Non-cooperative Multi-agent Systems with Exploring Agents
  Multi-agent learning is a challenging problem in machine learning that has
applications in different domains such as distributed control, robotics, and
economics. We develop a prescriptive model of multi-agent behavior using Markov
games. Since in many multi-agent systems, agents do not necessary select their
optimum strategies against other agents (e.g., multi-pedestrian interaction),
we focus on models in which the agents play "exploration but near optimum
strategies". We model such policies using the Boltzmann-Gibbs distribution.
This leads to a set of coupled Bellman equations that describes the behavior of
the agents. We introduce a set of conditions under which the set of equations
admit a unique solution and propose two algorithms that provably provide the
solution in finite and infinite time horizon scenarios. We also study a
practical setting in which the interactions can be described using the
occupancy measures and propose a simplified Markov game with less complexity.
Furthermore, we establish the connection between the Markov games with
exploration strategies and the principle of maximum causal entropy for
multi-agent systems. Finally, we evaluate the performance of our algorithms via
several well-known games from the literature and some games that are designed
based on real world applications.
