This paper presents a novel data-driven multiagent reinforcement learning (MARL) controller for enhancing the running stability of independently rotating wheels (IRW) and reducing wheel–rail wear. We base our active guidance controller on the multiagent deep deterministic policy gradient (MADDPG) algorithm. In this framework, each IRW controller is treated as an independent agent, facilitating localized control of individual wheelsets and reducing the complexity of the required observations. Furthermore, we enhance the MADDPG algorithm with prioritized experience replay (PER), resulting in the PER-MADDPG algorithm, which optimizes training convergence and stability by prioritizing informative experience samples. In this paper, we compare the PER-MADDPG algorithm against existing controllers, demonstrating the superior simulation performance of the proposed algorithm, particularly in terms of self-centering capability and curve-negotiation behavior, effectively reducing the wear number. We also develop a scaled IRW vehicle for active guidance experiments. The experimental results validate the enhanced running performance of IRW vehicles using our proposed controller.