Convergence of multiagent Q-learning: Multi action replay process approach

In this paper, we first suggest a new type of Markov model extended by Watkins´ action replay process. The new Markov model is called multi-action replay process (MARP), which is a process designed for multiagent coordination on the basis of reward values, state transition probabilities, and equilibrium strategy taking account of joint-action among agents. Using this model, multiagent Q-learning algorithm is then constructed as a cooperative reinforcement learning algorithm under completely connected agents. Finally, we prove that multiagent Q-learning values converge to optimal values. Simulation results are reported to illustrate the validity of the proposed multiagent Q-learning algorithm.