Approximate Policy Iteration for Robust Stochastic Control of Multiagent Markov Decision Processes Article Swipe
Feng Huang
,
Ming Cao
,
Long Wang
·
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.1109/tac.2024.3510596
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.1109/tac.2024.3510596
In stochastic dynamic environments, multi-agent Markov decision processes have emerged as a versatile paradigm for studying sequential decision-making problems of fully cooperative multi-agent systems. However, the optimality of the derived policies is usually sensitive to model parameters, which are typically unknown and required to be estimated from noisy data in practice. To investigate the sensitivity of optimal policies to these uncertain parameters, we study a robust stochastic control problem of multi-agent Markov decision processes where all agents constitute a centralized controller whose goal is to seek a maximal long-term return of all agents and the uncertainty plays a role of disturbance for achieving this goal, and provide a solution concept of robust team optimality for decisions of all agents. To seek such a solution, we develop a robust iterative learning algorithm of policies for all agents and present its convergence analysis. This algorithm, compared with robust dynamic programming, not only possesses a faster convergence rate, but also allows for using approximation calculations to alleviate required computational resources. Moreover, some numerical simulations are presented to demonstrate the effectiveness of the algorithm by extending the model of sequential social dilemmas to uncertain scenarios.
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- Type
- article
- Language
- en
- Landing Page
- https://doi.org/10.1109/tac.2024.3510596
- OA Status
- green
- References
- 46
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4404914401
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https://openalex.org/W4404914401Canonical identifier for this work in OpenAlex
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https://doi.org/10.1109/tac.2024.3510596Digital Object Identifier
- Title
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Approximate Policy Iteration for Robust Stochastic Control of Multiagent Markov Decision ProcessesWork title
- Type
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articleOpenAlex work type
- Language
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enPrimary language
- Publication year
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2024Year of publication
- Publication date
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2024-12-02Full publication date if available
- Authors
-
Feng Huang, Ming Cao, Long WangList of authors in order
- Landing page
-
https://doi.org/10.1109/tac.2024.3510596Publisher landing page
- Open access
-
YesWhether a free full text is available
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greenOpen access status per OpenAlex
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https://research.rug.nl/en/publications/9fdb4887-ef67-4b4b-93b2-215a27ec470dDirect OA link when available
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Markov decision process, Markov process, Mathematical optimization, Computer science, Markov chain, Control (management), Robust control, Control theory (sociology), Mathematics, Control system, Artificial intelligence, Machine learning, Engineering, Statistics, Electrical engineeringTop concepts (fields/topics) attached by OpenAlex
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0Total citation count in OpenAlex
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| referenced_works | https://openalex.org/W2096035449, https://openalex.org/W1542941925, https://openalex.org/W4254547512, https://openalex.org/W2099618002, https://openalex.org/W2991046523, https://openalex.org/W6631137000, https://openalex.org/W6681342480, https://openalex.org/W2096145798, https://openalex.org/W2107544712, https://openalex.org/W2968526727, https://openalex.org/W2138966161, https://openalex.org/W2767257775, https://openalex.org/W3209754935, https://openalex.org/W2156194062, https://openalex.org/W2501656778, https://openalex.org/W3035285337, https://openalex.org/W3121342653, https://openalex.org/W2978862222, https://openalex.org/W6718836005, https://openalex.org/W3036286896, https://openalex.org/W2963525569, https://openalex.org/W2240086230, https://openalex.org/W2069045459, https://openalex.org/W1965878388, https://openalex.org/W2168565265, https://openalex.org/W2006301680, https://openalex.org/W3044908040, https://openalex.org/W3174652807, https://openalex.org/W6735677848, https://openalex.org/W3175144487, https://openalex.org/W6764339904, https://openalex.org/W6802038118, https://openalex.org/W3130610232, https://openalex.org/W6785517317, https://openalex.org/W1986872757, https://openalex.org/W1918371733, https://openalex.org/W2115118348, https://openalex.org/W3119186746, https://openalex.org/W3035235874, https://openalex.org/W6639430172, https://openalex.org/W6677549092, https://openalex.org/W3046016382, https://openalex.org/W2066111511, https://openalex.org/W3094399342, https://openalex.org/W3135349069, https://openalex.org/W3197526462 |
| referenced_works_count | 46 |
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