Learning Automata as a Basis for Multi Agent Reinforcement Learning.
Ann Nowé, Katja Verbeeck, Maarten Peeters · 2006
Learning Automata (LA) are adaptive decision making devices suited for operation in unknown environments [12]. Originally they were developed in the area of mathematical psychology and used for modeling observed behavior. In its current form, LA are closely related to Reinforcement Learning (RL) approaches and most popular in the area of engineering. LA combine fast and accurate convergence with low computational complexity, and have been applied to a broad range of modeling and control problems. However, the intuitive, yet analytically tractable concept of learning automata makes them also very suitable as a theoretical framework for Multi agent Reinforcement Learning (MARL). Reinforcement Learning (RL) is already an established and profound theoretical framework for learning in stand-alone or single-agent systems. Yet, extending RL to multi-agent systems (MAS) does not guarantee the same theoretical grounding. As long as the environment an agent is experiencing is Markov, and the agent can experiment sufficiently, RL guarantees convergence to the optimal strategy. In a MAS however, the reinforcement an agent receives, may depend on the actions taken by the other agents acting in the same environment. Hence, the Markov property no longer holds. And as such, guarantees of convergence are lost. In the light of the above problem it