Abstract

Value factorisation is a useful technique for multi-agent reinforcement learning (MARL) in global reward game, however its underlying mechanism is not yet fully understood. This paper studies a theoretical framework for value factorisation with interpretability via Shapley value theory. We generalise Shapley value to Markov convex game called Markov Shapley value (MSV) and apply it as a value factorisation method in global reward game, which is obtained by the equivalence between the two games. Based on the properties of MSV, we derive Shapley-Bellman optimality equation (SBOE) to evaluate the optimal MSV, which corresponds to an optimal joint deterministic policy. Furthermore, we propose Shapley-Bellman operator (SBO) that is proved to solve SBOE. With a stochastic approximation and some transformations, a new MARL algorithm called Shapley Q-learning (SHAQ) is established, the implementation of which is guided by the theoretical results of SBO and MSV. We also discuss the relationship

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Tags

  • Multi-Agent
  • Value-Based

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  • arxiv keywang2021shaq

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