Distributed Value Function Approximation for Collaborative Multi-Agent Reinforcement Learning

Časopis: IEEE Transactions on Control of Network Systems

Volume, no: 8 , 3

ISSN: 2372-2533

DOI: 10.1109/TCNS.2021.3061909

Stranice: 1270-1280

Link: https://ieeexplore.ieee.org/document/9362284

In this article, we propose several novel distributed gradient-based temporal-difference algorithms for multiagent off-policy learning of linear approximation of the value function in Markov decision processes with strict information structure constraints, limiting interagent communications to small neighborhoods. The algorithms are composed of the following: first, local parameter updates based on the single-agent off-policy gradient temporal-difference learning algorithms, including the eligibility traces with state-dependent parameters and, second, linear stochastic time-varying consensus schemes, represented by directed graphs. The proposed algorithms differ in their form, definition of eligibility traces, selection of time scales, and the way of incorporating consensus iterations. The main contribution of this article is a convergence analysis based on the general properties of the underlying Feller–Markov processes and the stochastic time-varying consensus model. We prove under general assumptions that the parameter estimates generated by all the proposed algorithms weakly converge to the corresponding ordinary differential equations with precisely defined invariant sets. It is demonstrated how the adopted methodology can be applied to temporal-difference algorithms under weaker information structure constraints. The variance reduction effect of the proposed algorithms is demonstrated by formulating and analyzing an asymptotic stochastic differential equation. Specific guidelines for the communication network design are provided. The algorithms’ superior properties are illustrated by characteristic simulation results.
Ključne reči: Collaborative networks , convergence analysis , decentralized algorithms , distributed consensus , multi-agent systems , reinforcement learning , temporal difference learning , value function , weak convergence
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