Multi-Agent Trust Region Learning
Authors: Ying Wen, Hui Chen, Yaodong Yang, Zheng Tian, Minne Li, Xu Chen, Jun Wang
Keywords: multi-agent learning, reinforcement learning, empirical game-theoretic analysis
Abstract: Trust-region methods are widely used in single-agent reinforcement learning.  One advantage is that they guarantee a lower bound of monotonic payoff improvement for policy optimization at each iteration. Nonetheless, when applied in multi-agent settings, such guarantee is lost because an agent's payoff is also determined by other agents' adaptive behaviors.  In fact, measuring agents' payoff improvements in multi-agent reinforcement learning (MARL) scenarios is still challenging. Although game-theoretical solution concepts such as Nash equilibrium can be applied, the algorithm (e.g., Nash-Q learning) suffers from poor scalability beyond two-player discrete games. To mitigate the above measurability and tractability issues, in this paper, we propose Multi-Agent Trust Region Learning (MATRL) method. MATRL augments the single-agent trust-region optimization process with the multi-agent solution concept of stable fixed point that is computed at the policy-space meta-game level. When multiple agents learn simultaneously, stable fixed points at the meta-game level can effectively measure agents' payoff improvements, and, importantly, a meta-game representation enjoys better scalability for multi-player games.  We derive the lower bound of agents' payoff improvements for MATRL methods, and also prove the convergence of our method on the meta-game fixed points. We evaluate the MATRL method on both discrete and continuous multi-player general-sum games; results suggest that MATRL significantly outperforms strong MARL baselines on grid worlds, multi-agent MuJoCo, and Atari games.