Decentralized Learning in Markov Games

  • Authors:
  • P. Vrancx;K. Verbeeck;A. Nowe

  • Affiliations:
  • Comput. Modeling Lab., Vrije Univ. Brussel, Brussels;-;-

  • Venue:
  • IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
  • Year:
  • 2008

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Abstract

Learning automata (LA) were recently shown to be valuable tools for designing multiagent reinforcement learning algorithms. One of the principal contributions of the LA theory is that a set of decentralized independent LA is able to control a finite Markov chain with unknown transition probabilities and rewards. In this paper, we propose to extend this algorithm to Markov games-a straightforward extension of single-agent Markov decision problems to distributed multiagent decision problems. We show that under the same ergodic assumptions of the original theorem, the extended algorithm will converge to a pure equilibrium point between agent policies.