A reinforcement learning approach to coordinate exploration with limited communication in continuous action games

Abstract

AbstractLearning automata are reinforcement learners belonging to the class of policy iterators. They have already been shown to exhibit nice convergence properties in a wide range of discrete action game settings. Recently, a new formulation for a continuous action reinforcement learning automata (CARLA) was proposed. In this paper, we study the behavior of these CARLA in continuous action games and propose a novel method for coordinated exploration of the joint-action space. Our method allows a team of independent learners, using CARLA, to find the optimal joint action in common interest settings. We first show that independent agents using CARLA will converge to a local optimum of the continuous action game. We then introduce a method for coordinated exploration which allows the team of agents to find the global optimum of the game. We validate our approach in a number of experiments.