CAREER: Stochasticity and Resilience in Reinforcement Learning: From Single to Multiple Agents

University Of Wisconsin-Madison, Madison WI

Investigators

Abstract

Reinforcement Learning (RL) has emerged as a promising data-driven paradigm for learning to control unknown and complex systems. It has achieved impressive success in simulated environments such as games. However, for applications in real-world engineering systems, existing RL algorithms and theory fall short of addressing three fundamental challenges: high stochasticity, long-horizon regimes and vulnerability to model uncertainty. These challenges are exacerbated in systems with multiple strategic agents. The goal of this CAREER project is to advance the algorithmic and theoretical foundations of RL by addressing these challenges, and enable efficient and resilient RL-based control in engineering systems. This project will particularly focus on applications in computer and communication networks, which will guide the problem formulation, methodology development and evaluation. The project is enhanced by an education plan that aims to offer students from K–12 to college a pathway to obtain experience and training in RL and broadly machine learning, as well as in their applications in engineering systems. This project will also support a mentoring program for students in STEM. The research work in this project will address the aforementioned challenges via three technical thrusts. Thrust 1 studies finite-time convergence of various iterative algorithms that arise in RL through the unified variational inequality framework, by leveraging tools from modern Markov chain theory. In Thrust 2, we will develop techniques to tame the high stochasticity in long-horizon problems, and further develop RL algorithms that provably learn a stable and near-optimal policy. Thrust 3 studies scalable multi-agent RL through the framework of mean-field game and graphon game, as well as the game theoretical foundation of robust Markov games under model uncertainty. The developed RL algorithms will be implemented and evaluated in a broad profile of decision-making problems in computer and communication networks. This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.