Efficient Reinforcement Learning for Global Decision Making in the Presence of Local Agents at Scale
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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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Citing papers per year: 2024: 2; 2025: 3; 2026: 3.
8 papers.
- 2024Mean-Field Sampling for Cooperative Multi-Agent Reinforcement Learningcited by 9
- 2024Peer-to-Peer Learning Dynamics of Wide Neural Networkscited by 8
- 2025The Structural Complexity of Matrix-Vector Multiplicationcited by 4
- 2025Feel-Good Thompson Sampling for Contextual Bandits: a Markov Chain Monte Carlo Showdowncited by 4
- 2026Continuous Latent Contexts Enable Efficient Online Learning in Transformerscited by 3
- 2025Bayesian Ego-graph Inference for Networked Multi-Agent Reinforcement Learningcited by 2
- 2026Learning Approximate Nash Equilibria in Cooperative Multi-Agent Reinforcement Learning via Mean-Field Subsamplingcited by 2
- 2026Graphon Mean-Field Subsampling for Cooperative Heterogeneous Multi-Agent Reinforcement Learningcited by 1
- 2026Continuous Latent Contexts Enable Efficient Online Learning in Transformers11 May 2026
- 2026Learning Approximate Nash Equilibria in Cooperative Multi-Agent Reinforcement Learning via Mean-Field Subsampling4 Mar 2026
- 2026Graphon Mean-Field Subsampling for Cooperative Heterogeneous Multi-Agent Reinforcement Learning18 Feb 2026
- 2025Bayesian Ego-graph Inference for Networked Multi-Agent Reinforcement Learning20 Sep 2025
- 2025Feel-Good Thompson Sampling for Contextual Bandits: a Markov Chain Monte Carlo Showdown21 Jul 2025
- 2025The Structural Complexity of Matrix-Vector Multiplication28 Feb 2025
- 2024Mean-Field Sampling for Cooperative Multi-Agent Reinforcement Learning1 Dec 2024
- 2024Peer-to-Peer Learning Dynamics of Wide Neural Networks23 Sep 2024