Constrained Markov games offer a formal mathematical framework for modeling multi-agent reinforcement learning problems where the behavior of the agents is subject to constraints. In this work, we focus on the recently introduced class of constrained Markov Potential Games. While centralized algorithms have been proposed for solving such constrained games, the design of converging independent learning algorithms tailored for the constrained setting remains an open question. We propose an independent policy gradient algorithm for learning approximate constrained Nash equilibria: Each agent observes their own actions and rewards, along with a shared state. Inspired by the optimization literature, our algorithm performs proximal-point-like updates augmented with a regularized constraint set. Each proximal step is solved inexactly using a stochastic switching gradient algorithm. Notably, our algorithm can be implemented independently without a centralized coordination mechanism requiring turn-based agent updates. Under some technical constraint qualification conditions, we establish convergence guarantees towards constrained approximate Nash equilibria. We perform simulations to illustrate our results.

本文介绍了一个针对约束马尔可夫博弈的独立策略梯度算法，利用近端点更新和正则化约束集来求解近似的约束纳什均衡，具备独立实现、分布式更新和收敛性保证的特点。

受限马尔可夫潜在博弈中的独立学习