Multi-agent systems are characterized by environmental uncertainty, varying policies of agents, and partial observability, which result in significant risks. In the context of Multi-Agent Reinforcement Learning (MARL), learning coordinated and decentralized policies that are sensitive to risk is challenging. To formulate the coordination requirements in risk-sensitive MARL, we introduce the Risk-sensitive Individual-Global-Max (RIGM) principle as a generalization of the Individual-Global-Max (IGM) and Distributional IGM (DIGM) principles. This principle requires that the collection of risk-sensitive action selections of each agent should be equivalent to the risk-sensitive action selection of the central policy. Current MARL value factorization methods do not satisfy the RIGM principle for common risk metrics such as the Value at Risk (VaR) metric or distorted risk measurements. Therefore, we propose RiskQ to address this limitation, which models the joint return distribution by modeling quantiles of it as weighted quantile mixtures of per-agent return distribution utilities. RiskQ satisfies the RIGM principle for the VaR and distorted risk metrics. We show that RiskQ can obtain promising performance through extensive experiments.

The factorization of state-action value functions for Multi-Agent Reinforcement Learning (MARL) is important. Existing studies are limited by their representation capability, sample efficiency, and approximation error. To address these challenges, we propose, ResQ, a MARL value function factorization method, which can find the optimal joint policy for any state-action value function through residual functions. ResQ masks some state-action value pairs from a joint state-action value function, which is transformed as the sum of a main function and a residual function. ResQ can be used with mean-value and stochastic-value RL. We theoretically show that ResQ can satisfy both the individual global max (IGM) and the distributional IGM principle without representation limitations. Through experiments on matrix games, the predator-prey, and StarCraft benchmarks, we show that ResQ can obtain better results than multiple expected/stochastic value factorization methods.

In this work, we study the dormant neuron phenomenon in multi-agent reinforcement learning value factorization, where the mixing network suffers from reduced network expressivity caused by an increasing number of inactive neurons. We demonstrate the presence of the dormant neuron phenomenon across multiple environments and algorithms, and show that this phenomenon negatively affects the learning process. We show that dormant neurons correlates with the existence of over-active neurons, which have large activation scores. To address the dormant neuron issue, we propose ReBorn, a simple but effective method that transfers the weights from over-active neurons to dormant neurons. We theoretically show that this method can ensure the learned action preferences are not forgotten after the weight-transferring procedure, which increases learning effectiveness.

The factorization of state-action value functions for Multi-Agent Reinforcement Learning (MARL) is important. Existing studies are limited by their representation capability, sample efficiency, and approximation error. To address these challenges, we propose, ResQ, a MARL value function factorization method, which can find the optimal joint policy for any state-action value function through residual functions. ResQ masks some state-action value pairs from a joint state-action value function, which is transformed as the sum of a main function and a residual function. ResQ can be used with mean-value and stochastic-value RL.

Multi-agent systems are characterized by environmental uncertainty, varying policies of agents, and partial observability, which result in significant risks. In the context of Multi-Agent Reinforcement Learning (MARL), learning coordinated and decentralized policies that are sensitive to risk is challenging. To formulate the coordination requirements in risk-sensitive MARL, we introduce the Risk-sensitive Individual-Global-Max (RIGM) principle as a generalization of the Individual-Global-Max (IGM) and Distributional IGM (DIGM) principles. This principle requires that the collection of risk-sensitive action selections of each agent should be equivalent to the risk-sensitive action selection of the central policy. Current MARL value factorization methods do not satisfy the RIGM principle for common risk metrics such as the Value at Risk (VaR) metric or distorted risk measurements.