Decentralised Multi-Agent Reinforcement Learning for Dynamic and Uncertain Environments

Abstract: Multi-Agent Reinforcement Learning (MARL) is a widely used technique for optimization in decentralised control problems. However, most applications of MARL are in static environments, and are not suitable when agent behaviour and environment conditions are dynamic and uncertain. Addressing uncertainty in such environments remains a challenging problem for MARL-based systems. The dynamic nature of the environment causes previous knowledge of how agents interact to become outdated. Advanced knowledge of potential changes through prediction significantly supports agents converging to near-optimal control solutions. In this paper we propose P-MARL, a decentralised MARL algorithm enhanced by a prediction mechanism that provides accurate information regarding up-coming changes in the environment. This prediction is achieved by employing an Artificial Neural Network combined with a Self-Organising Map that detects and matches changes in the environment. The proposed algorithm is validated in a realistic smart-grid scenario, and provides a 92% Pareto efficient solution to an electric vehicle charging problem.