Decentralized Multi-Agent Reinforcement Learning for Continuous-Space Stochastic Games
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Abstract (arXiv)
Stochastic games are a popular framework for studying multi-agent reinforcement learning (MARL). Recent advances in MARL have focused primarily on games with finitely many states. In this work, we study multi-agent learning in stochastic games with general state spaces and an information structure in which agents do not observe each other's actions. In this context, we propose a decentralized MARL algorithm and we prove the near-optimality of its policy updates. Furthermore, we study the global policy-updating dynamics for a general class of best-reply based algorithms and derive a closed-form characterization of convergence probabilities over the joint policy space.
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References · 12
- 2019Multi-Agent Reinforcement Learning: A Selective Overview of Theories and Algorithmscited by 555
- 2021Independent Policy Gradient Methods for Competitive Reinforcement Learningcited by 97
- 2021Decentralized Q-Learning in Zero-sum Markov Gamescited by 53
- 2015Decentralized Q-Learning for Stochastic Teams and Gamescited by 34
- 2021Convergence of Finite Memory Q-Learning for POMDPs and Near Optimality of Learned Policies under Filter Stabilitycited by 20
- 2021Independent Learning in Stochastic Gamescited by 20
- 2019Decentralized Learning for Optimality in Stochastic Dynamic Teams and Games with Local Control and Global State Informationcited by 12
- 2015Asymptotic Optimality of Finite Approximations to Markov Decision Processes with Borel Spacescited by 11
- 2021Satisficing Paths and Independent Multi-Agent Reinforcement Learning in Stochastic Gamescited by 9
- 2021Q-Learning for MDPs with General Spaces: Convergence and Near Optimality via Quantization under Weak Continuitycited by 7
- 2015Finite Model Approximations and Asymptotic Optimality of Quantized Policies in Decentralized Stochastic Controlcited by 1
- 2018A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Controlcited by 1
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