the population, then the error can be improved to e=frac√|X|√N. Finally, we devise a Natural Policy Gradient based algorithm that solves the MFC problem with O(ε-3) sample complexity and obtains a policy that is within O(maxe,ε) error of the optimal MARL policy for any ε>0.
Key facts. Cited by 8 papers in the map (data through 7 Oct 2026). Builds on 21 of its 34 references that are in the map. First posted on arXiv 13 Jan 2023.
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21 of 34 references.
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9 more
- 2021Efficient Model-Based Multi-Agent Mean-Field Reinforcement Learningcited by 38
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Citing papers per year: 2023: 3; 2024: 5.
8 papers.
- 2023Improved Sample Complexity Analysis of Natural Policy Gradient Algorithm with General Parameterization for Infinite Horizon Discounted Reward Markov Decision Processescited by 24
- 2023Continuous-time q-learning for mean-field control problemscited by 17
- 2024Sample-Efficient Constrained Reinforcement Learning with General Parameterizationcited by 11
- 2024Learning General Parameterized Policies for Infinite Horizon Average Reward Constrained MDPs via Primal-Dual Policy Gradient Algorithmcited by 9
- 2024Unified continuous-time q-learning for mean-field game and mean-field control problemscited by 7
- 2023Major-Minor Mean Field Multi-Agent Reinforcement Learningcited by 4
- 2024Last-Iterate Convergence of General Parameterized Policies in Constrained MDPscited by 0
- 2024Evaluating the Impact of Multiple DER Aggregators on Wholesale Energy Markets: A Hybrid Mean Field Approachcited by 0
- 2024Evaluating the Impact of Multiple DER Aggregators on Wholesale Energy Markets: A Hybrid Mean Field Approach27 Aug 2024
- 2024Last-Iterate Convergence of General Parameterized Policies in Constrained MDPs21 Aug 2024
- 2024Unified continuous-time q-learning for mean-field game and mean-field control problems5 Jul 2024
- 2024Sample-Efficient Constrained Reinforcement Learning with General Parameterization17 May 2024
- 2024Learning General Parameterized Policies for Infinite Horizon Average Reward Constrained MDPs via Primal-Dual Policy Gradient Algorithm3 Feb 2024
- 2023Improved Sample Complexity Analysis of Natural Policy Gradient Algorithm with General Parameterization for Infinite Horizon Discounted Reward Markov Decision Processes18 Oct 2023
- 2023Continuous-time q-learning for mean-field control problems28 Jun 2023
- 2023Major-Minor Mean Field Multi-Agent Reinforcement Learning19 Mar 2023