Online learning for Markov decision processes applied to multi-agent systems

2017 ◽  
Author(s):  
Mahmoud El Chamie ◽  
Behcet Acikmese ◽  
Mehran Mesbahi
Keyword(s):  
Online Learning ◽  
Markov Decision Processes ◽  
Decision Processes ◽  
Multi Agent Systems ◽  
Agent Systems ◽  
Markov Decision ◽  
Multi Agent

scholarly journals Solving Transition Independent Decentralized Markov Decision Processes

2004 ◽  
Vol 22 ◽  
pp. 423-455 ◽  
Author(s):  
R. Becker ◽  
S. Zilberstein ◽  
V. Lesser ◽  
C. V. Goldman
Keyword(s):  
Markov Decision Processes ◽  
Optimal Algorithm ◽  
Decision Processes ◽  
Specific Class ◽  
Multi Agent Systems ◽  
Sequential Decision ◽  
Anytime Algorithm ◽  
Reward Function ◽  
Markov Decision ◽  
Multi Agent

Formal treatment of collaborative multi-agent systems has been lagging behind the rapid progress in sequential decision making by individual agents. Recent work in the area of decentralized Markov Decision Processes (MDPs) has contributed to closing this gap, but the computational complexity of these models remains a serious obstacle. To overcome this complexity barrier, we identify a specific class of decentralized MDPs in which the agents' transitions are independent. The class consists of independent collaborating agents that are tied together through a structured global reward function that depends on all of their histories of states and actions. We present a novel algorithm for solving this class of problems and examine its properties, both as an optimal algorithm and as an anytime algorithm. To our best knowledge, this is the first algorithm to optimally solve a non-trivial subclass of decentralized MDPs. It lays the foundation for further work in this area on both exact and approximate algorithms.

scholarly journals Value Function Transfer for Deep Multi-Agent Reinforcement Learning Based on N-Step Returns

2019 ◽  
Author(s):  
Yong Liu ◽  
Yujing Hu ◽  
Yang Gao ◽  
Yingfeng Chen ◽  
Changjie Fan
Keyword(s):  
Reinforcement Learning ◽  
Knowledge Transfer ◽  
Value Function ◽  
Single Agent ◽  
Multi Agent Systems ◽  
Agent Systems ◽  
Markov Decision ◽  
Dimensional State Space ◽  
Multi Agent ◽  
Function Transfer

Many real-world problems, such as robot control and soccer game, are naturally modeled as sparse-interaction multi-agent systems. Reutilizing single-agent knowledge in multi-agent systems with sparse interactions can greatly accelerate the multi-agent learning process. Previous works rely on bisimulation metric to define Markov decision process (MDP) similarity for controlling knowledge transfer. However, bisimulation metric is costly to compute and is not suitable for high-dimensional state space problems. In this work, we propose more scalable transfer learning methods based on a novel MDP similarity concept. We start by defining the MDP similarity based on the N-step return (NSR) values of an MDP. Then, we propose two knowledge transfer methods based on deep neural networks called direct value function transfer and NSR-based value function transfer. We conduct experiments in image-based grid world, multi-agent particle environment (MPE) and Ms. Pac-Man game. The results indicate that the proposed methods can significantly accelerate multi-agent reinforcement learning and meanwhile get better asymptotic performance.

scholarly journals A Novel Heterogeneous Swarm Reinforcement Learning Method for Sequential Decision Making Problems

2019 ◽  
Vol 1 (2) ◽  
pp. 590-610
Author(s):  
Zohreh Akbari ◽  
Rainer Unland
Keyword(s):  
Decision Making ◽  
Reinforcement Learning ◽  
Single Agent ◽  
Sequential Decision Making ◽  
Multi Agent Systems ◽  
Sequential Decision ◽  
Agent Systems ◽  
Novel Approach ◽  
Markov Decision ◽  
Multi Agent

Sequential Decision Making Problems (SDMPs) that can be modeled as Markov Decision Processes can be solved using methods that combine Dynamic Programming (DP) and Reinforcement Learning (RL). Depending on the problem scenarios and the available Decision Makers (DMs), such RL algorithms may be designed for single-agent systems or multi-agent systems that either consist of agents with individual goals and decision making capabilities, which are influenced by other agent’s decisions, or behave as a swarm of agents that collaboratively learn a single objective. Many studies have been conducted in this area; however, when concentrating on available swarm RL algorithms, one obtains a clear view of the areas that still require attention. Most of the studies in this area focus on homogeneous swarms and so far, systems introduced as Heterogeneous Swarms (HetSs) merely include very few, i.e., two or three sub-swarms of homogeneous agents, which either, according to their capabilities, deal with a specific sub-problem of the general problem or exhibit different behaviors in order to reduce the risk of bias. This study introduces a novel approach that allows agents, which are originally designed to solve different problems and hence have higher degrees of heterogeneity, to behave as a swarm when addressing identical sub-problems. In fact, the affinity between two agents, which measures the compatibility of agents to work together towards solving a specific sub-problem, is used in designing a Heterogeneous Swarm RL (HetSRL) algorithm that allows HetSs to solve the intended SDMPs.

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