A statistical property of multiagent learning based on Markov decision process
URI | http://harp.lib.hiroshima-u.ac.jp/hiroshima-cu/metadata/6466 | ||||||||||||||||||
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NN17_4_829.pdf
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Title |
A statistical property of multiagent learning based on Markov decision process
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Author |
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Subject |
Asymptotic equipartition property (AEP)
Markov decision process (MDP)
multiagent system
reinforcement learning (RL)
stochastic complexity (SC)
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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. |
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Description Peer Reviewed |
有
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Journal Title |
IEEE Transactions on Neural Networks
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Volume |
17
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Issue |
4
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Spage |
829
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Epage |
842
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Published Date |
2006-07
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Publisher |
IEEE
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ISSN |
1045-9227
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Language |
eng
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NIIType |
Journal Article
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Text Version |
出版社版
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Rights |
©2006 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
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hiroshima-cu
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