Scalable Reinforcement Learning of Localized Policies for Multi-Agent Networked Systems
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We study reinforcement learning (RL) in a setting with a network of agents whose states and actions interact in a local manner where the objective is to find localized policies such that the (discounted) global reward is maximized. A fundamental challenge in this setting is that the state-action space size scales exponentially in the number of agents, rendering the problem intractable for large networks. In this paper, we propose a Scalable Actor-Critic (SAC) framework that exploits the network structure and finds a localized policy that is a O(ρ^κ)-approximation of a stationary point of the objective for some ρ∈(0,1), with complexity that scales with the local state-action space size of the largest κ-hop neighborhood of the network.
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