arXiv · 2409.02663
Generalized Individual Q-learning for Polymatrix Games with Partial Observations
Abstract
This paper addresses the challenge of limited observations in non-cooperative multi-agent systems where agents can have partial access to other agents' actions. We present the generalized individual Q-learning dynamics that combine belief-based and payoff-based learning for the networked interconnections of more than two self-interested agents. This approach leverages access to opponents' actions whenever possible, demonstrably achieving a faster (guaranteed) convergence to quantal response equilibrium in multi-agent zero-sum and potential polymatrix games. Notably, the dynamics reduce to the well-studied smoothed fictitious play and individual Q-learning under full and no access to opponent actions, respectively. We further quantify the improvement in convergence rate due to observing opponents' actions through numerical simulations.
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Ahmed Said Donmez, Muhammed O. Sayin. 2024-09-04. Generalized Individual Q-learning for Polymatrix Games with Partial Observations. https://arxiv.org/abs/2409.02663
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