LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

Deterministic limit of temporal difference reinforcement learning for stochastic games

Photo by reganography from unsplash

Reinforcement learning in multiagent systems has been studied in the fields of economic game theory, artificial intelligence, and statistical physics by developing an analytical understanding of the learning dynamics (often… Click to show full abstract

Reinforcement learning in multiagent systems has been studied in the fields of economic game theory, artificial intelligence, and statistical physics by developing an analytical understanding of the learning dynamics (often in relation to the replicator dynamics of evolutionary game theory). However, the majority of these analytical studies focuses on repeated normal form games, which only have a single environmental state. Environmental dynamics, i.e., changes in the state of an environment affecting the agents' payoffs has received less attention, lacking a universal method to obtain deterministic equations from established multistate reinforcement learning algorithms. In this work we present a methodological extension, separating the interaction from the adaptation timescale, to derive the deterministic limit of a general class of reinforcement learning algorithms, called temporal difference learning. This form of learning is equipped to function in more realistic multistate environments by using the estimated value of future environmental states to adapt the agent's behavior. We demonstrate the potential of our method with the three well-established learning algorithms Q learning, SARSA learning, and actor-critic learning. Illustrations of their dynamics on two multiagent, multistate environments reveal a wide range of different dynamical regimes, such as convergence to fixed points, limit cycles, and even deterministic chaos.

Keywords: temporal difference; reinforcement; deterministic limit; reinforcement learning

Journal Title: Physical review. E
Year Published: 2019

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.