Independent Learning in Stochastic Games

• URL: http://arxiv.org/abs/2111.11743v1
• Date: Tue, 23 Nov 2021 09:27:20 GMT
• Title: Independent Learning in Stochastic Games
• Authors: Asuman Ozdaglar and Muhammed O. Sayin and Kaiqing Zhang
• Abstract summary: We present the model of games for multi-agent learning in dynamic environments. We focus on the development of simple and independent learning dynamics for games. We present our recently proposed simple and independent learning dynamics that guarantee convergence in zero-sum games.
• Score: 16.505046191280634
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Reinforcement learning (RL) has recently achieved tremendous successes in many artificial intelligence applications. Many of the forefront applications of RL involve multiple agents, e.g., playing chess and Go games, autonomous driving, and robotics. Unfortunately, the framework upon which classical RL builds is inappropriate for multi-agent learning, as it assumes an agent's environment is stationary and does not take into account the adaptivity of other agents. In this review paper, we present the model of stochastic games for multi-agent learning in dynamic environments. We focus on the development of simple and independent learning dynamics for stochastic games: each agent is myopic and chooses best-response type actions to other agents' strategy without any coordination with her opponent. There has been limited progress on developing convergent best-response type independent learning dynamics for stochastic games. We present our recently proposed simple and independent learning dynamics that guarantee convergence in zero-sum stochastic games, together with a review of other contemporaneous algorithms for dynamic multi-agent learning in this setting. Along the way, we also reexamine some classical results from both the game theory and RL literature, to situate both the conceptual contributions of our independent learning dynamics, and the mathematical novelties of our analysis. We hope this review paper serves as an impetus for the resurgence of studying independent and natural learning dynamics in game theory, for the more challenging settings with a dynamic environment.

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