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A Game-Theoretic Approach to Multi-agent Trust Region Optimization

Wen, Y; Chen, H; Yang, Y; Li, M; Tian, Z; Chen, X; Wang, J; (2023) A Game-Theoretic Approach to Multi-agent Trust Region Optimization. In: Yokoo, M and Qiao, H and Vorobeychik, Y and Hao, J, (eds.) International Conference on Distributed Artificial Intelligence DAI 2022: Distributed Artificial Intelligence. (pp. pp. 74-87). Springer, Cham Green open access

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Abstract

Trust region methods are widely applied in single-agent reinforcement learning problems due to their monotonic performance-improvement guarantee at every iteration. Nonetheless, when applied in multi-agent settings, the guarantee of trust region methods no longer holds because an agent’s payoff is also affected by other agents’ adaptive behaviors. To tackle this problem, we conduct a game-theoretical analysis in the policy space, and propose a multi-agent trust region learning method (MATRL), which enables trust region optimization for multi-agent learning. Specifically, MATRL finds a stable improvement direction that is guided by the solution concept of Nash equilibrium at the meta-game level. We derive the monotonic improvement guarantee in multi-agent settings and show the local convergence of MATRL to stable fixed points in differential games. To test our method, we evaluate MATRL in both discrete and continuous multiplayer general-sum games including checker and switch grid worlds, multi-agent MuJoCo, and Atari games. Results suggest that MATRL significantly outperforms strong multi-agent reinforcement learning baselines.

Type: Proceedings paper
Title: A Game-Theoretic Approach to Multi-agent Trust Region Optimization
Event: Distributed Artificial Intelligence 4th International Conference, DAI 2022
Location: Tianjin, PEOPLES R CHINA
Dates: 15 Dec 2022 - 17 Dec 2022
ISBN-13: 9783031255489
Open access status: An open access version is available from UCL Discovery
DOI: 10.1007/978-3-031-25549-6_6
Publisher version: https://doi.org/10.1007/978-3-031-25549-6_6
Language: English
Additional information: This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.
Keywords: Science & Technology, Technology, Computer Science, Artificial Intelligence, Computer Science, Interdisciplinary Applications, Computer Science, Multi-agent Reinforcement Learning, Game Theory, Trust Region Optimization
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science
URI: https://discovery.ucl.ac.uk/id/eprint/10173720
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