A statistical property of multiagent learning based on Markov decision process

URI http://harp.lib.hiroshima-u.ac.jp/hiroshima-cu/metadata/6466
ファイル
タイトル
A statistical property of multiagent learning based on Markov decision process
著者
氏名 IWATA Kazunori
ヨミ イワタ カズノリ
別名 岩田 一貴
氏名 IKEDA Kazushi
ヨミ イケダ カズシ
別名
氏名 SAKAI Hideaki
ヨミ サカイ ヒデアキ
別名
キーワード
Asymptotic equipartition property (AEP)
Markov decision process (MDP)
multiagent system
reinforcement learning (RL)
stochastic complexity (SC)
抄録

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.

査読の有無
掲載雑誌名
IEEE Transactions on Neural Networks
17
4
開始ページ
829
終了ページ
842
出版年月日
2006-07
出版者
IEEE
ISSN
1045-9227
本文言語
英語
資料タイプ
学術雑誌論文
著者版フラグ
出版社版
権利情報
©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.
旧URI
区分
hiroshima-cu