mlsanityData to 7 Oct 2026

Efficient Reinforcement Learning for Global Decision Making in the Presence of Local Agents at Scale

arXiv 2403.00222 ↗First posted 1 Mar 2024cs.LG cs.MAcited by 8

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Abstract (arXiv)

We study reinforcement learning for global decision-making in the presence of local agents, where the global decision-maker makes decisions affecting all local agents, and the objective is to learn a policy that maximizes the joint rewards of all the agents. Such problems find many applications, e.g. demand response, EV charging, queueing, etc. In this setting, scalability has been a long-standing challenge due to the size of the state space which can be exponential in the number of agents. This work proposes the textttSUBSAMPLE-Q algorithm where the global agent subsamples k≤ n local agents to compute a policy in time that is polynomial in k. We show that this learned policy converges to the optimal policy in the order of tildeO(1/√k+εk,m) as the number of sub-sampled agents k increases, where εk,m is the Bellman noise. Finally, we validate the theory through numerical simulations in a demand-response setting and a queueing setting.

Key facts. Cited by 8 papers in the map (data through 7 Oct 2026). Builds on 35 of its 76 references that are in the map. First posted on arXiv 1 Mar 2024.

Builds on

35 of 76 references.

References · 35

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23 more
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Cited by year (2026 to 7 Oct)

Citing papers per year: 2024: 2; 2025: 3; 2026: 3.

8 papers.