A general criterion and an algorithmic framework for learning in multi-agent systems
We offer a new formal criterion for agent-centric learning in multi-agent systems, that is, learning that maximizes one's rewards in the presence of other agents who might also be learning (using the same or other learning algorithms). This new criterion takes in as a parameter the class of opponents. We then provide a modular approach for achieving effective agent-centric learning; the approach consists of a number of basic algorithmic building blocks, which can be instantiated and composed differently depending on the environment setting (for example, 2- versus n-player games) as well as the target class of opponents. We then provide several specific instances of the approach: an algorithm for stationary opponents, and two algorithms for adaptive opponents with bounded memory, one algorithm for the n-player case and another optimized for the 2-player case. We prove our algorithms correct with respect to the formal criterion, and furthermore show the algorithms to be experimentally effective via comprehensive computer testing.
multi-agent systems machine learning game theory