Work

Decentralized Multi-Agent Reinforcement Learning for Continuous-Space Stochastic Games

Year: 2023
Type: conference-paper
Abstract: 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 establish 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.
Language: English
Open Access status: green
OpenAlex ID: W4382936102
FWCI: 1.076
Cites: 16
Cited by: 6
Related to: 10