Decentralized Learning in General-sum Markov Games
| Autor: | Maheshwari, Chinmay, Wu, Manxi, Sastry, Shankar |
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| Rok vydání: | 2024 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | The Markov game framework is widely used to model interactions among agents with heterogeneous utilities in dynamic, uncertain, societal-scale systems. In these settings, agents typically operate in a decentralized manner due to privacy and scalability concerns, often without knowledge of others' strategies. Designing decentralized learning algorithms that provably converge to rational outcomes remains challenging, especially beyond Markov zero-sum and potential games, which do not fully capture the mixed cooperative-competitive nature of real-world interactions. Our paper focuses on designing decentralized learning algorithms for general-sum Markov games, aiming to provide guarantees of convergence to approximate Nash equilibria. We introduce a Markov Near-Potential Function (MNPF), and show that MNPF plays a central role in the analysis of convergence of an actor-critic-based decentralized learning dynamics to approximate Nash equilibria. Our analysis leverages the two-timescale nature of actor-critic algorithms, where Q-function updates occur faster than policy updates. This result is further strengthened under certain regularity conditions and when the set of Nash equilibria is finite. Our findings provide a new perspective on the analysis of decentralized learning in multi-agent systems, addressing the complexities of real-world interactions. Comment: 18 pages, 1 figure |
| Databáze: | arXiv |
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