• DocumentCode
    1012959
  • Title

    A statistical property of multiagent learning based on Markov decision process

  • Author

    Iwata, Keiji ; Ikeda, Ken-ichi ; Sakai, Hiroki

  • Author_Institution
    Fac. of Inf. Sci., Hiroshima City Univ., Japan
  • Volume
    17
  • Issue
    4
  • fYear
    2006
  • fDate
    7/1/2006 12:00:00 AM
  • Firstpage
    829
  • Lastpage
    842
  • Abstract
    We exhibit an important property called the asymptotic equipartition property (AEP) on empirical sequences in an ergodic multiagent Markov decision process (MDP). Using the AEP which facilitates the analysis of multiagent learning, we give a statistical property of multiagent learning, such as reinforcement learning (RL), near the end of the learning process. We examine the effect of the conditions among the agents on the achievement of a cooperative policy in three different cases: blind, visible, and communicable. Also, we derive a bound on the speed with which the empirical sequence converges to the best sequence in probability, so that the multiagent learning yields the best cooperative result.
  • Keywords
    Markov processes; decision theory; learning (artificial intelligence); multi-agent systems; statistical analysis; asymptotic equipartition property; cooperative policy; empirical sequences; ergodic multiagent Markov decision process; multiagent learning; reinforcement learning; statistical property; Artificial intelligence; Concrete; Educational technology; Entropy; Informatics; Learning systems; Multiagent systems; Probability distribution; Stochastic processes; Stochastic systems; Asymptotic equipartition property (AEP); Markov decision process (MDP); multiagent system; reinforcement learning (RL); stochastic complexity (SC);
  • fLanguage
    English
  • Journal_Title
    Neural Networks, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1045-9227
  • Type

    jour

  • DOI
    10.1109/TNN.2006.875990
  • Filename
    1650241