Saved in:
Bibliographic Details
Main Authors: Plaksin, Anton, Kalev, Vitaly
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2405.02044
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866913340146581504
author Plaksin, Anton
Kalev, Vitaly
author_facet Plaksin, Anton
Kalev, Vitaly
contents Robust Reinforcement Learning (RRL) is a promising Reinforcement Learning (RL) paradigm aimed at training robust to uncertainty or disturbances models, making them more efficient for real-world applications. Following this paradigm, uncertainty or disturbances are interpreted as actions of a second adversarial agent, and thus, the problem is reduced to seeking the agents' policies robust to any opponent's actions. This paper is the first to propose considering the RRL problems within the positional differential game theory, which helps us to obtain theoretically justified intuition to develop a centralized Q-learning approach. Namely, we prove that under Isaacs's condition (sufficiently general for real-world dynamical systems), the same Q-function can be utilized as an approximate solution of both minimax and maximin Bellman equations. Based on these results, we present the Isaacs Deep Q-Network algorithms and demonstrate their superiority compared to other baseline RRL and Multi-Agent RL algorithms in various environments.
format Preprint
id arxiv_https___arxiv_org_abs_2405_02044
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Zero-Sum Positional Differential Games as a Framework for Robust Reinforcement Learning: Deep Q-Learning Approach
Plaksin, Anton
Kalev, Vitaly
Machine Learning
Artificial Intelligence
Computer Science and Game Theory
Systems and Control
Optimization and Control
68T07, 49N70
Robust Reinforcement Learning (RRL) is a promising Reinforcement Learning (RL) paradigm aimed at training robust to uncertainty or disturbances models, making them more efficient for real-world applications. Following this paradigm, uncertainty or disturbances are interpreted as actions of a second adversarial agent, and thus, the problem is reduced to seeking the agents' policies robust to any opponent's actions. This paper is the first to propose considering the RRL problems within the positional differential game theory, which helps us to obtain theoretically justified intuition to develop a centralized Q-learning approach. Namely, we prove that under Isaacs's condition (sufficiently general for real-world dynamical systems), the same Q-function can be utilized as an approximate solution of both minimax and maximin Bellman equations. Based on these results, we present the Isaacs Deep Q-Network algorithms and demonstrate their superiority compared to other baseline RRL and Multi-Agent RL algorithms in various environments.
title Zero-Sum Positional Differential Games as a Framework for Robust Reinforcement Learning: Deep Q-Learning Approach
topic Machine Learning
Artificial Intelligence
Computer Science and Game Theory
Systems and Control
Optimization and Control
68T07, 49N70
url https://arxiv.org/abs/2405.02044