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Regret Lower Bounds for Decentralized Multi-Agent Stochastic Shortest Path Problems
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Proves the first regret lower bound for decentralized multi-agent stochastic shortest path (SSP) with linear mixture MDPs, showing Omega(sqrt(K)) regret is unavoidable, matching the known upper bound up to log factors.
Problem
Regret of learning in decentralized multi-agent stochastic shortest path problems with linear function approximation (LM-MASSP); prior work only had upper bounds.
Approach
Constructs a family of two-node hard-to-learn LM-MASSP instances parameterized by agent-action sign vectors, shows the optimal value is monotone in the number of agents at the initial node, and uses information-theoretic (KL/Pinsker) arguments to get a sqrt(K) regret lower bound that holds for any decentralized algorithm, with no assumption on information sharing.
Key results
- Establishes an Omega(sqrt(K)) regret lower bound for decentralized LM-MASSP, matching the sqrt(K) upper bound of MACCM up to poly-log factors.
- Recovers the single-agent two-node SSP lower bound of Min et al. when n=1.
Limitations
- Only exact linear function approximation is considered; model misspecification is not analyzed.
- Lower bound constructed only with two-node instances; extension to more nodes is not proven.
- No empirical validation; the lower bound is existential and not checked against algorithms.
Experimental setup
Metrics: regret scaling in K
Baselines: MACCM
Builds on: Min et al. single-agent SSP lower bound MACCM (Trivedi et al. 2023) linear mixture MDP
Closest papers by meaning
- Near-optimal Regret Bounds for Stochastic Shortest Path (ICML 2020 · similarity 0.89)
- Stochastic Shortest Path: Minimax, Parameter-Free and Towards Horizon-Free Regret (NeurIPS 2021 · similarity 0.89)
- Minimax Regret for Stochastic Shortest Path (NeurIPS 2021 · similarity 0.88)
- Decentralized Multi-Agent Linear Bandits with Safety Constraints (AAAI 2021 · similarity 0.88)
- Learn to Follow: Decentralized Lifelong Multi-Agent Pathfinding via Planning and Learning (AAAI 2024 · similarity 0.86)
- Decentralized Monte Carlo Tree Search for Partially Observable Multi-Agent Pathfinding (AAAI 2024 · similarity 0.86)
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