Distributed On-line Multi-Agent Optimization Under Uncertainty: Balancing Exploration and Exploitation


Matthew E. Taylor, Manish Jain, Prateek Tandon, Milind Tambe, and Makoto Yokoo. 2011. “Distributed On-line Multi-Agent Optimization Under Uncertainty: Balancing Exploration and Exploitation .” In Advances in Complex Systems.


A significant body of work exists on effectively allowing multiple agents to coordinate to achieve a shared goal. In particular, a growing body of work in the Distributed Constraint Optimization (DCOP) framework enables such coordination with different amounts of teamwork. Such algorithms can implicitly or explicitly trade-off improved solution quality with increased communication and computation requirements. However, the DCOP framework is limited to planning problems; DCOP agents must have complete and accurate knowledge about the reward function at plan time. We extend the DCOP framework, defining the Distributed Coordination of Exploration and Exploitation (DCEE) problem class to address real-world problems, such as ad-hoc wireless network optimization, via multiple novel algorithms. DCEE algorithms differ from DCOP algorithms in that they (1) are limited to a finite number of actions in a single trial, (2) attempt to maximize the on-line, rather than final, reward, (3) are unable to exhaustively explore all possible actions, and (4) may have knowledge about the distribution of rewards in the environment, but not the rewards themselves. Thus, a DCEE problem is not a type of planning problem, as DCEE algorithms must carefully balance and coordinate multiple agents’ exploration and exploitation. Two classes of algorithms are introduced: static estimation algorithms perform simple calculations that allow agents to either stay or explore, and balanced exploration algorithms use knowledge about the distribution of the rewards and the time remaining in an experiment to decide whether to stay, explore, or (in some algorithms) backtrack to a previous location. These two classes of DCEE algorithms are compared in simulation and on physical robots in a complex mobile ad-hoc wireless network setting. Contrary to our expectations, we found that increasing teamwork in DCEE algorithms may lower team performance. In contrast, agents running DCOP algorithms improve their reward as teamwork increases. We term this previously unknown phenomenon the team uncertainty penalty, analyze it in both simulation and on robots, and present techniques to ameliorate the penalty.
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