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On Information Asymmetry in Competitive Multi-Agent Reinforcement Learning: Convergence and Optimality

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  • Ezra Tampubolon
  • Haris Ceribasic
  • Holger Boche

Abstract

In this work, we study the system of interacting non-cooperative two Q-learning agents, where one agent has the privilege of observing the other's actions. We show that this information asymmetry can lead to a stable outcome of population learning, which generally does not occur in an environment of general independent learners. The resulting post-learning policies are almost optimal in the underlying game sense, i.e., they form a Nash equilibrium. Furthermore, we propose in this work a Q-learning algorithm, requiring predictive observation of two subsequent opponent's actions, yielding an optimal strategy given that the latter applies a stationary strategy, and discuss the existence of the Nash equilibrium in the underlying information asymmetrical game.

Suggested Citation

  • Ezra Tampubolon & Haris Ceribasic & Holger Boche, 2020. "On Information Asymmetry in Competitive Multi-Agent Reinforcement Learning: Convergence and Optimality," Papers 2010.10901, arXiv.org, revised Jan 2021.
  • Handle: RePEc:arx:papers:2010.10901
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    References listed on IDEAS

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    1. S. Rasoul Etesami & Tamer Başar, 2019. "Dynamic Games in Cyber-Physical Security: An Overview," Dynamic Games and Applications, Springer, vol. 9(4), pages 884-913, December.
    2. David Aboody & Baruch Lev, 2000. "Information Asymmetry, R&D, and Insider Gains," Journal of Finance, American Finance Association, vol. 55(6), pages 2747-2766, December.
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