Graphon Mean-Field Control for Cooperative Multi-Agent Reinforcement Learning

Fuente: arXiv
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Autores principales: Hu, Yuanquan, Wei, Xiaoli, Yan, Junji, Zhang, Hengxi
Formato: Preprint
Publicado: 2022
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author Hu, Yuanquan
Wei, Xiaoli
Yan, Junji
Zhang, Hengxi
author_facet Hu, Yuanquan
Wei, Xiaoli
Yan, Junji
Zhang, Hengxi
contents The marriage between mean-field theory and reinforcement learning has shown a great capacity to solve large-scale control problems with homogeneous agents. To break the homogeneity restriction of mean-field theory, a recent interest is to introduce graphon theory to the mean-field paradigm. In this paper, we propose a graphon mean-field control (GMFC) framework to approximate cooperative multi-agent reinforcement learning (MARL) with nonuniform interactions and show that the approximate order is of $\mathcal{O}(\frac{1}{\sqrt{N}})$, with $N$ the number of agents. By discretizing the graphon index of GMFC, we further introduce a smaller class of GMFC called block GMFC, which is shown to well approximate cooperative MARL. Our empirical studies on several examples demonstrate that our GMFC approach is comparable with the state-of-art MARL algorithms while enjoying better scalability.
format Preprint
id arxiv_https___arxiv_org_abs_2209_04808
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Graphon Mean-Field Control for Cooperative Multi-Agent Reinforcement Learning
Hu, Yuanquan
Wei, Xiaoli
Yan, Junji
Zhang, Hengxi
Multiagent Systems
Optimization and Control
The marriage between mean-field theory and reinforcement learning has shown a great capacity to solve large-scale control problems with homogeneous agents. To break the homogeneity restriction of mean-field theory, a recent interest is to introduce graphon theory to the mean-field paradigm. In this paper, we propose a graphon mean-field control (GMFC) framework to approximate cooperative multi-agent reinforcement learning (MARL) with nonuniform interactions and show that the approximate order is of $\mathcal{O}(\frac{1}{\sqrt{N}})$, with $N$ the number of agents. By discretizing the graphon index of GMFC, we further introduce a smaller class of GMFC called block GMFC, which is shown to well approximate cooperative MARL. Our empirical studies on several examples demonstrate that our GMFC approach is comparable with the state-of-art MARL algorithms while enjoying better scalability.
title Graphon Mean-Field Control for Cooperative Multi-Agent Reinforcement Learning
topic Multiagent Systems
Optimization and Control
url https://arxiv.org/abs/2209.04808