An Analysis of Stochastic Game Theory for Multiagent Reinforcement Learning

Abstract

Learning behaviors in a multiagent environment are crucial for developing and adapting multiagent systems. Reinforcement learning techniques have addressed this problem for a single agent acting in a stationary environment, which is modeled as a Markov decision process (MDP). But, multiagent environments are inherently non-stationary since the other agents are free to change their behavior as they also learn and adapt. Stochastic games, first studied in the game theory community, are a natural extension of MDPs to include multiple agents. In this paper we contribute a comprehensive presentation of the relevant techniques for solving stochastic games from both the game theory community and reinforcement learning communities. We examine the assumptions and limitations of these algorithms, and identify similarities between these algorithms, single agent reinforcement learners, and basic game theory techniques.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 2000
Accession Number
ADA385122

Entities

People

  • Manuela M. Veloso
  • Michael Bowling

Organizations

  • Carnegie Mellon University

Tags

Communities of Interest

  • Autonomy
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Artificial Intelligence
  • Computer Programming
  • Computer Science
  • Equations
  • Game Theory
  • Information Processing
  • Information Systems
  • Linear Programming
  • Machine Learning
  • Matrix Games
  • Multiagent Systems
  • Probability
  • Probability Distributions
  • Quadratic Programming
  • Reinforcement Learning
  • Zero-Sum Games

Fields of Study

  • Computer science

Readers

  • Agent-Based Social Robotics and Mobile-Assisted Learning in Virtual Environments.
  • Statistical inference.
  • Theoretical Analysis.

Technology Areas

  • AI & ML
  • AI & ML - Machine Learning Algorithms