Safe Continuous-time Multi-Agent Reinforcement Learning via Epigraph Form
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arXiv
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| Autores principales: | , , , , |
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| Formato: | Preprint |
| Publicado: |
2026
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| Acceso en línea: | |
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| _version_ | 1866908840587427840 |
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| author | Wang, Xuefeng Zhang, Lei Pu, Henglin Li, Husheng Qureshi, Ahmed H. |
| author_facet | Wang, Xuefeng Zhang, Lei Pu, Henglin Li, Husheng Qureshi, Ahmed H. |
| contents | Multi-agent reinforcement learning (MARL) has made significant progress in recent years, but most algorithms still rely on a discrete-time Markov Decision Process (MDP) with fixed decision intervals. This formulation is often ill-suited for complex multi-agent dynamics, particularly in high-frequency or irregular time-interval settings, leading to degraded performance and motivating the development of continuous-time MARL (CT-MARL). Existing CT-MARL methods are mainly built on Hamilton-Jacobi-Bellman (HJB) equations. However, they rarely account for safety constraints such as collision penalties, since these introduce discontinuities that make HJB-based learning difficult. To address this challenge, we propose a continuous-time constrained MDP (CT-CMDP) formulation and a novel MARL framework that transforms discrete MDPs into CT-CMDPs via an epigraph-based reformulation. We then solve this by proposing a novel physics-informed neural network (PINN)-based actor-critic method that enables stable and efficient optimization in continuous time. We evaluate our approach on continuous-time safe multi-particle environments (MPE) and safe multi-agent MuJoCo benchmarks. Results demonstrate smoother value approximations, more stable training, and improved performance over safe MARL baselines, validating the effectiveness and robustness of our method. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_17078 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Safe Continuous-time Multi-Agent Reinforcement Learning via Epigraph Form Wang, Xuefeng Zhang, Lei Pu, Henglin Li, Husheng Qureshi, Ahmed H. Multiagent Systems Multi-agent reinforcement learning (MARL) has made significant progress in recent years, but most algorithms still rely on a discrete-time Markov Decision Process (MDP) with fixed decision intervals. This formulation is often ill-suited for complex multi-agent dynamics, particularly in high-frequency or irregular time-interval settings, leading to degraded performance and motivating the development of continuous-time MARL (CT-MARL). Existing CT-MARL methods are mainly built on Hamilton-Jacobi-Bellman (HJB) equations. However, they rarely account for safety constraints such as collision penalties, since these introduce discontinuities that make HJB-based learning difficult. To address this challenge, we propose a continuous-time constrained MDP (CT-CMDP) formulation and a novel MARL framework that transforms discrete MDPs into CT-CMDPs via an epigraph-based reformulation. We then solve this by proposing a novel physics-informed neural network (PINN)-based actor-critic method that enables stable and efficient optimization in continuous time. We evaluate our approach on continuous-time safe multi-particle environments (MPE) and safe multi-agent MuJoCo benchmarks. Results demonstrate smoother value approximations, more stable training, and improved performance over safe MARL baselines, validating the effectiveness and robustness of our method. |
| title | Safe Continuous-time Multi-Agent Reinforcement Learning via Epigraph Form |
| topic | Multiagent Systems |
| url | https://arxiv.org/abs/2602.17078 |