A Fully Decentralized Online Actor-Critic Algorithm for Constrained Multiagent Reinforcement Learning Over Directed Graphs.

Abstract

This article studies constrained multiagent reinforcement learning (C-MARL) over fixed directed graphs, where agents cooperatively optimize a globally averaged long-term objective while satisfying globally averaged constraints. To address the challenges of decentralized learning with a row-stochastic communication matrix, we propose a fully decentralized online actor-critic (AC) algorithm with Perron-vector normalization. Each agent updates its policy parameters, critic parameters, and local multiplier estimates based on local information received from its in-neighbors. Convergence guarantees are established under linear function approximation for the critic. Numerical simulations demonstrate the effectiveness and robustness of the proposed algorithm.